Mid-session IV Report February 18, 2022

Mid-session IV Report February 18, 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: MNST VTRS ERIC ARNA BENE NKTR TDOC WEBR SQ RBOT

Increasing unusual option volume: RBLX BABA AMC F SOFI BAC UNP PYPL

Option volume & IV movers into Feb expiration

General Electric (GE) February weekly call option implied volatility is at 38, March is at 43; compared to its 52-week range of 27 to 51. Call put ratio 1 call to 2.5 puts with focus on February 95 and 96 puts as shares sell off 3.9% after warning.

Ford Motor (F) February weekly call option implied volatility is at 53, March is at 52; compared to its 52-week range of 33 to 65. Call put ratio 6.1 calls to 1 put with focus on February 18, 18.50 and 19 calls as shares rally 3.3% amid reports of EV financing strategy.

Grain and energy prices amid Russia Ukraine headlines into weekend

Market Vectors Russia ETF Trust (RSX) February weekly call option implied volatility is at 101, March is at 80; compared to its 52-week range of amid Russian Ukraine headlines. Call put ratio 1 call to 4.4 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 3 calls to 1 put.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 24; 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 45; compared to its 52-week range of 23 to 54. Call put ratio 50 calls to 1 put.

United States Natural Gas (UNG) 30-day option implied volatility is at 55; compared to its 52-week range of 30 to 219. Call put ratio 2 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 46; compared to its 52-week range of 28 to 59. Call put ratio 2.9 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 45. Call put ratio 2.8 calls to 1 put as gold near upper end of 2022 range.
Option IV and volume into quarter results

Dillards (DDS) March call option implied volatility is at 111, April is at 92; compared to its 52-week range of 56 to 112 into the expected release of quarter results on February 21.

Dish Network (DISH) February weekly call option implied volatility is at 72, April is at 58; compared to its 52-week range of 32 to 73 into the expected release of quarter results on February 21.

Agilent Technologies (A) March call option implied volatility is at 43, April is at 41; compared to its 52-week range of 19 to 37 into the expected release of quarter results after the bell on February 22. Call put ratio 1 call to 1.5 puts.

Macys (M) February weekly call option implied volatility is at 120, April is at 82; compared to its 52-week range of 45 to 85 into the expected release of quarter results before the bell on February 22. Call put ratio 3.3 calls to 1 put.

Medtronic (MDT) February weekly call option implied volatility is at 45, April is at 39; compared to its 52-week range of 15 to 33 into the expected release of quarter results before the bell on February 22. Call put ratio 1 call to 7.7 puts with focus on February weekly 102 and 104 puts.

Toll Brother (TOL) February weekly call option implied volatility is at 71, April is at 55; compared to its 52-week range of 28 to 53 into the expected release of quarter results before the bell on February 22. Call put ratio 1 call to 1.7 puts.

Options with decreasing option implied volatility: SEDG IPOF CAR UPST MGI
Increasing unusual option volume: SST ELAN WRBY JBHT KPTI BRCC
Increasing unusual call option volume: SES QNGY KPTI BRCC CYH PBT
Increasing unusual put option volume: NOVA ONON ARKF RDFN UNP APPN PPL
Active options: TSLA AAPL NVDA DKNG ROKU AMD FB INTC PLTR RBLX BABA NIO AMZN AMC MSFT F SOFI BAC UNP PYPL