Mid-session IV Report February 16, 2022

Mid-session IV Report February 16, 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: NVDA DE SAM ROKU ERIC SVXY UVXY VIXY VXX UPRO DASH FSR GGPI

Increasing unusual option volume: SOFI PLTR SHOP SNAP XOM PYPL

Apple (AAPL) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 41. Call put ratio 2 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 55; compared to its 52-week range of 37 to 86. Call put ratio 1 call to 1.1 puts.

IV into quarter results

NVIDIA (NVDA) February call option implied volatility is at 150, March is at 69; compared to its 52-week range of 31 to 70 into the expected release of quarter results today after the bell.

DoorDash (DASH) February call option implied volatility is at 240, March is at 98; compared to its 52-week range of 44 to106 into the expected release of quarter results today after the bell. Call put ratio 1 call 1.1 puts with focus on February 100 calls as shares sell off 2.7%.

Boston Beer Co. (SAM) February call option implied volatility is at 180, March is at 66; compared to its 52-week range of 33 to 89 into the expected release of quarter results today after the bell.

Cisco (CSCO) February call option implied volatility is at 87, March is at 35; compared to its 52-week range of 16 to 36 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.

Fisker (FSR) February call option implied volatility is at 212, March is at 120; compared to its 52-week range of 65 to 165 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

Pioneer Natural Resources (PXD) February call option implied volatility is at 76, March is at 47; compared to its 52-week range of 33 to 51 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

Roku (ROKU) February call option implied volatility is at 230, March is at 95; compared to its 52-week range of 43 to 99 into the expected release of quarter results after the bell of February 17.

Walmart (WMT) February call option implied volatility is at 71, March is at 26; compared to its 52-week range of 14 to 30 into the expected release of quarter results after the bell of February 17. Call put ratio 2.9 calls to 1 put.

Deere & Co. (DE) February call option implied volatility is at 78, March is at 36; compared to its 52-week range of 22 to 40 into the expected release of quarter results before the bell of February 18. Call put ratio 1 call to 1.7 puts.

Upstart Holdings (UPST) 30-day option implied volatility is at 102; compared to its 52-week range of 67 to 178. Call put ratio 2.2 calls to 1 put as shares rally 34%.

Options with decreasing option implied volatility: TWTR SAVA TWLO WYNN SHOP VIAC RBLX SEDG ZEN
Increasing unusual option volume: APTS JOBY CB GSM PRQR SAGE ERIC ZI
Increasing unusual call option volume: CB APTS JOBY NEWR
Increasing unusual put option volume: JOBY ZI WIX ERIC
Active options: FB RBLX AAPL VIAC TSLA SPCE AMD NVDA UPST ABNB AMC SOFI PLTR ET BBIG SHOP SNAP XOM PYPL BAC