Mid-session IV Report June 10, 2022

Mid-session IV Report June 10, 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: RDBX COGT MELI VIXY UPRO CZR ILMN BCS SDC BEN UVXY IPOD VOO EMB HYG LUV MS

Popular stocks with increasing volume: AMD DOCU DKNG AAL CSCO ABNB

Energy stocks option IV softly ticks up as share prices stable compared to broad market

Exxon Mobil (XOM) 30-day option implied volatility is at 34; compared to its 52-week range 24 to 46.

Chevron (CVX) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 46.

Valero Energy (VLO) 30-day option implied volatility is at 44; compared to its 52-week range 32 to 52.

Phillips 66 (PSX) 30-day option implied volatility is at 38; compared to its 52-week range of 30 to 48.

Marathon Oil (MRO) 30-day option implied volatility is at 55; compared to its 52-week range 43 to 70.

Marathon Petroleum (MPC) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 47.

Occidental Petroleum (OXY) 30-day option implied volatility is at 59; compared to its 52-week range of 46 to 89. Call put ratio 2.4 calls to 1 put.

Option IV increases

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 26; compared to its 52-week range of 11 to 32.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 33; compared to its 52-week range of 14 to 40. Call put ratio 1 call to 2 puts.

ARK Innovation (ARKK) 30-day option implied volatility is at 74; compared to its 52-week range of 28 to 92 as shares sell off 6.4%.

Tuttle Capital Short Innovation (SARK) 30-day option implied volatility is at 75; compared to its 52-week range of 40 to 96 ss shares rally 6%.

ARK Next Generation (ARKW) 30-day option implied volatility is at 69; compared to its 52-week range of 24 to 81.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 49; compared to its 52-week range of 21 to 59.

ARK Fintech Innovation (ARKF) 30-day option implied volatility is at 71; compared to its 52-week range of 22 to 88 as shares sell off 6.5%.

Options with decreasing option implied volatility: GTLB DOCU COUP IOVA SIG CPB
Increasing unusual option volume: CMPS PTEN KDP ILMN
Increasing unusual call option volume: CCL NCLH VGZ EWU DOCU
Increasing unusual put option volume: ILMN AUY OLLI DOCU BEN
Active options: AMZN AAPL AMD DOCU BROS CEI DKNG FCEL AAL CGC CSCO ABNB DNN AUR ALT APT BGFV CRBU CRON CSTE