Mid-session IV Report March 1, 2022

Mid-session IV Report March 1, 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: RSX VTRS BRCC GDRX AM C DB BBBY IQ RBOT

Increasing unusual option volume: LCID SOFI ZM FCX XOM TGT COIN OXY F PLTR

Metal stocks options active as shares trend higher

Alcoa (AA) 30-day option implied volatility is at 73; compared to its 52-week range of 49 to 74 as shares up 8%. Call put ratio 3 calls to 1 put.

Nucor (NUE) 30-day option implied volatility is at 54; compared to its 52-week range of 30 to 59 as shares trend higher.

Freeport-McMoran (FCX) 30-day option implied volatility is at 55; compared to its 52-week range of 41 to 64 as shares trend higher.

U.S. Steel (X) 30-day option implied volatility is at 67; compared to its 52-week range of 49 to 108 as shares up 1.8%.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 65; compared to its 52-week range of 49 to 114 as shares trade up 4%. Call put ratio 2.7 calls to 1 put.

Option IV into quarter results

AMC Entertainment (AMC) March weekly call option implied volatility is at 202, March is at 140; compared to its 52-week range of 95 to 435 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put.

First Solar (FSLR) March weekly call option implied volatility is at 116, March is at 70; compared to its 52-week range of 33 to 61 into the expected release of quarter results today after the bell. Call put ratio 3.3 calls to 1 put.

Dutch Bros (BROS) March call option implied volatility is at 112, April is at 95; compared to its 52-week range of 66 to 133 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

GrowGeneration (GRWG) March weekly call option implied volatility is at 250, March is at 140; compared to its 52-week range of 61 to 125 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.

Nordstrom (JWN) March weekly call option implied volatility is at 205, March is at 107; compared to its 52-week range of 45 to 95 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put.

Salesforce (CRM) March weekly call option implied volatility is at 125, March is at 63; compared to its 52-week range of 22 to 53 into the expected release of quarter results today after the bell. Call put ratio 3.3 calls to 1 put.

SoFi Technologies (SOFI) March weekly call option implied volatility is at 262, March is at 135; compared to its 52-week range of 50 to 117 into the expected release of quarter results after the bell. Call put ratio 2.4 calls to 1 put.

WW International (WW) March weekly call option implied volatility is at 215, March is at 116; compared to its 52-week range of 43 to 101 into the expected release of quarter results today the after bell.

Abercrombie & Fitch (ANF) March weekly call option implied volatility is at 175, March is at 91; compared to its 52-week range of 44 to 77 into the expected release of quarter results the bell on March 2.

American Eagle (AEO) March weekly call option implied volatility is at 150, March is at 87; compared to its 52-week range of 40 to 65 into the expected release of quarter results after the bell on March 2.

Box (BOX) March call option implied volatility is at 66, April is at 51; compared to its 52-week range of 29 to 73 into the expected release of quarter results after the bell on March 2. Call put ratio 56 calls to 1 put.

Pure Storage (PSTG) March call option implied volatility is at 80, April is at 62; compared to its 52-week range of 37 to 67 into the expected release of quarter results after the bell on March 2.

Splunk (SPLK) March weekly call option implied volatility is at 170, March is at 95; compared to its 52-week range of 32 to 67 into the expected release of quarter results after the bell on March 2. Call put ratio 1 call to 1.8 puts.

Options with decreasing option implied volatility: LMND TDOC SQ ETSY SPCE HTZ ZM MNST
Increasing unusual option volume: MULN EQNR APLS WEAT CTIC
Increasing unusual call option volume: MULN EQNR SPGI WEAT CTIC GDRX BNO CORN
Increasing unusual put option volume: GDRX FL VRM RSX CORZ AMBA
Active options: TSLA LCID AAPL AMD AMC SOFI ZM FCX XOM MARA BAC NIO FB TGT NVDA COIN OXY F PLTR BABA