Mid-session IV Report February 15, 2022

Mid-session IV Report February 15, 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 WEBR RBLX ABNB NVDA

Increasing unusual option volume: DIS SPCE DIS MRNA

IV into quarter results

Airbnb (ABNB) February call option implied volatility is at 121, March is at 60; compared to its 52-week range of 36 to 87 into the expected release of quarter results today after the bell.

Angi Inc. (ANGI) February call option implied volatility is at 200, March is at 100; compared to its 52-week range of 52 to 91 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Devon Energy (DVN) February call option implied volatility is at 90, March is at 66; compared to its 52-week range of 43 to 70 into the expected release of quarter results today after the bell. Call put ratio 6 calls to 1 put.

Roblox (RBLX) February call option implied volatility is at 290, March is at 118; compared to its 52-week range of 45 to 130 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put.

Akamai (AKAM) February call option implied volatility is at 88, March is at 55; compared to its 52-week range of 18 to 40 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.7 puts.

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 today after the bell. Call put ratio 2.7 calls to 1 put.

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 today after the bell. Call put ratio 4.7 calls to 1 put.

SolarEdge Technologies (SEDG) February call option implied volatility is at 170, March is at 87; compared to its 52-week range of 41 to 87 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Analog Devices (ADI) February call option implied volatility is at 79, March is at 41; compared to its 52-week range of 21 to 43 into the expected release of quarter results before the bell on February 16.

Boston Beer Co. (SAM) February call option implied volatility is at 145, March is at 60; compared to its 52-week range of 33 to 89 into the expected release of quarter results after the bell on February 16.

Cisco (CSCO) February call option implied volatility is at 75, March is at 33; compared to its 52-week range of 16 to 36 into the expected release of quarter results after the bell on February 16. Call put ratio 3.1 calls to 1 put.

Crocs (CROX) February call option implied volatility is at 180, March is at 81; compared to its 52-week range of 40 to 84 into the expected release of quarter results before the bell on February 16.

Hilton (HLT) February call option implied volatility is at 64, March is at 35; compared to its 52-week range of 26 to 48 into the expected release of quarter results before the bell on February 16.

Fisker (FSR) February call option implied volatility is at 199, March is at 150; compared to its 52-week range of 65 to 165 into the expected release of quarter results after the bell on February 16. Call put ratio 8.5 calls to 1 put.

Pioneer Natural Resources (PXD) February call option implied volatility is at 71, March is at 51; compared to its 52-week range of 33 to 51 into the expected release of quarter results after the bell on February 16. Call put ratio 6 calls to 1 put.

Shopify (SHOP) February call option implied volatility is at 166, March is at 67; compared to its 52-week range of 35 to 83 into the expected release of quarter results before the bell on February 16.

Kraft Heinz (KHC) February call option implied volatility is at 68, March is at 31; compared to its 52-week range of 19 to 36 into the expected release of quarter results before the bell on February 16.

NVIDIA (NVDA) February call option implied volatility is at 113, March is at 63; compared to its 52-week range of 31 to 70 into the expected release of quarter results after the bell on February 17.

Options with decreasing option implied volatility: MGI SAVA TWTR LYFT UBER
Increasing unusual option volume: TIP TSEM MGI JOBY ABEV MNST
Increasing unusual call option volume: MGI SBSW ABEV JOBY TSEM TPX
: TIP TPX JOBY MGI LEVI
Active options: TSLA AAPL AMD NVDA SPCE FB F RBLX XOM AAL MSFT BA BAC AMC SBSW MARA DIS JOBY NIO MRNA