Mid-session IV Report July 7, 2022

Mid-session IV Report July 7, 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: UAA LUMN PSTH VMW REV CPG PSTH

Popular stocks with increasing volume: SNAP GME BBBY MU NCLH OXY XOM INTC

Agriculture stocks option IV, volume as share price near four-month lows

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 37; compared to its 52-week range of 20 to 74. Call put ratio 1 call to 2.1 puts.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 34. Call put ratio 1 call to 7.3 puts.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 48; compared to its 52-week range of 23 to 183. Call put ratio 2.3 calls to 1 put as shares rally 3%.

The Mosaic Company (MOS) 30-day option implied volatility is at 67; compared to its 52-week range of 35 to 75. Call put ratio 4.8 calls to 1 put as shares rally 1%.

Intrepid Potash (IPI) 30-day option implied volatility is at 92; compared to its 52-week range of 63 to 152. Call put ratio 3.4 calls to 1 put as shares rally 2.6%.

CF Industries (CF) 30-day option implied volatility is at 59; compared to its 52-week range of 33 to 74.

Deere & Co. (DE) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 46.

Caterpillar (CAT) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 43.

Protein option IV flat

Pilgrim’s Pride (PPC) 30-day option implied volatility is at 41; compared to its 52-week range of 10 to 96.

Tyson Foods (TSN) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 66.

Hormel Foods (HRL) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 50.
Coal stock IV bid as shares trade higher

Peabody Energy (BTU) 30-day option implied volatility is at 109; compared to its 52-week range of 75 to 143. Call put ratio 15 calls to 1 put as shares rally 6.6%.

Arch Coal, Inc. (ARCH) 30-day option implied volatility is at 90; compared to its 52-week range of 48 to 119. Call put ratio 2 calls to 1 put as shares rally 8.2%.

China EV calls active as shares rally

Nio (NIO) 30-day option implied volatility is at 81; compared to its 52-week range of 49 to 133. Call put ratio 2 calls to 1 put as shares rally 8.8%.

Li Auto Inc. (LI) 30-day option implied volatility is at 73; compared to its 52-week range of 50 to 119. Call put ratio 1.3 calls to 1 put as shares rally 3.9%.

XPeng Inc. (XPEV) 30-day option implied volatility is at 77; compared to its 52-week range of 54 to 129. Call put ratio 2.5 calls to 1 put as shares rally 7%.

Options with decreasing option implied volatility: SOS KSS UMC MU
Increasing unusual option volume: ARMK TEN GERN SGEN RFP GOL
Increasing unusual call option volume: IGT GERN SGEN FFIE SUN GNW
Increasing unusual put option volume: TEN TTCF EWU
Active options: TSLA AAPL AMD SNAP AMZN NVDA NIO F AMC BABA GME BAC META BBBY MU MSFT NCLH OXY XOM INTC