Mid-session IV Report April 18, 2022

Mid-session IV Report April 18, 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: NFLX SST BRCC KMX HAL UAL TSLA TIP CASA CORN

Popular stocks with increasing volume: UBER NVDA OXY AMC C DIDI PLTR SOFI F

Twitter (TWTR) April weekly call option implied volatility is at 110, May is at 79; compared to its 52-week range of 32 to 81 after board adopts a “poison pill” to thwart Tesla (TSLA) CEO Elon Musk’s takeover attempt. Call put ratio 1.1 call to 1 put as shares rally 2.4%.

Tesla (TSLA) April weekly call option implied volatility is at 82, May is at 58; compared to its 52-week range of 36 to 84. Call put ratio 1.4 calls to 1 put.

Agriculture stocks option IV, volume & share price moving

The Mosaic Company (MOS) 30-day option implied volatility is at 66; compared to its 52-week range of 36 to 70. Call put ratio 3.2 calls to 1 put as shares rally 1%.

Intrepid Potash (IPI) 30-day option implied volatility is at 102; compared to its 52-week range of 63 to 151. Call put ratio 4.1 calls to 1 put as shares rally 2.7%.

CF Industries (CF) 30-day option implied volatility is at 61; compared to its 52-week range of 31 to 64. Call put ratio 1 call to 1.7 puts.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 74. Call put ratio 16 calls to 1 put as shares rally 1.9%.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 35. Call put ratio 14 calls to 1 put as shares rally 1.2%.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 57; compared to its 52-week range of 23 to 183. Call put ratio 12 calls to 1 put as shares rally 3%.

Deere & Co. (DE) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 43. Call put ratio 1.6 calls to 1 put as shares near record high.

Caterpillar (CAT) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 40. Call put ratio 6.4 calls to put as shares rally 1.6%.

10-year Treasury yield continues Monday with the 10-Year yield at its highest level since 2018

Option IV into quarter results

Netflix (NFLX) April weekly call option implied volatility is at 117, May is at 58; compared to its 52-week range of 21 to 59 into the expected release of quarter results after the bell on April 19. Call put ratio 1.2 calls to 1 put.

Haliburton (HAL) April weekly call option implied volatility is at 63, May is at 51; compared to its 52-week range of 37 to 62 into the expected release of quarter results before the bell on April 19. Call put ratio 2.9 calls to 1 put.

Las Vegas Sands (LVS) April weekly call option implied volatility is at 61, May is at 53; compared to its 52-week range of 34 to 72 into the expected release of quarter results on April 19. Call put ratio 2.6 calls to 1 put.

Lockheed Martin (LMT) April weekly call option implied volatility is at 51, May is at 30; compared to its 52-week range of 16 to 39 into the expected release of quarter results before the bell on April 19.

IBM (IBM) April weekly call option implied volatility is at 57, May is at 29; compared to its 52-week range of 16 to 44 into the expected release of quarter results after the bell on April 19.

Alcoa (AA) April weekly call option implied volatility is at 103, May is at 68; compared to its 52-week range of 49 to 82into the expected release of quarter results after the bell on April 20.

Proctor & Gamble (PG) April weekly call option implied volatility is at 37, May is at 21; compared to its 52-week range of 13 to 28 into the expected release of quarter results before the bell on April 20.

Tesla (TSLA) April weekly call option implied volatility is at 81, May is at 58; compared to its 52-week range of 36 to 84 into the expected release of quarter results before the bell on April 20.

United Airlines (UAL) April weekly call option implied volatility is at 78, May is at 56; compared to its 52-week range of 37 to 87 into the expected release of quarter results after the bell on April 20. Call put ratio 2.6 calls to 1 put.

Options with decreasing option implied volatility: RAD SST ISPO KMX BAC AM
Increasing unusual option volume: VERU NILE CSX AVYA ATER DS CTIC SOFI ETSY M
Increasing unusual call option volume: VERU NILE WPC CTIC XXII DS ATER CSX
Increasing unusual put option volume: AVYA WEN CSX MPW TGTX ATER
Active options: AAPL TWTR BAC TSLA AMD UBER NVDA CEI OXY AMC BABA NIO MULN C DIDI PLTR FB SOFI MSFT F