Mid-session IV Report June 15, 2022

Mid-session IV Report June 15, 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: DWAC MSTR IVR BITO GGPI EDU ACAD NLY WFC STWD

Popular stocks with increasing volume: AAL WBD COIN DAL BA RBLX LCID BAC

Option IV softens into FOMC meeting

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 28; compared to its 52-week range of 11 to 32. Call put ratio 1 call to 1.2 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 36; compared to its 52-week range of 14 to 40. Call put ratio 1 call to 1.1 puts.

ARK Innovation (ARKK) 30-day option implied volatility is at 75; compared to its 52-week range of 28 to 92. Call put ratio 1 call to 1.6 puts as shares rally 3.5%.

Tuttle Capital Short Innovation (SARK) 30-day option implied volatility is at 77; compared to its 52-week range of 40 to 96 as shares decrease 3.5%.

Apple (AAPL) 30-day option implied volatility is at 39; compared to its 52-week range of 19 to 44.

Tesla (TSLA) 30-day option implied volatility is at 77; compared to its 52-week range of 35 to 84 as shares rally 2.2%.

Meta Platforms (META) 30-day option implied volatility is at 52; compared to its 52-week range of 21 to 79 as shares trade below $166.

Amazon (AMZN) 30-day option implied volatility is at 48; compared to its 52-week range of 19 to 54 as shares rally 3.4%.

Netflix (NFLX) 30-day option implied volatility is at 63; compared to its 52-week range of 21 to 71 as shares rally 5.3%.

Alphabet (GOOGL) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 49.

GameStop (GME) 30-day option implied volatility is at 128; compared to its 52-week range of 69 to 169.

AMC Entertainment (AMC) 30-day option implied volatility is at 130; compared to its 52-week range of 95 to 290 as shares rally 3.7%. Call put ratio 2.9 calls to 1 put.

Visa (V) 30-day option implied volatility is at 35; compared to its 52-week range of 19 to 43.

MasterCard (MA) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 44.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 49; compared to its 52-week range of 25 to 50. Call put ratio 1.6 calls to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 25; compared to its 52-week range of 12 to 25.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 19; compared to its 52-week range of 5 to 21. Call put ratio 21 calls to 1 put.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 20; compared to its 52-week range of 4 to 23. Call put ratio 1 call to 1.3 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 16; compared to its 52-week range of 6 to 15. Call put ratio 1 call to 10 puts as shares rally 0.9%.

Ishares Msci Eafe Etf (EFA) 30-day option implied volatility is at 24; compared to its 52-week range of 11 to 37. Call put ratio 1 call to 2.9 put as shares rally 0.9%.

Digital World Acquisition Corp (DWAC) call put ratio 1 call to 2.4 puts as shares rally 10%

Options with decreasing option implied volatility: DOCU CFVI IPOD PSTH
Increasing unusual option volume: ACAD BOXD OTIS EWJ BXMT
Increasing unusual call option volume: BOXD ACAD EDU VST FANG
Increasing unusual put option volume: VGK MXEA ACAD EWJ EAT
Active options: TSLA AMZN AAPL NVDA META MSFT AMD NIO F BABA AAL AMC WBD COIN DAL BA RBLX RDBX LCID BAC