Mid-session IV Report September 4, 2020

Mid-session IV Report September 4, 2020

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: UVXY VIXY VXX VIX SDC SPXL SPXS INO SQQQ FMCI

Popular stocks with increasing unusual volume: CCL RKT WORK DOCU ZM

Option implied volatility and volume for momentum stocks that had liquidity into September 1

The Financial Times FT reported Softbank (SFTBY) has recently been involved in tech stocks option volume

Zoom Video (ZM) September weekly call option implied volatility is at 150, September is at 91; compared to its 52-week range of 36 to 137 as shares sell off 7%. Call put ratio 1 call to 1.6 put with focus on September weekly options.

Wayfair (W) September weekly option implied volatility is at 144, September is at 84; compared to its 52-week range of 41 to 210 as shares are down 9%. Call put ratio 1 call to 2.3 puts.

Shopify (SHOP) September weekly call option implied volatility at 105, September is at 69; compared to its 52-week range of 40 to 124 as shares near 52-week high. Call put ratio 1 call to 1 put as shares sell off 5%.

Salesforce (CRM) September weekly call option implied volatility is at 64, September is at 50; compared to its 52-week range of 19 to 97. Call put ratio 1 call to 1 put as shares sell off 4%.

Beyond Meat (BYND) September weekly call option implied volatility is at 120, September is at 72; compared to its 52-week range of 47 to 130 as shares sell off 3.7%. Call put ratio 3 calls to 1 put with focus on September 135 calls.

Apple (AAPL) September weekly option implied volatility is at 150, September is at 65; compared to its 52-week range of 18 to 90 as shares are down 7%. Call put ratio 1.5 calls to 1 put with focus on September weekly options.

Tesla (TSLA) September weekly call option implied volatility is at 122, September is at 118; compared to its 52-week range of 34 to 154 into hosting a Battery Day event after its annual meeting on September 22. Call put ratio 1.2 calls to 1 put share price down 20% since September 1.

Facebook (FB) September weekly call option implied volatility is at 112, September is at 60; compared to its 52-week range of 20 to 81. Call put ratio 1.2 calls to 1 put with focus on September weekly options.

Netflix (NFLX) September weekly call option implied volatility is at 87, September is at 51; compared to its 52-week range of 28 to 99 as shares sell off 6.8%. Call put ratio 1.1 calls to 1 put with focus on September weekly options.

Alphabet (GOOGL) September weekly call option implied volatility is at 108, September is at 54; compared to its 52-week range of 14 to 75. Call put ratio 1 call to 1.6 puts as shares down 5%.

Amazon (AMZN) September weekly option implied volatility is at 123, September is at 60; compared to its 52-week range of 16 to 69 after shares lost 6.8%. Call put ratio 1.3 calls to 1 put with focus on September weekly options.

Microsoft (MSFT) September weekly call option implied volatility is at 85, September is at 46; compared to its 52-week range of 15 to 90 as shares sell off 3%. Call put ratio 2.2 calls to 1 put.

Peloton (PTON) September weekly call option implied volatility is at 137, September is at 128; compared to its 52-week range of 58 to 158 into the expected release of quarter results on September 9. Call put ratio 4 calls to 1 put with focus on September 75 calls as shares sell off 7%.

lululemon athletica (LULU) September weekly option implied volatility is at 74, September is at 75; compared to its 52-week range of 22 to 128 as shares are down 5%. Call put ratio 1.7 calls to 1 put.

Churchill Downs (CHDN) 30-day option implied volatility is at 53; compared to its 52-week range of 19 to 151 into running of the Kentucky Derby on September 5 without fans.

Increasing unusual option volume: KODK TRGP AKBA EWY DOMO
Increasing unusual call option volume: AKBA UN TECS EWY DOMO VHC ZUO ANGI
Increasing unusual put option volume: GOGO MJ YELP YELP JCI ANGI DOCU PD TWOU CIEN
Options with decreasing option implied volatility: BHC RKT RXT HRB SHY
Active options: AAPL TSLA BAC NIO MSFT AMD FB NVDA AMZN INTC ZM DOCU BA AAL JPM WORK CCL SNAP RKT WMT