Mid-session IV Report August 17, 2022

Market Rebellion

This article was last updated on 08/17/2022.

Mid-session IV Report August 17, 2022

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By -this often over looked information.

Option IV increases: BBBY APRN FUBO EVTL SST CLAR CFVI BIIB ORCL FAZE CANO GETY LJPC

Popular stocks with increasing volume: BBBY TGT FUBO WMT AMC CHPT GME SNAP

Movers

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 354; compared to its 52-week range of 58 to 316.

Oak Street Health (OSH) 30-day option implied volatility is at 72; compared to its 52-week range of 43 to 136. Call put ratio 1 call to 12 puts as shares sell off 5%.

Eargo (EAR) 30-day option implied volatility is at 217; compared to its 52-week range of 20 to 199. Call put ratio 4.3 calls to 1 put as shares rally 43%.

Cano Health (CANO) 30-day option implied volatility is at 132; compared to its 52-week range of 66 to 164. Call put ratio 19 calls to 1 put with focus on August 5 calls as shares rally 11%.

Coupang (CPNG) 30-day option implied volatility is at 57; compared to its 52-week range of 44 to 121 as shares sell off 1.1%.

Etsy (ETSY) 30-day option implied volatility is at 58; compared to its 52-week range of 40 to 100.

DISH Network (DISH) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 87 as shares sell off 4.9%.

Natural Gas near upper end of range amid Nat Gas stocks option IV flat to low

Range Resources (RRC) 30-day option implied volatility is at 61; compared to its 52-week range of 56 to 81. Call put ratio 2.3 calls to 1 put.

Southwestern Energy (SWN) 30-day option implied volatility is at 62; compared to its 52-week range of 51 to 229. Call put ratio 16 calls to 1 put.

Chesapeake Energy (CHK) 30-day option implied volatility is at 44; compared to its 52-week range of 33 to 112.

Diamondback Energy (FANG) 30-day option implied volatility is at 48; compared to its 52-week range of 44 to 90. Call put ratio 2.8 calls to 1 put.

Devon Energy (DVN) 30-day option implied volatility is at 51; compared to its 52-week range of 46 to 70. Call put ratio 2 calls to 1 put.

Continental Resources (CLR) 30-day option implied volatility is at 40; compared to its 52-week range of 34 to 73. Call put ratio 6 calls to 1 put.

EQT (EQT) 30-day option implied volatility is at 57; compared to its 52-week range of 49 to 77. Call put ratio 1.5 calls to 1 put as shares sell off 1.3%.

Coterra Energy (CTRA) 30-day option implied volatility is at 40; compared to its 52-week range of 34 to 61. Call put ratio 2 calls to 1 put.

Antero Resources (AR) 30-day option implied volatility is at 64; compared to its 52-week range of 58 to 89. Call put ratio 5.9 calls to 1 put as shares rally 1%.

Kinder Morgan (KMI) 30-day option implied volatility is at 23; compared to its 52-week range of 22 to 38. Call put ratio 2.3 calls to 1 put.

Tellurian (TELL) 30-day option implied volatility is at 83; compared to its 52-week range of 75 to 170. Call put ratio 6 calls to 1.

Cheniere Energy (LNG) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 88. Call put ratio 2 calls to 1 put as shares rally 0.6%.

Proshares Ultra Dj-ubs Natural Gas (BOIL) 30-day option implied volatility is at 164; compared to its 52-week range of 71 to 248. Call put ratio 1.9 calls to 1 put.

Proshares Ultrashort Dj-ubs Natural Gas (KOLD) 30-day option implied volatility is at 160; compared to its 52-week range of 71 to 219. Call put ratio 3.7 calls to 1 put.

Option IV into quarter results.

Cisco Systems (CSCO) August call option implied volatility is at 84, September is at 28; compared to its 52-week range of 16 to 42 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Kohl’s (KSS) August call option implied volatility is at 175, September is at 71; compared to its 52-week range of 40 to 122 into the expected release of quarter results before the bell on August 18. Call put ratio 8.5 calls to 1 put.

Zoom (ZM) 30-day option implied volatility is at 83; compared to its 52-week range of 34 to 114 into the expected release of quarter results on August 22.

Salesforce (CRM) 30-day option implied volatility is at 44; compared to its 52-week range of 22 to 62 into expected release of quarter results on August 24.

Snowflake (SNOW) 30-day option implied volatility is at 78; compared to its 52-week range of 35 to 115 into the expected release of quarter results on August 24.

Options with decreasing option implied volatility: SOS BMBL SONO BROS SE SIX CPNG DIS
Increasing unusual option volume: CANO LQDA KIRK GEO PRTY BPMC DNUT MNTV SAVA FUBO
Increasing unusual call option volume: CANO GEO PTRY TOST A APRN GNUS WEBR BBBY
Increasing unusual put option volume: ICLN ENVX BBBY BE NLSN TER BJ FUBO XPO
Active options: BBBY AAPL TSLA AMZN NVDA TGT FUBO BBIG WMT AMD META AMC CHPT GME SNAP F MSFT NFLX MANU GOOGL

Subscribe to Daily IV Report

Never miss a Daily IV Report—let us deliver it right to your inbox.

By clicking Subscribe, you agree to receive marketing offers from Market Rebellion, and its affiliates, subsidiaries, or agents in the form of emails, pre-recorded messages, text messages, and autodialed calls at the email address and phone number provided above, even if the phone number is present on a state or national Do Not Call list. You recognize that you are not required to provide this consent as a condition of purchase and that you can withdraw consent at any time. Data rates may apply. By clicking below, you also agree to our  Terms of Use  and acknowledge our  Privacy Policy.

Black Friday Deal—Save 15% OFF Any Trading Service!

Use Code blackfriday2022 at checkout.

Days
Hours
Minutes
Seconds