Mid-session IV Report February 24, 2022

Mid-session IV Report February 24, 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: VIX YNDX NOK RSX VTRS UVXY NEGG SPXU BYND VALE OPEN

Increasing unusual option volume: MRNA EBAY PYPL F CRWD W

Option volume & IV movers

United States Oil Fund (USO) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 59 amid WTI oil trades at $97.50. Call put ratio 3 calls to 1 put.

United States Natural Gas (UNG) 30-day option implied volatility is at 66; compared to its 52-week range of 30 to 219 as shares up 6.5%. Call put ratio 4.4 calls to 1 put.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 54. Call put ratio 4.3 calls to 1 put.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 55; compared to its 52-week range of 39 to 57. Call put ratio 1.7 calls to 1 put as shares rally 2.3%.

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 3.9 calls to 1 put as shares rally 10%.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 61; compared to its 52-week range of 28 to 65. Call put ratio 3.6 calls to 1 put.

Option IV and volume into quarter results

Beyond Meat (BYND) February weekly call option implied volatility is at 390, March is at 126; compared to its 52-week range of 42 to 115 into the expected release of quarter results today after the bell.

Block (SQ) February weekly call option implied volatility is at 340, March is at 121; compared to its 52-week range of 36 to 106 into the expected release of quarter results today after the bell.

CoinBase (COIN) February weekly call option implied volatility is at 260, March is at 120; compared to its 52-week range of 45 to 93 into the expected release of quarter results today after the bell.

Etsy (ETSY) February weekly call option implied volatility is at 340, March is at 106; compared to its 52-week range of 40 to 94 into the expected release of quarter results today after the bell.

Farfetch (FTCH) March call option implied volatility is at 148, April is at 111; compared to its 52-week range of 47 to 190 into the expected release of quarter results today after the bell. Call put ratio 9 calls to 1 put.

Intuit (INTU) February weekly call option implied volatility is at 180, March is at 53; compared to its 52-week range of 20 to 51 into the expected release of quarter results today after the bell.

Monster Beverage (MNST) February weekly call option implied volatility is at 183, March is at 55; compared to its 52-week range of 17 to 46 into the expected release of quarter results today after the bell.

Opendoor (OPEN) February weekly call option implied volatility is at 480, March is at 150; compared to its 52-week range of 59 to 131 into the expected release of quarter results today after the bell. Call put ratio 4.6 calls to 1 put.

Rocket Cos (RKT) February weekly call option implied volatility is at 267, March is at 87; compared to its 52-week range of 39 to 222 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

VMware (VMW) February weekly call option implied volatility is at 116, March is at 45; compared to its 52-week range of 20 to 49 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2 puts.

EOG Resources (EOG) February weekly call option implied volatility is at 110, March is at 56; compared to its 52-week range of 35 to 62 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put.

Li Auto Inc. (LI) February weekly call option implied volatility is at 185, March is at 90; compared to its 52-week range of 51 to 98 into the expected release of quarter results before the bell on February 25.

Foot Locker (FL) February weekly call option implied volatility is at 195, March is at 67; compared to its 52-week range of 34 to 61 into the expected release of quarter results before the bell on February 25.

Options with decreasing option implied volatility: ATUS MTTR BABA MRNA COMM
Increasing unusual option volume: WEAT BKLN BNO OZON
Increasing unusual call option volume: WEAT BNO PCG SID EWG PHM HEAR
Increasing unusual put option volume: VGK OZON BKLN CC EWG BMBL
Active options: AAPL TSLA NVDA AMD FB F BABA PLTR SOFI CEI BAC AMC MSFT NIO FUBO MRNA EBAY PYPL AMZN NCLH