Mid-session IV Report April 11, 2022

Mid-session IV Report April 11, 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: RAD COOP FATH RBLX DDD PLTR JBLU YETI KSS TPR

Popular stocks with increasing volume: PFE DKNG C AAL OXY SOFI

Twitter IV moving

Twitter (TWTR) April call option implied volatility is at 86, May is at 72; compared to its 52-week range of 32 to 88 after Twitter says Tesla (TSLA) CEO Elon Musk turned down off to join its board of directors. Call put ratio 1.2 calls to 1 put.

RAD IV up

Rite Aid (RAD) April call option implied volatility is at 290, May is at 105; compared to its 52-week range of 50 to 113 into the expected release of quarter results into the expected release of quarter results before the bell on April 14.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 64; compared to its 52-week range of 28 to 73. Call put ratio 1 call to 1.6 puts with focus on April puts.

Snowflake (SNOW) 30-day option implied volatility is at 67; compared to its 52-week range of 36 to 87. Call put ratio 1 call to 2.1 puts.

Zoom (ZM) 30-day option implied volatility is at 63; compared to its 52-week range of 34 to 109 as shares sell off 3%.

Shopify (SHOP) 30-day option implied volatility is at 77; compared to its 52-week range of 35 to 83 after announcing a 10 for 1 stock split. Call put ratio 1.8 calls to 1 put with focus on April calls.

Datadog, Inc. (DDOG) 30-day option implied volatility is at 79; compared to its 52-week range of 37 to 90.

Roblox (RBLX) 30-day option implied volatility is at 99; compared to its 52-week range of 46 to 114 as shares trade down 1.4%.

Lemonade (LMND) 30-day option implied volatility is at 111; compared to its 52-week range of 55 to 135.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 57; compared to its 52-week range of 36 to 86 as shares sell off 3%.

Coupa Software (COUP) 30-day option implied volatility is at 68; compared to its 52-week range of 38 to 91. Call put ratio 1 call to 1.8 puts with focus on April weekly (22) puts.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 49. Call put ratio 1 call to 2.1 puts with focus on May 200 puts as shares sell off 1.7%.

Options with decreasing option implied volatility: EDU IPOD MNDT CERN SAIL
Increasing unusual option volume: VERU SGLY FEZ HEAR ATER MNTV
Increasing unusual call option volume: VERU HEAR ATER MNTV KMX CTRM
Increasing unusual put option volume: FEZ CPRI ATER BCRX EWW NNOX SST ICLN
Active options: AAPL TWTR TSLA AMD NVDA NIO PFE AMC MSFT FB BAC F BABA OXY DKNG SOFI AAL CCJ PLTR WFC