Mid-session IV Report August 29, 2022

Mid-session IV Report August 29, 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: CLAR CFVI ILMN MMM

Popular stocks with increasing volume: BBBY DKNG BABA PDD UBER SOFI OXY XOM

Option IV into quarter results and outlook

Best Buy (BBY) September weekly call option implied volatility is at 99, September is at 61; compared to its 52-week range of 25 to 88 expected release of quarter results before the bell on August 30.

Big Lots (BIG) September call option implied volatility is at 100, October is at 86; compared to its 52-week range of 40 to 95 into the expected release of quarter results on August 30.

CrowdStrike Holdings Inc. (CRWD) September weekly call option implied volatility is at 115, September is at 71; compared to its 52-week range of 36 to 93 into the expected release of quarter results after the bell on August 30.

SentinelOne, Inc. (S) September call option implied volatility is at 99, October is at 87; compared to its 52-week range of 58 to 130 into the expected release of quarter results after the bell on August 31.

lululemon athletica (LULU) September weekly call option implied volatility is at 94, September is at 48; compared to its 52-week range of 24 to 70 into the expected release of quarter results on September 1.

China stocks option IV as shares move up on audit reports

Baidu (BIDU) September weekly call option implied volatility is at 79, September is at 52; compared to its 52-week range of 38 to 97 as shares rally 2% into quarter results and outlook.

Pinduoduo (PDD) September weekly call option implied volatility is at 100, September is at 79; compared to its 52-week range of 52 to 162 as shares rally 21% after quarter results.

JD.com (JD) 30-day option implied volatility is at 52; compared to its 52-week range of 40 to 96. Call put ratio 1.3 calls to 1 put.

Alibaba (BABA) 30-day option implied is at 57; compared to its 52-week range of 38 to 99. Call put ratio 3.9 calls to 1 put as shares rally 2.3%.

Vipshop Holdings (VIPS) 30-day option implied is at 58; compared to its 52-week range of 55 to 87. Call put ratio 3.2 calls to 1 put.

NetEase (NTES) 30-day option implied is at 44; compared to its 52-week range of 37 to 85.

NIO Inc. (NIO) 30-day option implied is at 77; compared to its 52-week range of 49 to 131. Call put ratio 3.4 calls to 1 put.

iShares China Large-Cap (FXI) 30-day option implied is at 30; compared to its 52-week range of 23 to 56. Call put ratio 5.4 calls to 1 put.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied is at 51; compared to its 52-week range of 40 to 98. Call put ratio 2 calls to 1 put.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied is at 24; compared to its 52-week range of 19 to 37.

Uranium option IV as names rally

Cameco Corp. (CCJ) 30-day option implied volatility is at 64; compared to its 52-week range of 46 to 81 as shares rally 9%. Call put ratio 6 calls to 1 put.

Uranium Energy Corp. (UEC) 30-day option implied volatility is at 91; compared to its 52-week range of 69 to 142. Call put ratio 9 calls to 1 put as shares rally 10%.

Denison Mines Corp. (DNN) 30-day option implied volatility is at 83; compared to its 52-week range of 42 to 172. Call put ratio 33 calls to 1 put as shares rally 8%.

Energy Fuels Inc. (UUUU) 30-day option implied volatility is at 85; compared to its 52-week range of 69 to 160. Call put ratio 5 calls to 1 put as shares rally 8%.

Centrus Energy (LEU) 30-day option implied volatility is at 79; compared to its 52-week range of 56 to 148. Call put ratio 77 calls to 1 put as shares rally 6%.

Options with decreasing option implied volatility: MNMD ANF JWN GPS DKS DLTR SNOW COTY PANW WSM ULTA
Increasing unusual option volume: CFVI GSAT WEBR GEO AVCT
Increasing unusual call option volume: WEBR CFVI GSAT GEO SMR CMRX
Increasing unusual put option volume: AMRS FAST ABC YANG LC ISEE
Active options: TSLA AAPL AMZN NVDA BBBY AMD CCJ DKNG NIO META GOOGL BABA PDD MSFT F MARA UBER SOFI OXY XOM