Mid-session IV Report February 28, 2022

Mid-session IV Report February 28, 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: RSX DB IPOF MO RUSL TGT CRM ROST

Increasing unusual option volume: INTU PYPL CLF BYND SOFI

Option IV into quarter results

Zoom (ZM) March weekly call option implied volatility is at 233, March is at 135; compared to its 52-week range of 35 to 102 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Target (TGT) March weekly call option implied volatility is at 49, March is at 38; compared to its 52-week range of 17 to 42 into the expected release of quarter results before the bell on March 1. Call put ratio 2.3 calls to 1 put.

AMC Entertainment (AMC) March weekly call option implied volatility is at 176, March is at 138; compared to its 52-week range of 95 to 435 into the expected release of quarter results after the bell on March 1. Call put ratio 2.8 calls to 1 put.

Domino’s Pizza (DPZ) March call option implied volatility is at 98, April is at 58; compared to its 52-week range of 20 to 46 into the expected release of quarter results before the bell on March 1. Call put ratio 1 call to 1 put.

First Solar (FSLR) March weekly call option implied volatility is at 100, March is at 66; compared to its 52-week range of 33 to 61 into the expected release of quarter results after the bell on March 1. Call put ratio 10.5 calls to 1 put.

Dutch Bros (BROS) March call option implied volatility is at 105, April is at 95; compared to its 52-week range of 66 to 133 into the expected release of quarter results after the bell on March 1. Call put ratio 2.6 calls to 1 put.

GrowGeneration (GRWG) March weekly call option implied volatility is at 203, March is at 139; compared to its 52-week range of 61 to 125 into the expected release of quarter results after the bell on March 1. Call put ratio 4.6 calls to 1 put.

Hewlett Packard (HPE) March call option implied volatility is at 45, April is at 40; compared to its 52-week range of 24 to 83 into the expected release of quarter results after the bell on March 1.

Hormel (HRL) March weekly call option implied volatility is at 53, March is at 33; compared to its 52-week range of 16 to 50 into the expected release of quarter results the bell on March 1. Call put ratio 4 calls to 1 put.

Kohls (KSS) March weekly call option implied volatility is at 111, March is at 75; compared to its 52-week range of 39 to 74 into the expected release of quarter results before the bell on March 1. Call put ratio 1 call to 2 puts.

Nordstrom (JWN) March weekly call option implied volatility is at 177, March is at 104; compared to its 52-week range of 45 to 95 into the expected release of quarter results after the bell on March 1. Call put ratio 4.6 calls to 1 put.

Melco (MLCO) March call option implied volatility is at 84, April is at 75; compared to its 52-week range of 35 to 80 into the expected release of quarter results before the bell on March 1. Call put ratio 13 calls to 1 put.

Ross Stores (ROST) March weekly call option implied volatility is at 82, March is at 51; compared to its 52-week range of 23 to 55 into the expected release of quarter results after the bell on March 1. Call put ratio 1 call to 2.6 puts.

Salesforce (CRM) March weekly call option implied volatility is at 97, March is at 61; compared to its 52-week range of 22 to 53 into the expected release of quarter results after the bell on March 1. Call put ratio 1.9 calls to 1 put.

SoFi Technologies (SOFI) March weekly call option implied volatility is at 194, March is at 120; compared to its 52-week range of 50 to 117 into the expected release of quarter results after the bell on March 1.

The J M Smucker Company (SJM) March call option implied volatility is at 36, April is at 31; compared to its 52-week range of 17 to 31 into the expected release of quarter results before the bell on March 1.

Urban Outfitters (URBN) March weekly call option implied volatility is at 122, March is at 80; compared to its 52-week range of 40 to 71 into the expected release of quarter results after the bell on March 1.

WW International (WW) March weekly call option implied volatility is at 190, March is at 110; compared to its 52-week range of 43 to 101 into the expected release of quarter results the after bell on March 1.

Movers

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 121; compared to its 52-week range of 89 to 247 as shares rally 7%.

Coinbase (COIN) 30-day option implied volatility is at 70; compared to its 52-week range of 45 to 93 as shares rally 12%.

Options with decreasing option implied volatility: SQ LMND ETSY BYND TDOC W EBAY
Increasing unusual option volume: MULN REGI WEAT FHN
Increasing unusual call option volume: MULN WEAT FHN RSX SLCA FL
Increasing unusual put option volume: BKR AER APPH RSX IRNT GSK
Active options: AAPL TSLA AMD PLTR NVDA SOFI BAC NIO FB BP SQ F JPM TDOC CLF CCJ MULN KR