Mid-session IV Report February 25, 2022

Mid-session IV Report February 25, 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: IRNT VALE CS IPOF PM MO CERN AHT

Increasing unusual option volume: INTU PYPL CLF BYND SOFI AAL

Large cap stocks option IV as share price near pre-COVID levels

Boeing (BA) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 51 as share price near pre-COVID levels.

Disney (DIS) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 45 as share price near pre-COVID levels.

Visa (V) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 38.

Salesforce (CRM) 30-day option implied volatility is at 51; compared to its 52-week range of 22 to 53 as share price near pre-COVID levels. Call put ratio 3.2 calls to 1 put.

Netflix (NFLX) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 50 as share price near pre-COVID levels.

Meta Platforms (FB) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 51 as share price near pre-COVID levels.

Twitter (TWTR) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 88 as share price near pre-COVID levels.

PayPal (PYPL) 30-day option implied volatility is at 49; compared to its 52-week range of 24 to 56 as share price near pre-COVID levels. Call put ratio 3.3 calls to 1 put.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 63; compared to its 52-week range of 28 to 72 as share price near pre-COVID levels. Call put ratio 1 call to 2.2 puts as shares rally 1%.

Option IV into quarter results

Berkshire Hathaway (BRKA) March weekly call option implied volatility is at 31, March is at 30; compared to its 52-week range of 14 to 27 into the expected release of quarter results on February 28. Call put ratio 5.9 calls to 1 put with focus on February weekly calls expiring today.

Cano Health (GOEV) March weekly call option implied volatility is at 150, March is at 108; compared to its 52-week range of 71 to 143 into the expected release of quarter results on February 28. Call put ratio 7 calls to 1 put with focus on March weekly calls.

Lucid Group (LCID) March weekly call option implied volatility is at 146, March is at 123; compared to its 52-week range of 69 to 168 into the expected release of quarter results after the bell on February 28.

3D Systems (DDD) March weekly call option implied volatility is at 151, March is at 107; compared to its 52-week range of 58 to 127 into the expected release of quarter results after the bell on February 28.

Workday (WDAY) March weekly call option implied volatility is at 79, March is at 61; compared to its 52-week range of 26 to 53 into the expected release of quarter results after the bell on February 28.

Rocket Lab (RKLB) March call option implied volatility is at 103, April is at 95; compared to its 52-week range of 37 to 172 into the expected release of quarter results after the bell on February 28.

Options with decreasing option implied volatility: ROKU LMND SQ DBX EBAY
Increasing unusual option volume: LTCH BKLN WEAT MULN FL BBBY GOOS
Increasing unusual call option volume: WEAT MULN EQNR AAOI FL PPC YNDX
Increasing unusual put option volume: BKLN MGA FL YNDX SPGI VFC
Active options: TSLA AAPL AMD SQ NVDA FB PLTR AMC BA PYPL AMZN BAC BYND SOFI UAL MSFT COIN AAL F ETSY