Mid-session IV Report February 23, 2022

Mid-session IV Report February 23, 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: RKT DOCN RSX VALE RH MNST IPOF ARNA

Increasing unusual option volume: OSTK DKNG SOFI PYPL FL TDOC M ROKU

EV stocks offered lower as IV goes bid

Tesla (TSLA) 30-day option implied volatility is at 65; compared to its 52-week range of 36 to 87 as shares trade down 3.9%. Call put ratio 1 call to 1 put.

Rivian Automotive (RIVN) 30-day option implied volatility is at 127; compared to its 52-week range of 70 to 176 as shares trade down 6%.

Fisker (FSR) 30-day option implied volatility is at 105; compared to its 52-week range of 65 to 165 as shares trade down 4%.

Lucid Group (LCID) 30-day option implied volatility is at 117; compared to its 52-week range of 69 to 168 as shares trade down 4%. Call put ratio 1 call to 1.7 puts.

NIO Inc. (NIO) 30-day option implied volatility is at 88; compared to its 52-week range of 49 to 116 as shares trade down 4%.

Lordstown Motors (RIDE) 30-day option implied volatility is at 134; compared to its 52-week range of 92 to 241 as shares trade down 3%. Call put ratio 2.7 calls to 1 put.

Workhorse Group (WKHS) 30-day option implied volatility is at 122; compared to its 52-week range of 87 to 234 as shares trade down 4%. Call put ratio 4 calls to 1 put.

Option IV into quarter results and outlook

Nikola (NKLA) February weekly call option implied volatility is at 245, March is at 130; compared to its 52-week range of 88 to 138 into the expected release of quarter results before the bell on February 24. Call put ratio 1 call to 1.6 puts as shares sell off 3%

Booking Holding (BKNG) February weekly call option implied volatility is at 99, March is at 51; compared to its 52-week range of 24 to 47 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.5 puts.

Chesapeake (CHK) March call option implied volatility is at 71, April is at 66; compared to its 52-week range of 33 to 77 into the expected release of quarter results today after the bell. Call put ratio 9 calls to 1 put with focus on March 75 calls.

eBay (EBAY) February weekly call option implied volatility is at 159, March is at 64; compared to its 52-week range of 25 to 50 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.6 puts.

Fubo TV (FUBO) February weekly call option implied volatility is at 360, March is at 155; compared to its 52-week range of 68 to 156 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

Hertz (HTZ) March call option implied volatility is at 108, April is at 89; compared to its 52-week range of 65 to 112 into the expected release of quarter results today after the bell.

Lemonade (LMND) February weekly call option implied volatility is at 390, March is at 149; compared to its 52-week range of 55 to 130 into the expected release of quarter results today after the bell.

Plug Power (PLUG) February weekly call option implied volatility is at 120, March is at 100; compared to its 52-week range of 59 to 116 into the expected release of quarter results today after the bell.

Skillz (SKLZ) February weekly call option implied volatility is at 370, March is at 161; compared to its 52-week range of 76 to 167 into the expected release of quarter results today after the bell. Call put ratio 3.8 calls to 1 put.

Six Flags (SIX) March call option implied volatility is at 63, April is at 60; compared to its 52-week range of 42 to 76 into the expected release of quarter results today before the bell on February 24.

Discovery (DISCA) March call option implied volatility is at 67, April is at 65; compared to its 52-week range of 38 to 116 into the expected release of quarter results on February 24. Call put ratio 1 call to 3.8 puts.

Moderna (MRNA) February weekly call option implied volatility is at 210, March is at 102; compared to its 52-week range of 51 to 98 into the expected release of quarter results before the bell on February 24. Call put ratio 1 call to 2.7 puts.

SeaWorld (SEAS) February weekly call option implied volatility is at 177, March is at 76; compared to its 52-week range of 43 to 77 into the expected release of quarter results before the bell on February 24. Call put ratio 1 call to 24 puts.

Energy Select Sector SPDR ETF (XLE) call put ratio 3 calls to 1 put with focus on February 68 weekly calls as shares rally 0.8%

Krsh Csi Ch Intern (KWEB) call put ratio 6.5 calls to 1 put with focus on March 35 calls

Options with decreasing option implied volatility: COMM CROX SPCE DKNG CZR
Increasing unusual option volume: OSTK TEN CMRE NM MULN FL ABEV
Increasing unusual call option volume: CMRE TEN MULN OSTK JOBY SKIN FL
Increasing unusual put option volume: BGFV FL MNDY OSTK TUP VIPS
Active options: FB TSLA AAPL AMD PLTR NVDA SPCE DKNG SOFI OSTK AMC F INTC MSFT AMZN PYPL FL TDOC M ROKU