Mid-session IV Report July 5, 2022

Mid-session IV Report July 5, 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.

Option IV increases: RDBX BRCC BYND PINS UAA DB BKNG AKAM DRIP FSLY ETSY LYFT Z SQ

Popular stocks with increasing volume: F RBLX

Tech option IV bid as stocks move up as Treasury yields trend lower

Amazon (AMZN) 30-day option implied volatility is at 55; compared to its 52-week range of 19 to 55 as Treasury yields move lower.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 72; compared to its 52-week range of 27 to 91 as shares rally 4.8%. Call put ratio 1.3 calls to 1 put.

Roblox (RBLX) 30-day option implied volatility is at 99; compared to its 52-week range of 45 to 154 as shares rally 9%. Call put ratio 3.4 calls to 1 put.

Meta Platforms (META) 30-day option implied volatility is at 70; compared to its 52-week range of 21 to 78.

Datadog, Inc. (DDOG) 30-day option implied volatility is at 90; compared to its 52-week range of 37 to 100 as shares rally 6.9%.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 69; compared to its 52-week range of 36 to 93. Call put ratio 2.6 calls to 1 put as shares rally 4%.

Oil stocks lower as WTI pulls back

United States Oil Fund (USO) 30-day option implied volatility is at 51; compared to its 52-week range of 29 to 81 as shares sell off 5.8%. Call put ratio 1 call to 3 puts with focus on July 72 puts.

Halliburton (HAL) 30-day option implied volatility is at 62; compared to its 52-week range of 37to 62 as shares sell off 7.7%.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 60; compared to its 52-week range of 35 to 62 as shares sell off 7.2%.

Copper prices near 18-month low

Freeport-McMoran (FCX) 30-day option implied volatility is at 66; compared to its 52-week range of 40 to 64 as shares sell off 7.9%.

Options with decreasing option implied volatility: UMC NKE IPOD
Increasing unusual option volume: BLUE IVZ COMM BCS GRMN ELAN ENDP EWG CODX
Increasing unusual call option volume: BLUE GRMN BCS TUP EWG APRN ENDP
Increasing unusual put option volume: IEF TUR LAZR WPM TTE MOMO CLVS
Active options: TSLA AMZN AAPL AMD NVDA META F RBLX LAZR MU AMC BAC X CLVS NIO MSFT TSM SHOP XOM BABA