Mid-session IV Report February 10, 2022

Mid-session IV Report February 10, 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: Z CLF AFRM EXPE

Popular stocks with increasing volume: BABA DIS PTON PLTR AFRM PYPL

Option IV into quarter results and outlook

Affirm Holding (AFRM) February weekly call option implied volatility is at 425, February is at 190; compared to its 52-week range of into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put as shares rally 3.7%.

Expedia Group (EXPE) February weekly call option implied volatility is at 200, February is at 87; compared to its 52-week range of 30 to 61 into the expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put.

Zillow Group (Z) February weekly call option implied volatility is at 303, February is at 130; compared to its 52-week range of 40 to 83 into the expected release of quarter results today after the bell.

Cleveland-Cliffs ) (CLF) 52-week range of 49 to 114 into the expected release of quarter results before the bell on February 11. Call put ratio 4 calls to 1 put.

Movers

Uber (UBER) 30-day option implied volatility is at 50; compared to its 52-week range of 37 to 77 into trading halt. Call put ratio 3.3 calls of 1 put.

GameStop (GME) 30-day option implied volatility is at 115; compared to its 52-week range of 70 to 418 as shares rally 3.8%. Call put ratio 2.3 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 132; compared to its 52-week range of 95 to 435. Call put ratio 2.3 calls to 1 put as shares rally 8.5%.

NVIDIA (NVDA) 30-day option implied volatility is at 60; compared to its 52-week range of 31 to 68. Call put ratio 1.8 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 54; compared to its 52-week range of 36 to 86. Call put ratio 1.2 calls to 1 put.

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 41. Call put ratio 1.6 calls to 1 put as shares sell off 1%.

NIO Inc. (NIO) 30-day option implied volatility is at 76; compared to its 52-week range of 49 to 116. Call put ratio 1.9 calls to 1 put with focus on February weekly options.

Amazon (AMZN) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 54. Call put ratio 1.1 calls to 1 put.

Alibaba (BABA) 30-day option implied volatility is at 57; compared to its 52-week range of 24 to 83. Call put ratio 1.6 calls to 1 put.

Options with decreasing option implied: DIS LYFT MAT TWTR ATVI
Increasing unusual option volume: FOSL PTEOptions with decreasing option impliedN CS MAT TIP
Increasing unusual call option volume: FOSL PTEN CS MAT TWOU IFF JOBY GOOS IRNT
Increasing unusual put option volume: VMEO QSR TIP LUMN GOOS IRBT SONO APRN
Active options: DIS AAPL FB AMD TSLA UBER NVDA AMC MSFT MU TWTR BAC PYPL TWLO F PTON BA PLTR AFRM NIO