Mid-session IV Report June 16, 2022

Mid-session IV Report June 16, 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: FVRR DWAC MSTR BITO NCR KSS JBLU RKT AAL WBD RDBX FRGE EBIX PERI COF

Popular stocks with increasing volume: BA KR AAL XOM INTC RBLX CCL

Oil IV steady

United States Oil Fund (USO) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 81 as WTI crude is flat at $115.

Tech IV increases as shares pull back

Airbnb (ABNB) 30-day option implied volatility is at 71; compared to its 52-week range of 35 to 77 shares sell off 8%.

Capital One Financial (COF) 30-day option implied volatility is at 53; compared to its 52-week range of 28 to 51. Call put ratio 1 call to 2.4 puts as shares sell off 8%.

PayPal (PYPL) 30-day option implied volatility is at 66; compared to its 52-week range of 24 to 84. Call put ratio 2.4 calls to 1 put as shares sell off 6.3%.

Block (SQ) 30-day option implied volatility is at 97; compared to its 52-week range of 35 to 109 as shares sell off 8.9%.

Affirm (AFRM) 30-day option implied volatility is at 130; compared to its 52-week range of 60 to 213 as shares sell off 10.5%.

Wayfair (W) 30-day option implied volatility is at 101; compared to its 52-week range of 44 to 117 as shares sell off 8.3%.

Shopify (SHOP) 30-day option implied volatility is at 93; compared to its 52-week range of 36 to 104 as shares sell off 6.5%.

Spotify (SPOT) 30-day option implied volatility is at 68; compared to its 52-week range of 34 to 89. Call put ratio 2.3 calls to 1 put as shares sell off 7%.

Zoom (ZM) 30-day option implied volatility is at 75; compared to its 52-week range of 34 to 114 as shares sell off 6.8%.

DoorDash (DASH) 30-day option implied volatility is at 98; compared to its 52-week range of 44 to 120. Call put ratio 1 call to 3 puts as shares sell off 8.9%.

Carvana (CVNA) 30-day option implied volatility is at 141; compared to its 52-week range of 37 to 199 as shares sell off 10.5%.

Perion Network (PERI) 30-day option implied volatility is at 61; compared to its 52-week range of 52 to 119. Call put ratio 1 call to 17 puts as shares sell off 5.5%.

Ebix (EBIX) 30-day option implied volatility is at 140; compared to its 52-week range of 47 to 115. Call put ratio 1 call to 1.6 puts as shares sell off 39%.

Silvergate Capital (SI) 30-day option implied volatility is at 123; compared to its 52-week range of 66 to 164 as Bitcoin trades $21,000. Call put ratio 1 call to 2 puts as shares sell off 7%.

Options with decreasing option implied volatility: CFVI KR JBL
Increasing unusual option volume: ADN EBIX JEF RCII GGB WEBR
Increasing unusual call option volume: ADN EBIX PSQ CTIC
Increasing unusual put option volume: WEBR JEF RCII KBH AER ACAD
Active options: AAPL TSLA AMZN F AMD NVDA T META NIO BABA MSFT AMC BAC BA KR AAL XOM INTC RBLX CCL