Mid-session IV Report June 30, 2022

Mid-session IV Report June 30, 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: REV BRCC CLDX CCL NCLH RCL TEVA DB EBAYVIX RIO BTI IPOF

Popular stocks with increasing volume: SHOP AMC CGC NIO BBBY F HOOD PFE WBA CCL JBLU XOM

Option IV into end of quarter

Micron (MU) July weekly call option implied volatility is at 165, July is at 68; compared to its 52-week range of 26 to 68 into the expected release of quarte results today after the bell.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 28; compared to its 52-week range of 11 to 56. Call put ratio 1call to 1.6 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 35; compared to its 52-week range of 14 to 40.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 21; compared to its 52-week range of 12 to 26 as interest rates pull back.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 73; compared to its 52-week range of 28 to 91.

United States Oil Fund (USO) 30-day option implied volatility is at 46; compared to its 52-week range of 28 to 81 as WTI crude oil and share price trends lower. Call put ratio 1 call to 1.8 puts.

United States Natural Gas (UNG) 30-day option implied volatility is at 64; compared to its 52-week range of 39 to 199 as shares sell off 5.8%.

Apple (AAPL) 30-day option implied volatility is at 41; 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 call to 1 put as shares sell off 3%.

Alibaba (BABA) 30-day option implied volatility is at 69; compared to its 52-week range of 24 to 100. Call put ratio 1 call to 1 put as shares sell off 3%.

Coinbase (COIN) 30-day option implied volatility is at 134; compared to its 52-week range of 45 to 173. Call put ratio 1 call to 2 puts as shares sell off 6%.

American Airlines (AAL) 30-day option implied volatility is at 75; compared to its 52-week range of 39 to 86. Call put ratio 1 call to 1.1 puts as shares sell off 5%.

Delta Air Lines (DAL) 30-day option implied volatility is at 60; compared to its 52-week range of 32 to 71 as shares sell off 4.7%.

Southwest Airlines (LUV) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 58. Call put ratio 1.5 calls to 1 put as shares sell off 2.6%.

United Airlines (UAL) 30-day option implied volatility is at 71; compared to its 52-week range of 37 to 86. Call put ratio 1.2 calls to 1 put as shares sell off 4%.

Mover

Revlon (REV) 30-day option implied volatility is at 396; compared to its 52-week range of 54 to 591 as shares down 16%. Call put ratio 2.6 calls to 1 put as shares rally 13%.

Options with decreasing option implied volatility: AXSM ZEN KMX FDX PSTH
Increasing unusual option volume: EDZ MGY BBD KZR
Increasing unusual call option volume: ASHR HLF TCRT SMAR FLEX KZR JBLU
Increasing unusual put option volume: HGEN CGC DB
Active options: AMZN TSLA AAPL AMD NVDA META BAC MSFT SHOP AMC CGC NIO BBBY F HOOD PFE WBA CCL JBLU XOM