Mid-session IV Report February 11, 2022

Mid-session IV Report February 11, 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: JOBY BENE IPOF GRUB OTLY

Popular stocks with increasing volume: CLF SQ PINS SOFI Z DKNG RBLX

Option implied volatility for Entertainment and Gaming into NFL Super Bowl

Caesars (CZR) 30-day option implied volatility is at 58; compared to its 52-week range of 41 to 68. Call put ratio 2 calls to 1 put.

DraftKings (DKNG) 30-day option implied volatility is at 95; compared to its 52-week range of 44 to 101. Call put ratio 2.6 calls to 1 put as shares rally 6%.

MGM Resorts (MGM) 30-day option implied volatility is at 41; compared to its 52-week range of 35 to 58.
Penn National (PENN) 30-day option implied volatility is at 61; compared to its 52-week range of 49 to 84. Call put ratio 4.4 calls to 1 put.

Las Vegas Sands (LVS) 30-day option implied volatility is at 46; compared to its 52-week range of 34 to 60. Call put ratio 2.6 calls to 1 put.

Wynn Resorts (WYNN) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 62. Call put ratio 2.7 calls to 1 put.

Melco Resorts (MLCO) 30-day option implied volatility is at 65; compared to its 52-week range of 35 to 81. Call put ratio 5.2 calls to 1 put.

Roundhill Sports Betting & iGaming ETF (BETZ) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 56. Call put ratio 1 call to 1.5 puts.

Century Casinos (CNTY) 30-day option implied volatility is at 69; compared to its 52-week range of 51 to 118.

Boyd Gaming (BYD) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 59. Call put ratio 18 calls to 1 put.

Churchill Downs (CHDN) 30-day option implied volatility is at 38; compared to its 52-week range of 27 to 51.

Gan Limited (GAN) 30-day option implied volatility is at 73; compared to its 52-week range of 58 to 97.
Red Rock Resorts (RRR) 30-day option implied volatility is at 46; compared to its 52-week range of 37 to 69.

Golden Entertainment (GDEN) 30-day option implied volatility is at 58; compared to its 52-week range of 43 to 82.

Options with decreasing option implied volatility: CHGG SAVA PTON TWTR SONO
Increasing unusual option volume: BRCC MGI GRUB GSM YELP TWOU GES UA
Increasing unusual call option volume: MGI GRUB BRCC GSM TWOU YELP JOAN
Increasing unusual put option volume: GES UPWK ITUB GT NLY LEVI ZG
Active options: TSLA AAPL AMD NVDA AFRM AMC FB UBER CLF T SQ PINS SOFI BAC Z DNKG AMZN MSFT SENS RBLX