Mid-session IV Report September 3, 2021

Mid-session IV Report September 3, 2021

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: BTCM KPLT IPOF VXRT

Popular stocks with increasing volume: DOCU PLTR PFE SPCE

Option movers

Joby Aviation (JOBY) September call option implied volatility is at 120, October is at 110; compared to its 52-week range of 11 to 133 as shares sell off 18%. Call put ratio 1 call to 1.4 puts with focus on September 10 puts.

Option IV into quarter results and outlook

Coupa Software (COUP) September weekly call option implied volatility is at 72, September is at 51; compared to its 52-week range of 40 to 87 into the expected release of quarter results after the bell on September 7.

FuelCell (FCEL) September weekly call option implied volatility is at 112, September is at 110; compared to its 52-week range of into the expected release of quarter results on September 8. Call put ratio 6.2 calls to 1 put.

GameStop (GME) September weekly (10) call option implied volatility is at 151, September is at 130; compared to its 52-week range of 90 to 553 into the expected release of quarter results after the bell on September 8. Call put ratio 3.1 calls to 1 put.

lululemon Atheletica (LULU) September weekly call option implied volatility is at 61, September is at 47; compared to its 52-week range of 24 to 64 into the expected release of quarter results after the bell on September 8.

National Beverage (FIZZ) September call option implied volatility is at 72, October is at 61; compared to its 52-week range of 44 to 265 into the expected release of quarter results on September 8.

RH (RH) September weekly call option implied volatility is at 99, September is at 75; compared to its 52-week range of 34 to 83 into the expected release of quarter results after the bell on September 8.

Oracle (ORCL) September weekly call option implied volatility is at 22, September is at 39; compared to its 52-week range of 20 to 44 into the expected release of quarter results.

Increasing unusual option volume: VIH FBRX MILE GSM FTFT JOBY
Increasing unusual call option volume: VIH FBRX MILE GSM EAT BTCM JOBY
Increasing unusual put option volume: FBRX JOBY PD MDB NVS UL FIVE JOBY
Options with decreasing option implied: FBRX INO ATER UNG PLAN CIEN AI DOCU VALE DOCU
Active options: AAPL TSLA CLOV NIO CCJ ROKU BBIG AMC AMZN BABA AMD DOCU VIH PLTR MILE PFE MMAT LCID MARA SPCE