Mid-session IV Report February 17, 2022

Mid-session IV Report February 17, 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: UCO RSX ERIC ROKU FDX ITUB CTXS USO GILD UVXY VXX

Increasing unusual option volume: PLTR DASH CSCO RBLX WMT BABA MU

IV into quarter results

Roku (ROKU) February call option implied volatility is at 355, March is at 105; compared to its 52-week range of 43 to 99 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put with focus on February 190, 200 & 210 calls.

Shake Shack (SHAK) February call option implied volatility is at 230, March is at 72; compared to its 52-week range of 39 to 73 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put.

DraftKings (DKNG) February call option implied volatility is at 270, March is at 95; compared to its 52-week range of 44 to 101 into the expected release of quarter results today before the bell on February 18. Call put ratio 2.3 calls to 1 put.

Deere & Co. (DE) February call option implied volatility is at 100, 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 put.

Grain and energy prices bid

Market Vectors Russia ETF Trust (RSX) February call option implied volatility is at 120, March is at 67; compared to its 52-week range of amid Russian Ukraine headlines. Call put ratio 1 call to 2.1 puts with focus on March 25 puts.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 27; compared to its 52-week range of 29 to 49 as shares near six-year high. Call put ratio 17 calls to 1 put.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 35 as shares near eight-year high.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 54.

United States Natural Gas (UNG) 30-day option implied volatility is at 56; compared to its 52-week range of 30 to 219. Call put ratio 3.6 calls to 1 put with focus on April 24 calls.

United States Oil Fund (USO) 30-day option implied volatility is at 47; compared to its 52-week range of 28 to 59. Call put ratio 3.9 calls to 1 put with focus on March weekly (4) 70 calls.

Upstart Holdings (UPST) 30-day option implied volatility is at 99; compared to its 52-week range of 67 to 178. Call put ratio 2.7 calls to 1 put as shares rally 1.8%.

Options with decreasing option implied volatility: NVDA CAR CROX ELY Z MGI SEDG UA EXPE
Increasing unusual option volume: ITB GLBE TIP MRIN ATCO APP IFF HAS DASH
Increasing unusual call option volume: MRIN HAS ATCO IFF GRMN GLBE YNDX FSLY DASH
Increasing unusual put option volume: ZNGA BTU APP FSLY DASH YNDX STLA DBX
Active options: NVDA PLTR AMD TSLA AAPL FB DASH CSCO RBLX WMT AMC UPST AMZN BABA MTTR NIO GOLD MSFT MRO MU