Mid-session IV Report February 14, 2022

Mid-session IV Report February 14, 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: RSX YNDX FDX UVXY SVXY IPOF SH ACN

Popular stocks with increasing volume: SOFI BAC SNAP PFE AFRM LCID SPLK

IV into quarter results

Avis Budget Group (CAR) February call option implied volatility is at 240, March is at 115; compared to its 52-week range of 48 to 186 into the expected release of quarter results today after the bell. Call put ratio 3.9 calls to 1.

Continental Resources (CLR) February call option implied volatility is at 100, March is at 69; compared to its 52-week range of 48 to 89 into the expected release of quarter results today after the bell.

Akamai (AKAM) February call option implied volatility is at 86, March is at 55; compared to its 52-week range of 18 to 40 into the expected release of quarter results after the bell on February 15. Call put ratio 1 call to 11.9 puts with focus on February 110 puts.

Airbnb (ABNB) February call option implied volatility is at 111, March is at 64; compared to its 52-week range of 36 to 87 into the expected release of quarter results after the bell on February 15.

Angi Inc. (ANGI) February call option implied volatility is at 190, March is at 98; compared to its 52-week range of 52 to 91 into the expected release of quarter results after the bell on February 15. Call put ratio 11.8 calls to 1 put with focus on February calls.

Devon (DVN) February call option implied volatility is at 89, March is at 67; compared to its 52-week range of 43 to 70 into the expected release of quarter results after the bell on February 15. Call put ratio 3.8 calls to 1 put.

IQIYI (IQ) February call option implied volatility is at 130, March is at 49; compared to its 52-week range of 48 to 180 into the expected release of quarter results after the bell on February 15. Call put ratio 3.6 calls to 1 put.

Marriott (MAR) February call option implied volatility is at 75, March is at 47; compared to its 52-week range of 26 to 45 into the expected release of quarter results before the bell on February 15. Call put ratio 1 call to 1.3 puts.

Roblox (RBLX) February call option implied volatility is at 212, March is at 108; compared to its 52-week range of 45 to 130 into the expected release of quarter results after the bell on February 15. Call put ratio 2.9 calls to 1 put.

Wynn Resorts (WYNN) February call option implied volatility is at 82, March is at 56; compared to its 52-week range of 34 to 62 into the expected release of quarter results after the bell on February 15.

ViacomCBS (VIAC) February call option implied volatility is at 88, March is at 61; compared to its 52-week range of 32 to 105 into the expected release of quarter results after the bell on February 15. Call put ratio 5.5 calls to 1 put.

SolarEdge Technologies (SEDG) February call option implied volatility is at 155, March is at 87; compared to its 52-week range of 41 to 87 into the expected release of quarter results after the bell on February 15. Call put ratio 1 call to 1 put.

Zoetis (ZTS) February call option implied volatility is at 68, March is at 35; compared to its 52-week range of 18 to 39 into the expected release of quarter results before the bell on February 15. Call put ratio 2.5 calls to 1 put.

Intel (INTC) February call option implied volatility is at 57, March is at 35; compared to its 52-week range of 21 to 48 into hosting a conference meeting to discuss business strategy on February 17.

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 73; compared to its 52-week range of 18 to 75 amid Russian Ukraine headlines. Call put ratio 1 call to 2.6 puts.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 43; compared to its 52-week range of 20 to 45. Call put ratio 1 call to 1.1 puts.

Options with decreasing option implied volatility: CHGG SAVA PTON TWTR DWAC LYFT SONO COTY CMG
Increasing unusual option volume: FRSH BDSI TIP CNR SB FTCH FLEX BDSI BP PDD
Increasing unusual call option volume: FRSH BDSI SB TAK GSM TCOM
Increasing unusual put option volume: TIP WEBR TGTX ITUB MNMD MCHI ZI EWG
Active options: TSLA AAPL AMD NVDA AMC FB F XOM MSFT LCID PLTR MRNA AFRM MU NIO SOFI BAC SNDL SNAP PFE