Mid-session IV Report April 8, 2022

Mid-session IV Report April 8, 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 FATH FSLY PYPL AKAM SV BCRX DISCA T

Popular stocks with increasing volume: TWTR NIO BP DKNG WMT XOM OXY HOOD

Food retailers call options active as shares trend higher

Walmart (WMT) 30-day option implied volatility is at 21; compared to its 52-week range of 14 to 29. Call put ratio 5.3 calls to 1 put with focus on April weekly 160, April 155 and 160 calls.

Kroger (KR) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 49. Call put ratio 12 calls to 1 put with focus on April calls as shares rally 3.5%.

Albertsons (ACI) 30-day option implied volatility is at 51; compared to its 52-week range of 29 to 69 as shares rally 1.5%. Call put ratio 7.7 calls to 1 put with focus on April 38 calls.

Costco (COST) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 37. Call put ratio 1.2 calls to 1 put.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 38; compared to its 52-week range of 20 to 49 as shares near 52-week low. Call put ratio 1 call to 2.1 puts.

Discovery, Inc (DISCA) 30-day option implied volatility is at 65; compared to its 52-week range of 38 to 68 into AT&T (T) will spin off its interest in WarnerMedia, and immediately following the spin-off, WarnerMedia will merge with Discovery Inc. (DISCA). Call put ratio 1.58 calls to 1 put.

AT&T (T) 30-day option implied volatility is at 27 compared to its 52-week range of 15 to 32 into spin off its interest in WarnerMedia, and immediately following the spin-off, WarnerMedia will merge with Discovery Inc. (DISCA). Call put ratio 5.9 calls to 1 put as shares rally 2%.

Block (SQ) 30-day option implied volatility is at 84; compared to its 52-week range of 35 to 106 into the expected release of quarter results on May 5 and a company hosted investor day on May 18.

Option IV movers for shares at low end of range

Salesforce (CRM) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 56 as shares near 20-month low. Call put ratio 1 call to 2.1 puts as shares trade below $200.

Boeing (BA) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 55. Call put ratio 1.5 calls to 1 put as shares near 18-month low.

Walt Disney (DIS) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 45. Call put ratio 1.45 calls to 1 put as shares near 18-month low.

Options with decreasing option implied volatility: BRCC EDU SST GREE STRY
Increasing unusual option volume: ATER MNTS SM ARCC SST CDK MDVL
Increasing unusual call option volume: ATER MNTS SM CDK
Increasing unusual put option volume: ARCC ATER SST HPQ KLIC
Active options: TSLA AAPL NVDA AMD ATER TWTR CHPT FB NIO BP DKNG WMT AMC XOM MSFT OXY AMZN HOOD MU KR