Mid-session IV Report June 7, 2022

Mid-session IV Report June 7, 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: YINN BBAI GGPI EVEX OIS VIRT

Retailer IV movers

Target (TGT) 30-day option implied volatility is at 33; compared to its 52-week range of 17 to 47 as shares sell off 3%. Call put ratio 1 call to 1.1 puts with focus on June calls and puts after cutting near term outlook.

Amazon (AMZN) 30-day option implied volatility is at 42; compared to its 52-week range of 19 to 53 as shares rally 3.4%. Call put ratio 1.7 calls to 1 put as shares sell off 2.5%.

Shopify (SHOP) 30-day option implied volatility is at 86; compared to its 52-week range of 35 to 104 as shares rally 3.7% after approval of stock split. Call put ratio 3.2 calls to 1 put.

Option IV into quarter results

Bausch + Lomb Corporation (BLCO) June call option implied volatility is at 88, July is at 71; compared to its 52-week range of 50 to 63 into the expected release of quarter results on June 8. Call put ratio 33 calls to 1 put.

The Lovesac Company (LOVE) June call option implied volatility is at 141, July is at 101; compared to its 52-week range of 60 to 130 into the expected release of quarter results before the bell on June 8.

Campbell Soup (CPB) June weekly call option implied volatility is at 69, June is at 41; compared to its 52-week range of 18 to 43 into the expected release of quarter results before the bell on June 8.

DocuSign Inc. (DOCU) June weekly call option implied volatility is at 230, June is at 146; compared to its 52-week range of 32 to 113 into the expected release of quarter results after the bell on June 9. Call put ratio 1 call to 2 puts.

Options with decreasing option implied volatility: ASAN AMC GME KSS ASO RH CPRI LULU CRM
Increasing unusual option volume: CHS SJM DGX JOAN COUP EVEX
Increasing unusual call option volume: DGX EVEX GSK COUP UUP
Increasing unusual put option volume: LAZR NEWR GTLB COUP PLAN
Active options: AMZN AAPL TSLA AMD NVDA FB XOM CHPT TGT HOOD AMC BABA NIO F WMT MSFT VERU MU AFRM