Mid-session IV Report June 28, 2022

Mid-session IV Report June 28, 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: VTRS STRO GIS MU

Popular stocks with increasing volume: HOOD BA XOM OXY AAL DIS PLTR

Movers on China opening

Tesla (TSLA) 30-day option implied volatility is at 71; compared to its 52-week range of 36 to 84. Call put ratio 1.2 calls to 1 put amid China opening.

Walt Disney (DIS) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 58 as shares rally 3% to $100. Call put ratio 3.3 calls to 1 put after announcing China park opening.

Starbucks (SBUX) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 42. Call put ratio 2.3 calls to 1 put after China opening.

Yum China (YUMC) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 106. Call put ratio 18 calls to 1 put amid China opening as shares rally 4%.

Boeing (BA) 30-day option implied volatility is at 53; compared to its 52-week range of 28 to 63. Call put ratio 2 calls to 1 put as shares rally 3%.

Las Vegas Sands (LVS) 30-day option implied volatility is at 58; compared to its 52-week range of 35 to 72 as shares rally 8%. Call put ratio 7 calls to 1 put amid China opening.

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 61; compared to its 52-week range of 36 to 72 as shares rally 7.8%. Call put ratio 1.47 calls to 1 put amid China opening.

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

Caesars Entertainment (CZR) 30-day option implied volatility is at 69; compared to its 52-week range of 42 to 83 as shares rally 2.5%. Call put ratio 1 call to 2.6 puts amid China opening.

Nike (NKE) July weekly call option implied volatility is at 50, July is at 40; compared to its 52-week range of 20 to 52 after quarter results and China opening. Call put ratio 1.1 calls to 1 put.

Alibaba (BABA) 30-day option implied volatility is at 66; compared to its 52-week range of 28 to 100.

Farfetch Limited (FTCH) 30-day option implied volatility is at 103; compared to its 52-week range of 47 to 165 as shares sell off 9%. Call put ratio 1 call to 1 put as shares sell off 9.5%.

NIO Inc. (NIO) 30-day option implied volatility is at 85; compared to its 52-week range of 49 to 133. Call put ratio 1 calls to 2.5 puts as shares sell off 2.6%.

Apple (AAPL) 30-day option implied volatility is at 37; 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 1.1 calls to 1 put amid China opening.

Qualcomm (QCOM) 30-day option implied volatility is at 48; compared to its 52-week range of 22 to 58 amid China opening. Call put ratio 3.2 calls to 1 put as shares rally 1.9%.

FedEx (FDX) July weekly call option implied volatility is at 51, July is at 37; compared to its 52-week range of 22 to 54 amid the company hosting an investor and analyst day today. Call put ratio 1 call to 1 put.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 69; compared to its 52-week range of 28 to 91. Call put ratio 2 calls to 1 put as shares sell off 2.2%.

Revlon (REV) 30-day option implied volatility is at 197; compared to its 52-week range of 54 to 598 as shares down 17%. Call put ratio 1.7 calls to 1 put.

Robinhood (HOOD) 30-day option implied volatility is at 97; compared to its 52-week range of 51 to 225 amid M&A headlines. Call put ratio 2.2 calls to 1 put as shares sell off 1.7%.

Options with decreasing option implied volatility: AXSM ZEN VIX GME ACAD KMX BB FDX NLY
Increasing unusual option volume: WOW NIO KZR ENDP AVPT WPC BOXD
Increasing unusual call option volume: KZR GSM WPC AVPT BOXD TCOM YUMC BARK
Increasing unusual put option volume: GSG BHP CAN AA LI NKE APO
Active options: TSLA AAPL AMZN AMC NKE NVDA BAC HOOD META BA XOM OXY NIO MSFT LI BABA AAL DIS PLTR