Mid-session IV Report June 21, 2022

Mid-session IV Report June 21, 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 GME SNAP NFLX SIRI K

Popular stocks with increasing volume: XOM RBLX LCID SOFI HOOD BA AAL

Option IV into quarter results

Carnival Corp (CCL) June weekly call option implied volatility is at 171, July is at 104; compared to its 52-week range of 41 to 101 into the expected release of quarter results on June 22.

KB Home (KBH) July call option implied volatility is at 74, August is at 69; compared to its 52-week range of 29 to 70 into the expected release of quarter results before the bell on June 22.

Steelcase (SCS) July call option implied volatility is at 70, August is at 61; compared to its 52-week range of 21 to 61 into the expected release of quarter results after the bell on June 22.

Winnebago (WGO) July call option implied volatility is at 70, August is at 60; compared to its 52-week range of 35 to 105 into the expected release of quarter results before the bell on June 22. Call put ratio 1 call to 5.8 puts.

Kellogg (K) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 29 after separating its North American cereal and plant-based foods businesses. Call put ratio 2 calls to 1 put.

Options with decreasing option implied volatility: MSTR ORLC KOLD CLR KR ADBE
Increasing unusual option volume: EWY BKSY MGNI QFIN ACAD SIGA ADN
Increasing unusual call option volume: MGNI QFIN BKSY SIGA HTLH GERN ACAD
Increasing unusual put option volume: EWY ACAD CORN HSBC KR EDU DVA
Active options: TSLA AAPL AMZN AMD NIO F AMC META PLTR BAC BABA MSFT XOM RBLX LCID SOFI HOOD BA AAL