Mid-session IV Report June 9, 2022

Mid-session IV Report June 9, 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: CS RDBX NXPI EWG AMD

Popular stocks with increasing volume: META XOM AAL OXY DKNG CCL RBLX PDD NFLX MRNA

Semi’s into AMD analyst day

Advanced Micro Devices Inc (AMD) June weekly call option implied volatility is at 22, June is at 65; compared to its 52-week range of 29 to 73 into a company hosting a financial analyst day today at 3:30pm. Call put ratio 2 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 51; compared to its 52-week range of 31 to 82.

Lam Research (LRCX) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 57.

Applied Materials (AMAT) 30-day option implied volatility is at 42; compared to its 52-week range of 29 to 59.

KLA Corp. (KLAC) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 56. Call put ratio 1 call to 11 puts.

Qualcomm (QCOM) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 58.

Intel (INTC) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 48.

STMicroelectronics NV (STM) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 109.

NXP Semiconductors (NXPI) 30-day option implied volatility is at 45; compared to its 52-week range of 28 to 56. C NXPI all put ratio 2.5 calls to 1 put as shares rally 7%.

Universal Display (OLED) 30-day option implied volatility is at 47; compared to its 52-week range of 30 to 66.

Skyworks (SWKS) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 55. Call put ratio 1 call to 2 puts.

Micron (MU) 30-day option implied volatility is at 51; compared to its 52-week range of 26 to 68.

Western Digital (WDC) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 62.

Broadcom (AVGO) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 48. Call put ratio 4.3 calls to 1 put.

Analog Devices (ADI) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 44.

Marvell Technology (MRVL) 30-day option implied volatility is at 50; compared to its 52-week range of 29 to 80.

Microchip (MCHP) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 54.

Taiwan Semi (TSM) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 49.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 49. Call put ratio 1 calls to 3 puts.

Movers

Moderna (MRNA) June weekly call option implied volatility is at 94, June is at 75; compared to its 52-week range of 53 to 98. Call put ratio 1 call to 1.1 puts as shares sell off 6.4%.

Clean Energy Fuels (CLNE) call put ratio 80 calls to 1 put with focus on June 6 and 7 calls.

Options with decreasing option implied volatility: COUP ASAN SIG FIVE ASO LULU CPB
Increasing unusual option volume: FIVE PTEN CS SEAC SIG NRXP SUNW CLNE MRNA
Increasing unusual call option volume: CS FIVE SEAC SIG SUNW
Increasing unusual put option volume: MSOS NWL FIVE SIG STT ZEN
Active options: AMZN TSLA AAPL BABA NIO AMD NVDA AMC META MSFT XOM IMPP AAL OXY BAC DKNG CCL RBLX PDD NFLX