Mid-session IV Report June 13, 2022

Mid-session IV Report June 13, 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: MSTR UVXY GGPI COIN BITO IVR NCLH RCL

Popular stocks with increasing volume: XOM NIO COIN AAL CCL BAC

Option IV increases

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 31; compared to its 52-week range of 11 to 32. Call put ratio 1 call to 1.7 puts as shares sell off 3.5%.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 38; compared to its 52-week range of 14 to 40. Call put ratio 1 call to 1.6 puts.

ARK Innovation (ARKK) 30-day option implied volatility is at 83; compared to its 52-week range of 28 to 92 as shares sell off 8.8%. Call put ratio 1 call to 2 puts.

Tuttle Capital Short Innovation (SARK) 30-day option implied volatility is at 83; compared to its 52-week range of 40 to 96 as shares increase 9%.

Apple (AAPL) 30-day option implied volatility is at 42; compared to its 52-week range of 19 to 44 as shares sell off 3%.

Tesla (TSLA) 30-day option implied volatility is at 81; compared to its 52-week range of 35 to 84 as shares sell off 6%.

Meta Platforms (META) 30-day option implied volatility is at 55; compared to its 52-week range of 21 to 79 as shares sell off 4.7%.

Amazon (AMZN) 30-day option implied volatility is at 52; compared to its 52-week range of 19 to 54 as shares sell off 6.6%.

Netflix (NFLX) 30-day option implied volatility is at 66; compared to its 52-week range of 21 to 71 as shares sell off 6%.

Alphabet (GOOGL) 30-day option implied volatility is at 43; compared to its 52-week range of 18 to 49 as shares sell off 4%.

GameStop (GME) 30-day option implied volatility is at 129; compared to its 52-week range of 69 to 169 as shares sell off 10.5%.

AMC Entertainment (AMC) 30-day option implied volatility is at 134; compared to its 52-week range of 95 to 290 as shares sell off 10.4%.

Crypto themed stocks as bitcoin fell below $24,000, its lowest level since December 2020

Coinbase (COIN) 30-day option implied volatility is at 157; compared to its 52-week range of 45 to 174 as Bitcoin near 18-month low. Call put ratio 1 call to 2.99 puts as shares sell off 11%.

Marathon Patent Group (MARA) 30-day option implied volatility is at 134; compared to its 52-week range of 89 to 183.

Riot Blockchain (RIOT) 30-day option implied volatility is at 165; compared to its 52-week range of 88 to 182 as shares sell off 11%.

Microvision (MVIS) 30-day option implied volatility is at 108; compared to its 52-week range of 88 to 153 as shares sell off 7.8%.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 204; compared to its 52-week range of 65 to 220 as shares sell off 26%. Call put ratio 1 call to 4 puts.

Bit Digital (BTBT) 30-day option implied volatility is at 113; compared to its 52-week range of 92 to 254 as shares sell off 13%.

ProShares Trust – ProShares Bitcoin Strategy ETF (BITO) 30-day option implied volatility is at 110; compared to its 52-week range of 59 to 115 as shares sell off 19%.

Options with decreasing option implied volatility: YINN GTLB PSTH
Increasing unusual option volume: BXMT DVA CMPS JOBY
Increasing unusual call option volume: BXMT VIRT JOBY G
Increasing unusual put option volume: BALL HRB STWD GFS JOBY NKLA
Active options: AMZN AAPL TSLA AMD NVDA BABA AMC XOM CHPT META RDBX F NIO COIN MSFT AAL LAZR CCL BAC IMPP