Mid-session IV Report February 4, 2022

Mid-session IV Report February 4, 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: CERN IPOF BENE CFVI ESSC PSTH CSBR SST VTRS RBOT CHGG GRAB

Popular stocks with increasing volume: SNAP XOM PINS DKNG PYPL GM

Tech IV comes in

Amazon (AMZN) February (11) weekly call option implied volatility is at 45, February is at 44; compared to its 52-week range of 19 to 46 after the release of quarter results. Call put ratio 1.1 calls to 1 put.

PowerShares QQQ Trust (QQQ) February (11) weekly call option implied volatility is at 34, February is at 31; compared to its 52-week range of 28 to 72. Call put ratio 1 call to 1.5 puts.

ARK Innovation ETF (ARKK) February (11) weekly call option implied volatility is at 79, February is at 75; compared to its 52-week range of 14 to 35. Call put ratio 1 call to 1.3 puts as shares rally 2.4%.

Option IV into quarter results and outlook

Take-Two Interactive Software (TTWO) February weekly call option implied volatility is at 77, February is at 68; compared to its 52-week range of 24 to 55 into the expected release of quarter results after the bell on February 7. Call put ratio 2.9 calls to 1 put with focus on February (4) weekly 162.50 calls as shares rally 4%.

Alibaba (BABA) February weekly call option implied volatility is at 65, February is at 63; compared to its 52-week range of 24 to 83 into the expected release of quarter results on February 7.

Amgen (AMGN) February weekly call option implied volatility is at 39, February is at 32; compared to its 52-week range of 18 to 32 into the expected release of quarter results on February 7. Call put ratio 3.1 calls to 1 put as shares sell off 1%.

Chegg (CHGG) February call option implied volatility is at 140, March is at 96; compared to its 52-week range of 33 to 103 into the expected release of quarter results after the bell on February 7.

Hasbro (HAS) February call option implied volatility is at 58, March is at 46; compared to its 52-week range of 21 to 47 into the expected release of quarter results before the bell on February 7.

Twitter (TWTR) February weekly call option implied volatility is at 140, February is at 110; compared to its 52-week range of 33 to 80 into the expected release of quarter results on February 10. Call put ratio 3.8 calls to 1 put with focus on February weekly calls.

Increasing unusual option volume: DLR SGBX HP BKLN HAS
Increasing unusual call option volume: HP HAS GTE BPT NLOK SYNA SNAP SKX
Increasing unusual put option volume: DLR BKLN HAS CLX SNAP BURL PINS SPOT
Options with decreasing option implied: CTZS AMZN ARKK SNAP PINS SKX CPRI AVXL RCL
Active options: F SNAP AAPL TSLA FB AMZN AMD NVDA XOM PINS DKNG MSFT BAC PYPL GM NIO AMC ET NFLX