Mid-session IV Report January 11, 2022

Mid-session IV Report January 11, 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: DWAC PSTH GWH UA COTY VXRT CPNG PRTY IPOF RDW

Popular stocks with increasing volume: NIO PLTR TLRY ZNGA PFE AMC

Oil stocks IV soft as WTI crude above $79

Halliburton (HAL) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 72 amid crude oil trades above $79. Call put ratio 1 call to 11.5 puts with focus on February 23 puts.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 63. Call put ratio 6.2 calls to 1 put amid crude oil trades above $79.

Exxon Mobil (XOM) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 47 amid crude oil trades above $79.

Chevron (CVX) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 45. Call put ratio 2.2 calls to 1 put amid crude oil trades above $79.

EOG Resources (EOG) 30-day option implied volatility is at 35; compared to its 52-week range of 35 to 66 amid crude oil trades above $79. Call put ratio 4 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 59.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 29; compared to its 52-week range of 25 to 58 amid WTI crude oil trades above $79.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 43; compared to its 52-week range of 39 to 61.

United States Natural Gas (UNG) 30-day option implied volatility is at 57; compared to its 52-week range of 30 to 220. Call put ratio 2 calls to 1 put.

Apple (AAPL) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 49. Cal put ratio 2.5 calls to 1 put.

Tesla (TSLA) January weekly call option implied volatility is at 72, January is at 66; compared to its 52-week range of 36 to 961. Call put ratio 1.7 calls to 1 put.

IV into quarter results

Infosys (INFY) January call option implied volatility is at 43, February is at 31; compared to its 52-week range of 19 to 53 into the expected release of quarter results on January 12. Call put ratio 2.2 calls to 1 put.

KB Home (KBH) January call option implied volatility is at 54, February is at 44; compared to its 52-week range
of 29 to 51 into the expected release of quarter results after the bell on January 12.

Delta (DAL) January weekly call option implied volatility is at 60, January is at 47; compared to its 52-week range of 32 to 61 into the expected release of quarter results before the bell on January 13. Call put ratio 3 calls to 1 put as shares rally 0.87%.

Taiwan Semiconductor (TSM) January weekly call option implied volatility is at 75, January weekly call is at 51; compared to its 52-week range of 22 to 50 into the expected release of quarter results on January 13. Call put ratio 5 calls to 1 put as shares rally 2.5%.

Increasing unusual option volume: BMA AVCT CRL EOSE OSUR TTE OLO SID
Increasing unusual call option volume: AVCT OLO OPFI BZUN TTE
Increasing unusual put option volume: BARK SFT TSP THC
Options with decreasing option implied: BBBY BENE ACI
Active options: AAPL TSLA F AMD LCID NVDA INTC MSFT WFC BABA TLRY FB PLTR NIO PFE SNAP ZNGA BAC AMC AMZN