Mid-session IV Report September 7, 2021

Mid-session IV Report September 7, 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: IRNT FUSE OPAD CLDR RKLB IPOF JOBY MNTS

Popular stocks with increasing volume: AMC PFE SOFI CCJ NVDA DKNG F PLTR MRNA PYPL KR

Apple (AAPL) September weekly call option implied volatility is at 21, September is at 23; compared to its 52-week range of 19 to 62 into invitation or “save the date” type announcement. Call put ratio 2.9 calls to 1 put.

Option movers

IronNet (IRNT) 30-day option implied volatility is at 279; compared to its 52-week range of 7 to 204. Call put ratio 3.9 calls to 1 put with focus on September 30 calls as shares rally 67%.

Joby Aviation (JOBY) September call option implied volatility is at 188, October is at 140; compared to its 52-week range of 11 to 133 as shares sell off 2.8%. Call put ratio 8 calls to 1 put with focus on September 10 and 12.50 calls.

Cassava Sciences (SAVA) 30-day option implied volatility is at 219; compared to its 52-week range of 100 to 289.

BioNTech SE (BNTX) 30-day option implied volatility is at 70; compared to its 52-week range of 53 to 140. Call put ratio 4 calls to 1 put.

Bill.com (BILL) 30-day option implied volatility is at 49; compared to its 52-week range of 46 to 87.

Peloton (PTON) 30-day option implied volatility is at 53; compared to its 52-week range of 50 to 131.

SelectQuote, Inc. (SLQT) 30-day option implied volatility is at 93; compared to its 52-week range of 42 to 104.

Robinhood (HOOD) 30-day option implied volatility is at 74; compared to its 52-week range of 71 to 226.

Option IV into quarter results and outlook

Coupa Software (COUP) September weekly call option implied volatility is at 103, September is at 69; compared to its 52-week range of 40 to 87 into the expected release of quarter results today after the bell.

GameStop (GME) September weekly (10) call option implied volatility is at 201, September is at 138; 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 2 calls to 1 put.

lululemon Atheletica (LULU) September weekly call option implied volatility is at 82, September is at 54; 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 85, October is at 64; 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 129, September is at 90; compared to its 52-week range of 34 to 83 into the expected release of quarter results after the bell on September 8.

Increasing unusual option volume: INDA VIH HYZN ONEM ADAP
Increasing unusual call option volume: HYZN VIH SOAC ADAP PAYA
Increasing unusual put option volume: MILE WPG KPLT RKLB CAG
Options with decreasing option implied: INO VXRT ROOT VOD AI SWBI ZM
Active options: TSLA AAPL CLOV AMC PFE SOFI CCJ NVDA DKNG F HYZN AMD FB AMZN PLTR FFIE MSFT MRNA PYPL KR