Mid-session IV Report April 6, 2022

Mid-session IV Report April 6, 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: SST DWAC BRCC FSLY GOGO SAVE TNA TZA

Popular stocks with increasing volume: NCLH PLTR F CCL DKNG VZ SOFI

Fin-tech stocks pull back as IV and volume increases as rates near upper end of range

PayPal (PYPL)30-day option implied volatility is at 56; compared to its 52-week range of 24 to 62 as shares sell off 4%.

Block (SQ) 30-day option implied volatility is at 82; compared to its 52-week range of 35 to 106 as shares sell off 6%.

Affirm Holdings (AFRM) 30-day option implied volatility is at 105; compared to its 52-week range of 60 to 134. Call put ratio 1 call to 1.3 puts as shares sell off 6.9%.

Visa (V) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 42. Call put ratio 1 call to 1.7 puts as shares sell off 2%.

MasterCard (MA) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 44. Call put ratio 1.1 calls to 1 put as shares sell off 2.3%.

Airbnb (ABNB) 30-day option implied volatility is at 54; compared to its 52-week range of 35 to 76. Call put ratio 1.1 calls to 1 put as shares sell off 3.6%.

Movers

Uber (UBER) 30-day option implied volatility is at 63; compared to its 52-week range of 37 to 77. Call put ratio 2.5 calls to 1 put as shares sell off 3.7%.

Lyft (LYFT) 30-day option implied volatility is at 64; compared to its 52-week range of 41 to 84. Call put ratio 9.2 calls to 1 put as shares sell off 2.5%.

DoorDash (DASH) 30-day option implied volatility is at 82; compared to its 52-week range of 43 to 100. Call put ratio 1 call to 1.5 puts as shares sell off 7.5%.

BigBear.ai (BBAI) call put ratio 10 calls to 1 put with focus on April calls as shares rally 9%.

Options with decreasing option implied volatility: NEGG BB PATH TLRY
Increasing unusual option volume: HMHC BBAI MULN H CTIC MOMO BBAI
Increasing unusual call option volume: HMHC BBAI CTIC GOGO MULN CLVR ARRY SAVE
Increasing unusual put option volume: MOMO H GIS CLVS IVZ JBLU LEVI
Active options: AAPL TSLA NVDA TWTR TLRY AMD AMC FB NIO BABA NCLH AMZN MSFT PLTR F BAC CCL DKNG VZ SOFI