Mid-session IV Report February 8, 2022

Mid-session IV Report February 8, 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: SQ CMG ORCL DIS TWTR LYFT UBER DOCU

Popular stocks with increasing volume: MU GM JPM PYPL BP AA

Option IV movers

Meta Platforms (FB) February (11) weekly call option implied volatility is at 67, February is at 55; compared to its 52-week range of 21 to 51 as shares sell off 1.3%. Call put ratio 1.9 calls to 1 put.

Alibaba (BABA) February weekly call option implied volatility is at 74, February is at 67; compared to its 52-week range of 24 to 83. Call put ratio 2.1 calls to 1 put as shares rally 4.8%.

Option IV into quarter results and outlook

Chipotle Mexican Grill (CMG) February weekly call option implied volatility is at 145, February is at 90; compared to its 52-week range of 28 to 41 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.6 puts.

Lyft (LYFT) February weekly call option implied volatility is at 212, February is at 120; compared to its 52-week range of 41 to 76 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Uber (UBER) February weekly call option implied volatility is at 179, February is at 107; compared to its 52-week range of 37 to 76 into the expected release of quarter results on February 9. Call put ratio 3 calls to 1 put as shares rally 1.9%.

MGM Resorts (MGM) February weekly call option implied volatility is at 77, March is at 57; compared to its 52-week range of 35 to 60 into the expected release of quarter results on February 9. Call put ratio 2.6 calls to 1 put.

Yum! Brands (YUM) February weekly call option implied volatility is at 64, February is at 45; compared to its 52-week range of 16 to 31 into expected release of quarter results on February 9.

CME (CME) February weekly call option implied volatility is at 49, February is at 41; compared to its 52-week range of into the expected release of quarter results before the bell on February 9.

CVS Health (CVS) February weekly call option implied volatility is at 61, February is at 39; compared to its 52-week range of 18 to 35 into the expected release of quarter results after the bell on February 9. Call put ratio 2.9 calls to 1 put.

Mattel (MAT) February weekly call option implied volatility is at 110, February is at 70; compared to its 52-week range of 29 to 112 into the expected release of quarter results after the bell on February 9. Call put ratio 3.6 calls to 1 put.

Teva (TEVA) February weekly call option implied volatility is at 99, February is at 71; compared to its 52-week range of 32 to 180 into the expected release of quarter results on February 9. Call put ratio 10.5 calls to 1 put with focus on February weekly 8.5 calls.

Twilio (TWLO) February weekly call option implied volatility is at 210, February is at 126; compared to its 52-week range of 37 to 87 into the expected release of quarter results after the bell on February 9. Call put ratio 1 call to 1.9 puts.

Disney (DIS) February weekly call option implied volatility is at 98, February is at 62; compared to its 52-week range of 20 to 48 into the expected release of quarter results after the bell on February 9. Call put ratio 1.9 calls to 1 put.

Affirm Holding (AFRM) February weekly call option implied volatility is at 280, February is at 180; compared to its 52-week range of into the expected release of quarter results after the bell on February 10.

Twitter (TWTR) February weekly call option implied volatility is at 225, February is at 134; compared to its 52-week range of 33 to 80 into the expected release of quarter results on February 10. Call put ratio 1 calls to 1.2 puts with focus on February weekly options.
PEP

Alcoa (AA) February weekly call option implied volatility is at 83, February is at 68; compared to its 52-week range of 49 to 74 as shares rally 12%. Call put ratio 2.4 calls to 1 put with focus on February weekly 73 calls.

Blue Apron (APRN) call put ratio 56 calls to 1 put with focus on February 7, 8 and 9 calls as shares rally 3%.

Options with decreasing option implied: CHGG PTON AMGN PFE
Increasing unusual option volume: BKLN SLQT AES VLDR LU HAS APRN AA
Increasing unusual call option volume: APRN AES SLQT LU GES HOG BP FOSL
Increasing unusual put option volume: CFVI BKLN HAS CHGG TTWO THC HOG RF
Active options: FB PTON AAPL PFE TSLA F SNAP AAL BAC NVDA AMD BABA NIO MU GM JPM HOOD CHGG PYPL BP