Mid-session IV Report June 6, 2022

Mid-session IV Report June 6, 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.

Options with increasing option implied volatility: TWTR BBAI GGPI

Popular stocks with increasing volume: AMZN DIDI CHPT AMC TWTR AAL DKNG PLTR F K MU

Amazon (AMZN) 30-day option implied volatility is at 45; compared to its 52-week range of 19 to 53 as shares rally 3.4%. Call put ratio 2.6 calls to 1 put with focus on September calls.

Shopify (SHOP) 30-day option implied volatility is at 87; compared to its 52-week range of 35 to 104 as shares rally 2.7%. Call put ratio 2.8 calls to 1 put.

Semi Option Movers into AMD analyst day

Advanced Micro Devices Inc (AMD) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 73 into a company hosted financial analyst day on June 9. Call put ratio 1.8 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 54; compared to its 52-week range of 31 to 82 into a Advanced Micro Devices Inc (AMD) company hosted financial analyst day on June 9.

Lam Research (LRCX) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 57 into a Advanced Micro Devices Inc (AMD) company hosted financial analyst day on June 9.

Applied Materials (AMAT) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 59 into a Advanced Micro Devices Inc (AMD) company hosted financial analyst day on June 9.

KLA Corp. (KLAC) 30-day option implied volatility is at 43; compared to its 52-week range of 28 to 56 into a Advanced Micro Devices Inc (AMD) company hosted financial analyst day on June 9.

Qualcomm (QCOM) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 58 into a Advanced Micro Devices Inc (AMD) company hosted financial analyst day on June 9. Call put ratio 1 call to 1.8 puts.

Intel (INTC) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 48 into a Advanced Micro Devices Inc (AMD) company hosted financial analyst day on June 9.

Option IV into quarter results

Coupa (COUP) June weekly call option implied volatility is at 204, June is at 140; compared to its 52-week range of 38 to 118 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.9 puts.

Academy Sports and Outdoor (ASO) June weekly call option implied volatility is at 139, June is at 100; compared to its 52-week range of 43 to 87 into the expected release of quarter results before the bell on June 7. Call put ratio 2.6 calls to 1 put as shares sell off 1%.

Dave & Buster’s Entertainment (PLAY) June weekly call option implied volatility is at 155, June is at 140; compared to its 52-week range of 48 to 84 into the expected release of quarter results before the bell on June 7. Call put ratio 1.5 calls to 1 put.

JM Smucker (SJM) June call option implied volatility is at 45, July is at 33; compared to its 52-week range of 17 to 71 into the expected release of quarter results before the bell on June 7. Call put ratio 1 call to 2.7 puts.

United Natural Foods (UNFI) June call option implied volatility is at 96, July is at 66; compared to its 52-week range of 41 to 95 into the expected release of quarter results before the bell on June 7.

Options with decreasing option implied volatility: ASAN AMC CHWY IVR PSTG CPRI PATH LULU CRM NTAP VMW
Increasing unusual option volume: SHLS FLEX ME SJM K DK ARRY KDP BNO GEVO SID VICI
Increasing unusual call option volume: K DK ARRY BNO GEVO SID VICI
Increasing unusual put option volume: VSTO PCG VGK DQ SB DFS DIDI PWR HRB CAH ME
Active options: AMZN AAPL TSLA NIO AMD BABA NVDA DIDI CHPT AMC FB TWTR MSFT BAC AAL DKNG PLTR F K MU