Mid-session IV Report September 8, 2021

Mid-session IV Report September 8, 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: RKLB ACIC VXRT CLOV ISUN ATER BOIL

Popular stocks with increasing volume: AMC NIO PLTR PYPL DKNG COIN MRNA PENN

Movers

Apple (AAPL) September weekly call option implied volatility is at 26, September is at 29; compared to its 52-week range of 19 to 62 after announcing a special event on September 14. Call put ratio 2.4 calls to 1 put.

Netflix (NFLX) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 63 as shares near record high.

Alcoa (AA) 30-day option implied volatility is at 54; compared to its 52-week range of 50 to 74 as shares near upper end of range on aluminum.

United States Natural Gas (UNG) 30-day option implied volatility is at 67; compared to its 52-week range of 30 to 219 as shares trend higher.

Solar call options more active than puts after news Biden to target providing 45% solar energy

First Solar (FSLR) 30-day option implied volatility is at 37; compared to its 52-week range of 33 to 71. Call put ratio 12 calls to 1 put.

SunPower (SPWR) 30-day option implied volatility is at 61; compared to its 52-week range of 58 to 164. Call put ratio 6.8 calls to 1 put.

Sunrun (RUN) 30-day option implied volatility is at 60; compared to its 52-week range of 57 to 108. Call put ratio 3.3 calls to 1 put.

Enphase Energy (ENPH) 30-day option implied volatility is at 51; compared to its 52-week range of 49 to 106. Call put ratio 4.2 calls to 1 put.

SolarEdge Technologies (SEDG) 30-day option implied volatility is at 46; compared to its 52-week range of 42 to 95.

Sunnova Energy International Inc. (NOVA) 30-day option implied volatility is at 65; compared to its 52-week range of 59 to 123. Call put ratio 5.1 calls to 1 put.

Option IV into quarter results and outlook

GameStop (GME) September weekly (10) call option implied volatility is at 218, September is at 134; compared to its 52-week range of 90 to 553 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put.

lululemon Atheletica (LULU) September weekly call option implied volatility is at 99, September is at 54; compared to its 52-week range of 24 to 64 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.3 puts.

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 today. Call put ratio 1 call to 26 puts with focus on September puts.

RH (RH) September weekly call option implied volatility is at 150, September is at 90; compared to its 52-week range of 34 to 83 into the expected release of quarter results today after the bell.

Increasing unusual option volume: KDMN VIH SMAR SOAC WIMI ANY KHC
Increasing unusual call option volume: SOAC VIH KDMN WIMI
Increasing unusual put option volume: FIZZ ACIC BBIG ADI PATH COOP GOOS
Options with decreasing option implied: KDMN CLDR PLAN AI
Active options: AAPL TSLA BBIG CLOV AMC NIO PLTR AMD PYPL NVDA F FB DKNG COIN MSFT BABA MRNA UPST PENN NFLX