Mid-session IV Report June 27, 2022

Mid-session IV Report June 27, 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: EQX CFVI PSNY VERU SJT SSRM DLO META UPS

Popular stocks with increasing volume: HOOD PLTR SQ NCLH CCL COIN GME XOM

Apple & QCOM option IV

Apple (APPL) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 44 into the expected release of quarter results after the bell on July 25. Call put ratio 1.3 calls to 1 put after Supreme Court passes on Apple, Qualcomm patent dispute, Bloomberg says.

Qualcomm (QCOM) 30-day option implied volatility is at 45; compared to its 52-week range of 22 to 58 after Supreme Court passes on Apple, Qualcomm patent dispute, Bloomberg says. Call put ratio 2.4 calls to 1 put as shares rally 3.4%.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 26; compared to its 52-week range of 11 to 56 into 2-day Fed meeting on July 26 and 27.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 32; compared to its 52-week range of 14 to 40 into 2-day Fed meeting on July 26 and 27.

United States Oil Fund (USO) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 81 as WTI crude oil trades $107. Call put ratio 1 call to 1.8 puts.

Nike (NKE) July weekly call option implied volatility is at 95, July is at 55; compared to its 52-week range of 20 to 52 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.3 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 72; compared to its 52-week range of 28 to 91 as shares pull back.

Alibaba (BABA) 30-day option implied volatility is at 67; compared to its 52-week range of 24 to 100. Call put ratio 2.7 calls to 1 put as shares rally 1.5%.

Revlon (REV) 30-day option implied volatility is at 223; compared to its 52-week range of 54 to 598 as shares are flat.

Options with decreasing option implied volatility: RDBX SPG QLD ACAD AXSM ZEN GME KBH KMX META STWD FDX BKLN
Increasing unusual option volume: FSK BOXD GOL ENTG VTI SIGA SID
Increasing unusual call option volume: BOXD VTI ASHR ENTG SID
Increasing unusual put option volume: FSK MSOS AVYA ENTG EWC BHP ALB
Active options: TSLA AAPL AMZN NVDA AMD META NIO BABA AMC HOOD PLTR MSFT F SQ BAC NCLH CCL COIN GME XOM