Mid-session IV Report April 7, 2022

Mid-session IV Report April 7, 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: DWAC SST BCTX FSLY OPEN Z PYPL JBLU HOWL RAD

Popular stocks with increasing volume: TLRY WMT RBLX NCLH COST PLTR SST

Retailers option IV as basic good retailers trade near upper end of range

Walmart (WMT) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 29. Call put ratio 3.8 calls to 1 put with focus on April 155 and 160 calls.

Kroger (KR) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 49. Call put ratio 21 calls to 1 put with focus on April weekly 60 calls.

Costco (COST) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 37 as shares rally 2.7%.

Dollar Tree (DLTR) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 53. Call put ratio 13 calls to 1 put as shares rally 1.6%.

Option Movers

Eli Lilly (LLY) April weekly call option implied volatility is at 45, April is at 34; compared to its 52-week range of 22 to 38 into the expected release of quarter results before the bell on April 8. Call put ratio 9 calls to 1 put with focus on April 315 calls.

HP Inc. (HPQ) 30-day option implied volatility is at 45; compared to its 52-week range of 23 to 51 after Berkshire Hathaway Inc disclosed on Wednesday that it has purchased nearly 121M shares of HP. Call put ratio 2 calls to 1 put as shares rally 16%.

Goldman Sachs (GS) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 42. Call put ratio 2.2 calls to 1 put as shares near 52-week low.

Spdr S&P Metals & Mining Etf (XME) 30-day option implied volatility is at 39; compared to its 52-week range of 30 to 69. Call put ratio 5.7 calls to 1 put as shares near record high.

NeoGenomics (NEO) call put ratio 384 calls to 1 put with focus on April 12.50 and 15 calls as shares rally 3.8%.

eXp World Holdings Inc. (EXPI) 30-day option implied volatility is at 83; compared to its 52-week range of 63 to 100. Call put ratio 1 call to 2.7 puts with focus on May 20 calls as shares sell off 7.2%.

Options with decreasing option implied volatility: VTNR BB TLRY NRGV
Increasing unusual option volume: CDK MNTS YANG HPQ HAS LSPD BBAI NEO
Increasing unusual call option volume: YANG MNTS CDK HPQ LEVI BBAI
Increasing unusual put option volume: LSPD GIS HAS RAD GLW HPQ CAG LEVI
Active options: TSLA AAPL NVDA AMD TWTR SOFI PFE HPQ BABA F AMC TLRY WMT RBLX MSFT FB NCLH COST PLTR SST