Mid-session IV Report December 28, 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: LMND SAVA U LUV IBM COUP
Popular stocks with increasing volume: LCID LUV AMC SNAP MRNA MLCO NIO F GME PDD
Large tech movers
Tesla (TSLA) December weekly (30) call option implied volatility is at 115, January is at 95; compared to its 52-week range of 43 to 96. Call put ratio 1 call to 1 put as shares rally 0.6%.
Apple (AAPL) December weekly call option implied volatility is at 39, January is at 36; compared to its 52-week range of 23 to 45 as shares near a 52-week low.
Amazon (AMZN) 30-day option implied volatility is at 44; compared to its 52-week range of 27 to 61. Call put ratio 2 calls to 1 put.
Meta Platforms (META) December weekly (30) call option implied volatility is at 46, January is at 47; compared to its 52-week range of 30 to 79. Call put ratio 1.8 calls to 1 put.
Microsoft (MSFT) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 47.
Option implied volatility for Natural Gas Stocks as Nat gas sells off
United States Natural Gas (UNG) 30-day option implied volatility is at 97; compared to its 52-week range of 35 to 120. Call put ratio 3.6 calls to 1 put as shares sell off 9%.
Cheniere Energy (LNG) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 87. Call put ratio 3 calls to 1 put as shares sell off 1%.
Tellurian (TELL) 30-day option implied volatility is at 76; compared to its 52-week range of 72 to 170. Call put ratio 24 calls to 1 put as shares sell off 4%.
Halliburton (HAL) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 63. Call put ratio 1.4 calls to 1 put as shares sell off 2.3%.
SLB (SLB) 30-day option implied volatility is at 44; compared to its 52-week range of 37 to 61. Call put ratio 3.5 calls to 1 put as shares sell off 1.5%.
Range Resources (RRC) 30-day option implied volatility is at 55; compared to its 52-week range of 49 to 82 as shares sell off 6.3%.
Southwestern Energy (SWN) 30-day option implied volatility is at 54; compared to its 52-week range of 51 to 89 as shares sell off 5%.
Chesapeake Energy (CHK) 30-day option implied volatility is at 40; compared to its 52-week range of 33 to 112 as shares sell off 4%.
Diamondback Energy (FANG) 30-day option implied volatility is at 38; compared to its 52-week range of 36 to 93.
Devon Energy (DVN) 30-day option implied volatility is at 44; compared to its 52-week range of 41 to 70. Call put ratio 3.4 calls to 1 put as shares sell off 2.7%.
EQT (EQT) 30-day option implied volatility is at 54; compared to its 52-week range of 48 to 77. Call put ratio 1.9 calls to 1 put as shares sell off 5.9%.
Coterra Energy (CTRA) 30-day option implied volatility is at 38; compared to its 52-week range of 35 to 61. Call put ratio 3.4 calls to 1 put as shares sell off 3.7%.
Antero Resources (AR) 30-day option implied volatility is at 56; compared to its 52-week range of 48 to 89. Call put ratio 6.4 calls to 1 put as shares sell off 9%.
Kinder Morgan (KMI) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 38.
Proshares Ultra Dj-ubs Natural Gas (BOIL) 30-day option implied volatility is at 169; compared to its 52-week range of 93 to 236. Call put ratio 2.4 calls to 1 put as shares sell off 15.5%.
Proshares Ultrashort Dj-ubs Natural Gas (KOLD) 30-day option implied volatility is at 165; compared to its 52-week range of 86 to 228 as shares rally 15.5%.
Options with decreasing option implied volatility: KMX MPW SPXS NKE FDX
Increasing unusual option volume: GOTU WB TCRT HUYA COMM TPX MLCO ING LUV HMY
Increasing unusual call volume: WB TCRT ING COMM MLCO TPX HMY HUYA IQ TAL
Increasing unusual put option volume: GOTU LUV AMRS APO
Active options: TSLA AAPL NVDA AMZN LCID AMD META NFLX LUV AMC MSFT BABA SNAP MRNA MLCO NIO GOOGL F GME PDD
