Mid-session IV Report April 1, 2022

Mid-session IV Report April 1, 2022

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: VTNR ESSC TEVA IPOD ALNY

Popular stocks with increasing volume: GME AMC TLRY F BB SPCE MU CCJ PDD SNAP

Snap (SNAP) short duration options active

Snap (SNAP) April weekly call option implied volatility is at 102, April is at 62; compared to its 52-week range of 43 to 121. Call put ratio 1.4 calls to 1 put with focus on April weekly options as shares rally 6.7%.

Chip stocks option IV ticks up as shares pull back

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 56; compared to its 52-week range of 29 to 73 as shares pull back. Call put ratio 1.4 calls to 1 put with focus ATM April weekly calls and puts as shares sell off 1%.

NVIDIA (NVDA) 30-day option implied volatility is at 49; compared to its 52-week range of 31 to 70. Call put ratio 1.4 calls to 1 put as shares sell off 1.3%.

Qualcomm (QCOM) 30-day option implied volatility is at 46; compared to its 52-week range of 22 to 58. Call put ratio 1.3 calls to 1 put as shares sell off 3.8%.

Intel (INTC) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 48. Call put ratio 1.6 calls to 1 put as shares sell off 3%.

Semiconductor ETF (SMH) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 49. Call put ratio 1 call to 1 put as shares sell off 1%.

Movers

GameStop (GME) April weekly call option implied volatility is at 303, April is at 140; compared to its 52-week range of 69 to 216 after disclosing stock split plans. Call put ratio 2.6 calls to 1 put with focus on April weekly options as shares rally 4.2%.

AMC Entertainment (AMC) April weekly call option implied volatility is at 280, April is at 162; compared to its 52-week range of 95 to 435. Call put ratio 2.2 calls to 1 put with focus on April weekly options as shares sell off 3.7%.

Monster Beverage (MNST) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 45. Call put ratio 5.1 calls to 1 put a shares rally 2.6%.

Options with decreasing option implied volatility: UCO BRCC IONQ RH CHWY ASO PLAY FIVE VTRS LULU GLD
Increasing unusual option volume: MULN HMHC PDBC CLVR ALNY RDW CLVS
Increasing unusual call option volume: ALNY PDBC MULN CLVR CWEB RDW
Increasing unusual put option volume: CLVS TSCO PATH OLN YY DLR SYK OPEN
Active options: AAPL NIO AMD BABA TSLA NVDA GME AMC FB DIDI BAC AMZN TLRY F BB SPCE MU CCJ PDD SNAP