Mid-session IV Report August 17, 2022

Mid-session IV Report August 17, 2022

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By -this often over looked information.

Option IV increases: BBBY APRN FUBO EVTL SST CLAR CFVI BIIB ORCL FAZE CANO GETY LJPC

Popular stocks with increasing volume: BBBY TGT FUBO WMT AMC CHPT GME SNAP

Movers

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 354; compared to its 52-week range of 58 to 316.

Oak Street Health (OSH) 30-day option implied volatility is at 72; compared to its 52-week range of 43 to 136. Call put ratio 1 call to 12 puts as shares sell off 5%.

Eargo (EAR) 30-day option implied volatility is at 217; compared to its 52-week range of 20 to 199. Call put ratio 4.3 calls to 1 put as shares rally 43%.

Cano Health (CANO) 30-day option implied volatility is at 132; compared to its 52-week range of 66 to 164. Call put ratio 19 calls to 1 put with focus on August 5 calls as shares rally 11%.

Coupang (CPNG) 30-day option implied volatility is at 57; compared to its 52-week range of 44 to 121 as shares sell off 1.1%.

Etsy (ETSY) 30-day option implied volatility is at 58; compared to its 52-week range of 40 to 100.

DISH Network (DISH) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 87 as shares sell off 4.9%.

Natural Gas near upper end of range amid Nat Gas stocks option IV flat to low

Range Resources (RRC) 30-day option implied volatility is at 61; compared to its 52-week range of 56 to 81. Call put ratio 2.3 calls to 1 put.

Southwestern Energy (SWN) 30-day option implied volatility is at 62; compared to its 52-week range of 51 to 229. Call put ratio 16 calls to 1 put.

Chesapeake Energy (CHK) 30-day option implied volatility is at 44; compared to its 52-week range of 33 to 112.

Diamondback Energy (FANG) 30-day option implied volatility is at 48; compared to its 52-week range of 44 to 90. Call put ratio 2.8 calls to 1 put.

Devon Energy (DVN) 30-day option implied volatility is at 51; compared to its 52-week range of 46 to 70. Call put ratio 2 calls to 1 put.

Continental Resources (CLR) 30-day option implied volatility is at 40; compared to its 52-week range of 34 to 73. Call put ratio 6 calls to 1 put.

EQT (EQT) 30-day option implied volatility is at 57; compared to its 52-week range of 49 to 77. Call put ratio 1.5 calls to 1 put as shares sell off 1.3%.

Coterra Energy (CTRA) 30-day option implied volatility is at 40; compared to its 52-week range of 34 to 61. Call put ratio 2 calls to 1 put.

Antero Resources (AR) 30-day option implied volatility is at 64; compared to its 52-week range of 58 to 89. Call put ratio 5.9 calls to 1 put as shares rally 1%.

Kinder Morgan (KMI) 30-day option implied volatility is at 23; compared to its 52-week range of 22 to 38. Call put ratio 2.3 calls to 1 put.

Tellurian (TELL) 30-day option implied volatility is at 83; compared to its 52-week range of 75 to 170. Call put ratio 6 calls to 1.

Cheniere Energy (LNG) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 88. Call put ratio 2 calls to 1 put as shares rally 0.6%.

Proshares Ultra Dj-ubs Natural Gas (BOIL) 30-day option implied volatility is at 164; compared to its 52-week range of 71 to 248. Call put ratio 1.9 calls to 1 put.

Proshares Ultrashort Dj-ubs Natural Gas (KOLD) 30-day option implied volatility is at 160; compared to its 52-week range of 71 to 219. Call put ratio 3.7 calls to 1 put.

Option IV into quarter results.

Cisco Systems (CSCO) August call option implied volatility is at 84, September is at 28; compared to its 52-week range of 16 to 42 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Kohl’s (KSS) August call option implied volatility is at 175, September is at 71; compared to its 52-week range of 40 to 122 into the expected release of quarter results before the bell on August 18. Call put ratio 8.5 calls to 1 put.

Zoom (ZM) 30-day option implied volatility is at 83; compared to its 52-week range of 34 to 114 into the expected release of quarter results on August 22.

Salesforce (CRM) 30-day option implied volatility is at 44; compared to its 52-week range of 22 to 62 into expected release of quarter results on August 24.

Snowflake (SNOW) 30-day option implied volatility is at 78; compared to its 52-week range of 35 to 115 into the expected release of quarter results on August 24.

Options with decreasing option implied volatility: SOS BMBL SONO BROS SE SIX CPNG DIS
Increasing unusual option volume: CANO LQDA KIRK GEO PRTY BPMC DNUT MNTV SAVA FUBO
Increasing unusual call option volume: CANO GEO PTRY TOST A APRN GNUS WEBR BBBY
Increasing unusual put option volume: ICLN ENVX BBBY BE NLSN TER BJ FUBO XPO
Active options: BBBY AAPL TSLA AMZN NVDA TGT FUBO BBIG WMT AMD META AMC CHPT GME SNAP F MSFT NFLX MANU GOOGL