Mid-session IV Report February 22, 2022

Mid-session IV Report February 22, 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: WE DB ERIC PCG PM CERN

Increasing unusual option volume: SPY QQQ BAC AMD MU

Option volume & IV movers

Option IV and volume into quarter results

Palo Alto Networks (PANW) February weekly call option implied volatility is at 138, April is at 67; compared to its 52-week range of 24 to 57 into the expected release of quarter results today after the bell on February 22. Call put ratio 1 call to 2.6 puts.

Toll Brother (TOL) February weekly call option implied volatility is at 88, April is at 56; compared to its 52-week range of 28 to 53 into the expected release of quarter results today. Call put ratio 4.8 calls to 1 put.

Caesars (CZR) February weekly call option implied volatility is at 125, March is at 71; compared to its 52-week range of 41 to 61 into the expected release of quarter results today. Call put ratio 3.8 calls to 1 put.

Dillards (DDS) March call option implied volatility is at 100, April is at 85; compared to its 52-week range of 56 to 112 into the expected release of quarter results.

Dish Network (DISH) February weekly call option implied volatility is at 107, March is at 61; compared to its 52-week range of 32 to 73 into the expected release of quarter results.

Bausch Health (BHC) February weekly call option implied volatility is at 121, March is at 65; compared to its 52-week range of 31 to 93 into the expected release of quarter results on February 23. Call put ratio 4.3 calls to 1 put.

Booking Holding (BKNG) February weekly call option implied volatility is at 47, March is at 41; compared to its 52-week range of 24 to 47 into the expected release of quarter results after the bell on February 23.

Chesapeake (CHK) March call option implied volatility is at 75, April is at 70; compared to its 52-week range of 33 to 77 into the expected release of quarter results after the bell on February 23.

eBay (EBAY) February weekly call option implied volatility is at 126, March is at 58; compared to its 52-week range of 25 to 50 into the expected release of quarter results after the bell on February 23.

Fubo TV (FUBO) February weekly call option implied volatility is at 260, March is at 133; compared to its 52-week range of 68 to 156 into the expected release of quarter results after the bell on February 23.

Hertz (HTZ) March call option implied volatility is at 110, April is at 99; compared to its 52-week range of 65 to 112 into the expected release of quarter results after the bell on February 23.

Jumia (JMIA) February weekly call option implied volatility is at 220, March is at 131; compared to its 52-week range of 70 to 132 into the expected release of quarter results on February 23. Call put ratio 4.5 calls to 1 put.

Lemonade (LMND) February weekly call option implied volatility is at 280, March is at 143; compared to its 52-week range of 55 to 130 into the expected release of quarter results after the bell on February 23.

Lowes (LOW) February weekly call option implied volatility is at 86, March is at 45; compared to its 52-week range of 19 to 40 into the expected release of quarter results before the bell on February 23.

Petro Bras (PBR) February weekly call option implied volatility is at 70, March is at 51; compared to its 52-week range of 38 to 226 into the expected release of quarter results on February 23.

Plug Power (PLUG) February weekly call option implied volatility is at 116, March is at 93; compared to its 52-week range of 59 to 116 into the expected release of quarter results on February 23.

Skillz (SKLZ) February weekly call option implied volatility is at 300, March is at 151; compared to its 52-week range of 76 to 167 into the expected release of quarter results after the bell on February 23.

TJX (TJX) February weekly call option implied volatility is at 74, March is at 45; compared to its 52-week range of 20 to 42 into the expected release of quarter results before the bell on February 23. Call put ratio 8.5 calls to 1 put.

Tupper Ware (TUP) March call option implied volatility is at 98, April is at 81; compared to its 52-week range of 53 to 113 into the expected release of quarter results before the bell on February 23.

Vipshop (VIPS) February weekly call option implied volatility is at 151, March is at 83; compared to its 52-week range of 48 to 130 into the expected release of quarter results before the bell on February 23.

Cheniere Energy (LNG) 30-day option implied volatility is at 46; compared to its 52-week range of 24 to 43 as energy prices trade higher on Russian Ukraine headlines. Call put ratio 3.4 calls to 1 put.

Options with decreasing option implied volatility: MGI AXSM CAR UPST SEDG YETI AKAM CSCO
Increasing unusual option volume: MJ RSX IPOF ASXC DWAC OCGN PHUN M HD BKLN TPX MULN KPTI BRCC JOBY
Increasing unusual call option volume: TPX MULN KPTI JOBY BRCC
Increasing unusual put option volume: BKLN TPX GFS ARCC ARVL STLA
Active options: AAPL TSLA AMD DKNG FB NVDA PLTR F AMC BABA SOFI DWAC M BAC ROKU INTC XOM BA NIO AMZN