Mid-session IV Report September 9, 2020

Mid-session IV Report September 9, 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: PTON CHWY MNST SDC TIF KODK NLY ORCL KR CHWY GME

Popular stocks with increasing unusual volume: SPCE PTON KODK PSTG DIS WORK AAL UAL LUV DAL ZM NKLA

Apple IV bid into September 15 event

Apple (AAPL) September weekly option implied volatility is at 62, September is at 61; compared to its 52-week range of 18 to 90 into September 15 event. Call put ratio 2.5 calls to 1 put with focus on September weekly 117.50 call options.

Market Vectors Semiconductor ETF (SMH) September weekly call option implied volatility is at 46, September is at 38; compared to its 52-week range of 19 to 91 as shares rally 2.9%. Call put ratio 1.8 calls to 1 put.

Tiffany (TIF) 30-day option implied volatility is at 37; compared to its 52-week range of 4 to 71 after French luxury goods giant LVMH said it would walk away from its planned $16B takeover of U.S. jeweler. Call put ratio 1.9 calls to 1 put.

Zscaler (ZS) September weekly option implied volatility is at 207, September is at 122; compared to its 52-week range of 40 to 118 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Aurora Cannabis (ACB) September weekly call option implied volatility is at 110, September is at 114; compared to its 52-week range of 63 to 307 into the expected release of quarter results today. Call put ratio 1.9 calls to 1 put with focus on September weekly 9 call options.

Oracle (ORCL) September weekly call option implied volatility is at 93, September is at 53; compared to its 52-week range 15 to 92 into the expected release of quarter results today after the bell. Call put ratio 7.5 call to 1 put with focus on September weekly and September calls.

LakeLand Industries (LAKE) September call option implied volatility is at 140, October is at 100; compared to its 52-week range of 39 to 238 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put.

RH (RH) September weekly call option implied volatility is at 207, September is at 114; compared to its 52-week range of 32 to 163 into the expected release of quarter results today after the bell.

SelectQoute (SLQT) September call option implied volatility is at 129, October is at 91; compared to its 52-week range of 50 to 96 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.9 puts.

GameStop (GME) September weekly call option implied volatility is at 390, September is at 221; compared to its 52-week range of 52 to 227 into the expected release of quarter results today after the bell.

Peloton (PTON) September weekly call option implied volatility is at 237, September is at 240; compared to its 52-week range of 58 to 158 into the expected release of quarter results after the bell on September 10. Call put ratio 2 calls to 1 put with focus on September 90 and 95 calls as shares rally 2.8%.

Chewy (CHWY) September weekly call option implied volatility is at 211, September is at 220; compared to its 52-week range of 43 to 117 into the expected release of quarter results after the bell on September 10. Call put ratio 3.7 calls to 1 put.

nCino (NCNO) September call option implied volatility is at 107, October is at 91; compared to its 52-week range of 73 to 105 into the expected release of quarter results on September 10. Call put ratio 3.4 calls to 1 put.

Kroger (KR) September weekly call option implied volatility is at 95, September is at 54; compared to its 52-week range of 20 to 95 into the expected release of quarter results before the bell on September 11. Call put ratio 4.1 calls to 1 put.

Increasing unusual option volume: AAL UAL DAL LUV ALGT
Increasing unusual call option volume: KODK EB VSTO HQY PLT SLQT BKLN PUGT
Increasing unusual put option volume: KODK IBN ITCI EQT BKLN GOGO WORK TPR VRM
Options with decreasing option implied volatility: LULU NAV COUP WORK
Active Options: AAPL TSLA MSFT WORK NIO AAL ZM FB AMD BA NKLA NVDA BAC SPCE AMZN DIS CCL PTON KODK INTC