Mid-session IV Report February 9, 2022

Mid-session IV Report February 9, 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: NEGG LFLY DOCU BENE CTXS GWH

Popular stocks with increasing volume: LYFT FCX UBER DIS SNAP PFE SOFI AAL

Option IV into quarter results and outlook

Uber (UBER) February weekly call option implied volatility is at 171, February is at 95; compared to its 52-week range of 37 to 76 into the expected release of quarter results today after the bell. Call put ratio 3.3 calls to 1 put as shares rally 3.8%.

MGM Resorts (MGM) February weekly call option implied volatility is at 85, March is at 57; compared to its 52-week range of 35 to 60 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Mattel (MAT) February weekly call option implied volatility is at 122, February is at 7; compared to its 52-week range of 29 to 112 into the expected release of quarter results today after the2 bell. Call put ratio 1 call to 2.4 puts.

Twilio (TWLO) February weekly call option implied volatility is at 234, February is at 126; compared to its 52-week range of 37 to 87 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Disney (DIS) February weekly call option implied volatility is at 111, February is at 62; compared to its 52-week range of 20 to 48 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put as shares rally 2.3%.

Affirm Holding (AFRM) February weekly call option implied volatility is at 305, February is at 175; compared to its 52-week range of into the expected release of quarter results after the bell on February 10. Call put ratio 3.6 calls to 1 put as shares rally 7.7%.

Twitter (TWTR) February weekly call option implied volatility is at 259, February is at 140; compared to its 52-week range of 33 to 80 into the expected release of quarter results on February 10. Call put ratio 1.2 calls to 1 put with focus on February weekly options.

Aurora Cannabis (ACB) February weekly call option implied volatility is at 171, February is at 160; compared to its 52-week range of 61 to 194 into the expected release of quarter results after the bell on February 10. Call put ratio 3 calls to 1 put.

Blue Apron (APRN) February call option implied volatility is at 169, March is at 125; compared to its 52-week range of 82 to 197 into the expected release of quarter results after the bell on February 10.

Canada Goose (GOOS) February weekly call option implied volatility is at 230, February is at 125; compared to its 52-week range of 35 to 81 into the expected release of quarter results before the bell on February 10.

Coca-Cola (KO) February weekly call option implied volatility is at 50, February is at 31; compared to its 52-week range of 13 to 26 into the expected release of quarter results before the bell on February 10.

Kellogg (K) February call option implied volatility is at 34, March is at 31; compared to its 52-week range of 13 to 26 into the expected release of quarter results before the bell on February 10.

PepsiCo (PEP) February weekly call option implied volatility is at 38, February is at 27; compared to its 52-week range of 13 to 24 into the expected release of quarter results on February 10.

Expedia Group (EXPE) February weekly call option implied volatility is at 149, February is at 81; compared to its 52-week range of 30 to 61 into the expected release of quarter results after the bell on February 10.

PG&E (PCG) February weekly call option implied volatility is at 60, February is at 51; compared to its 52-week range of 25 to 220 into the expected release of quarter results before the bell on February 10. Call put ratio 6 calls to 1 put.

Yelp (YELP) February call option implied volatility is at 80, March is at 60; compared to its 52-week range of 35 to 74 into the expected of quarter results after the bell on February 10.

Zillow Group (Z) February weekly call option implied volatility is at 205, February is at 118; compared to its 52-week range of 40 to 83 into the expected release of quarter results after the bell on February 10.

Options with decreasing option implied: BOIL KOLD CHGG SNAP UNG PINS GPRO QCOM
Increasing unusual option volume: DXC SID NEWR OMC DOCS JOBY ENPH SIX
Increasing unusual call option volume: SID ZIP OMC DXLG DOCS SIX JOBY XPO
Increasing unusual put option volume: LYFT CMG ENPH NCR DNN
Active options: AAPL FB TSLA AMD F PTON NVDA AMC NIO MSFT LYFT FCX UBER DIS SNAP PFE AMZN ENPH SOFI AAL