Mid-session IV Report February 3, 2022

Mid-session IV Report February 3, 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: AMZN U MP ZNGA NLY PINS SNAP TWTR ABNB DB

Popular stocks with increasing volume: PYPL SNAP PINS AMZN QCOM F SQ RBLX

IV increases as Meta Platforms (FB) sells off 24%

PowerShares QQQ Trust (QQQ) February weekly call option implied volatility is at 43, February is at 29; compared to its 52-week range of 28 to 72. Call put ratio 1 call to 2 puts as shares sell off 2.3%.

ARK Innovation ETF (ARKK) February weekly call option implied volatility is at 93, February is at 69; compared to its 52-week range of 14 to 35. Call put ratio 1 call to 1.3 puts as shares sell off 3%.

Option IV into quarter results and outlook

Amazon (AMZN) February weekly call option implied volatility is at 177, February is at 61; compared to its 52-week range of 19 to 46 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Pinterest (PINS) February weekly call option implied volatility is at 340, February is at 120; compared to its 52-week range of 38 to 94 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.5 puts as shares sell off 7%.

Snap (SNAP) February weekly call option implied volatility is at 450, February is at 145; compared to its 52-week range of 43 to 102 into the expected release of quarter 155 results after the bell on February 3. Call put ratio 1.1 calls to 1 put as shares sell off 20%.

Ford (F) February weekly call option implied volatility is at 170, February is at 62; compared to its 52-week range of 33 to 75 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.

GoPro (GPRO) February weekly call option implied volatility is at 270, February is at 100; compared to its 52-week range of 34 to 240 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.8 puts.

Skechers (SKX) February weekly call option implied volatility is at 211, February is at 174; compared to its 52-week range of 30 to 64 into the expected release of quarter results today after the bell.

Bristol Myers (BMY) February weekly call option implied volatility is at 51, February is at 27; compared to its 52-week range of 18 to 33 into the expected release of quarter results before the bell on February 4. Call put ratio 3.8 calls to put.

The Hartford (HIG) February weekly call option implied volatility is at 100, February is at 43; compared to its 52-week range of 22 to 69 into the expected release of quarter results before the bell before the bell on February 4.

Twitter (TWTR) February weekly call option implied volatility is at 117, February is at 100; compared to its 52-week range of 33 to 80 into the expected release of quarter results on February 10.

Roblox (RBLX) February weekly call option implied volatility is at 137, February is at 130; compared to its 52-week range of 46 to 130 into the expected release of quarter results on February 15. Call put ratio 1 call to 1.7 puts.

Airbnb (ABNB) February weekly call option implied volatility is at 83, February is at 74; compared to its 52-week range of 35 to 97 into the expected release of quarter results on February 15. Call put ratio 1 call to 1.6 puts.

Increasing unusual option volume: PLTK FLEX FXE HLF ECL FLEX RDW PLTK ENLC WTI SPOT
Increasing unusual call option volume: SPOT DVAX TEAM TMUS WTI RDW FLEX ENLC QRVO SHAK URBN
Increasing unusual put option volume: PINS YNDX SPOT NKTR SIRI STNG LSPD CNK FXE SLI RACE
Options with decreasing option implied: VIX UVXY CTXS VXX GM TSLA NOW
Active options: FB AAPL TSLA NVDA AMD QCOM SNAP PYPL F AMC AMZN MSFT SOFI LCID TWTR BAC NFLX DKNG SQ GOOGL