Mid-session IV Report September 30, 2021

Mid-session IV Report September 30, 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: HL HYZN LICY GOGO PINS PTRA TWTR SPOT DOLE CLDR LUMN PRGO DBC

Popular stocks with increasing volume: BBBY SPCE LCID SOFI SBUX RIDE IRNT KSS

Movers

Kohl’s (KSS) 30-day option implied volatility is at 50; compared to its 52-week range of 39 to 104 as shares sell off 13%. Call put ratio 1 call to 2.8 puts.

Option implied volatility for Bitcoin-related stocks after ARK filed for a Bitcoin ETF

Bit Digital (BTBT) 30-day option implied volatility is at 147; compared to its 52-week range of 114 to 279. Call put ratio 3.3 calls to 1 put as shares sell off 13%.

Coinbase (COIN) 30-day option implied volatility is at 48; compared to its 52-week range of 45 to 80 after ARK filed for a Bitcoin ETF.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 90; compared to its 52-week range of 90 to 275.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 73; compared to its 52-week range of 50 to 154 after ARK filed for a Bitcoin ETF.

Riot Blockchain (RIOT) 30-day option implied volatility is at 91; compared to its 52-week range of 89 to 276 after ARK filed for a Bitcoin ETF. Call put ratio 3.4 calls to 1 put.

Russell 2000 Index (RUT) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 42. Call put ratio 1.2 calls to 1 put.

Option IV into events

General Motors (GM) October weekly call option implied volatility is at 45, October is at 40; compared to its 52-week range of 29 to 66 into investor day on October 6 and 7. Call put ratio 1.7 calls to 1 put.

Increasing unusual option volume: IRNT PROG UAMY YALA GSAH
Increasing unusual call option volume: IRNT PROG YALA UAMY GSAH GSL SKX
Increasing unusual put option volume: IRNT GOGO DLTR PROG
Options with decreasing option implied: KDMN ALT ATER PSTH MRIN INO SDC NKE
Active options: AMD AAPL NFLX BBBY NVDA SPCE LCID TSLA AMC GSAH SOFI SBUX PROG TIGR PLTR SNDL AAL RIDE FB GSAT