Mid-session IV Report June 17, 2022

Mid-session IV Report June 17, 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

Popular stocks with increasing volume: BABA ADBE REV BA F BAC JD UBER XOM

Alibaba (BABA) 30-day option implied volatility is at 70; compared to its 52-week range of 24 to 100 after Chinese central bank accepts Ant’s financial holding application, Reuters says.

Option implied volatility for Entertainment and Gaming

Caesars (CZR) 30-day option implied volatility is at 82; compared to its 52-week range of 41 to 83.

MGM Resorts (MGM) 30-day option implied volatility is at 61; compared to its 52-week range of 35 to 62.

Penn National (PENN) 30-day option implied volatility is at 74; compared to its 52-week range of 49 to 84.

Las Vegas Sands (LVS) 30-day option implied volatility is at 64; compared to its 52-week range of 34 to 72.

Wynn Resorts (WYNN) 30-day option implied volatility is at 68; compared to its 52-week range of 34 to 72.

Melco Resorts (MLCO) 30-day option implied volatility is at 98; compared to its 52-week range of 35 to 136.

DraftKings (DKNG) 30-day option implied volatility is at 98; compared to its 52-week range of 44 to 111.

Options with decreasing option implied volatility: ORCL PSTH
Increasing unusual option volume: ADN HST PTEN SGEN
Increasing unusual call option volume: MTB ADN BBD EBIX
Increasing unusual put option volume: INDA BKR JEF BIG
Active options: TSLA AAPL AMZN NIO NVDA AAL AMC META MSFT CHPT ADBE REV BA F BAC JD UBER XOM