Mid-session IV Report June 14, 2022

Mid-session IV Report June 14, 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: IVR GGPI EDU BITO VOO CCL NCLH ROKU MSTR COIN UVXY

Popular stocks with increasing volume: FDX AAL TWTR OXY XOM LCID KO SOFI

Financing tech stocks option IV up as shares pull back as rates move higher into Fed meeting

Capital One Financial (COF) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 51.

Block (SQ) 30-day option implied volatility is at 97; compared to its 52-week range of 35 to 109 as shares sell off 2.2%.

Affirm Holdings (AFRM) 30-day option implied volatility is at 133; compared to its 52-week range of 60 to 214.

PayPal (PYPL) 30-day option implied volatility is at 66; compared to its 52-week range of 24 to 84. Call put ratio 3.3 calls to 1 put.

Ally Financial (ALLY) 30-day option implied volatility is at 50; compared to its 52-week range of 29 to 51.

Annaly Capital Management (NLY) 30-day option implied volatility is at 31; compared to its 52-week range of 15 to 296. Call put ratio 1 call to 3.9 puts.

GitLab Inc (GTLB) 30-day option implied volatility is at 92; compared to its 52-week range of 51 to 146.

Starwood Property Trust (STWD) 30-day option implied volatility is at 38; compared to its 52-week range of 17 to 38. Call put ratio 1 call to 2.1 puts.

Rocket Companies (RKT) 30-day option implied volatility is at 75; compared to its 52-week range of 39 to 97. Call put ratio 1 call to 3.7 puts as shares sell off 3.1%.

Essent Group (ESNT) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 53.

LendingTree (TREE) 30-day option implied volatility is at 85; compared to its 52-week range of 47 to 94.

Pennymac Financial Services (PFSI) 30-day option implied volatility is at 56; compared to its 52-week range of 25 to 57.

Continental Resources (CLR) 30-day option implied volatility is at 48; compared to its 52-week range of 48 to 73 after announces receipt of $70 per share take private offer. Call put ratio 2.2 calls to 1 put.

Options with decreasing option implied volatility: FDX ORCL PSTH IPOF CLR
Increasing unusual option volume: TTI ING AQB INDA HUSA CLVS
Increasing unusual call option volume: HUSA ARCH CAN EDU PLL
Increasing unusual put option volume: ING INDA CLVS ORCL JKS LAZR AR
Active options: AAPL AMZN TSLA ORCL AMD NVDA F META BABA MSFT NIO RDBX TWTR LAZR AMC AAL CLVS COIN OXY SOFI