Mid-session IV Report March 10, 2022

Mid-session IV Report March 10, 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: BABA WE GRPN ZNGA ASTS BBBY ZIM HL STLA CPNG CS

Increasing unusual option volume: AMZN JD INTC AAL CS XOM OXY PLTR

Alibaba (BABA) option IV increases as shares sell off

Alibaba (BABA) March weekly call option implied volatility is at 100, March is at 77; compared to its 52-week range of 24 to 83. Call put ratio 1.9 to 1 put as shares sell off 9%.

Amazon (AMZN) 30-day option implied volatility is at 39; compared to its 52-week range of 19 to 54 after board authorizes 20-for-1 stock split. Call put ratio 1.8 calls to 1 put as shares rally 4.9%.

FedEx (FDX) March weekly call option implied volatility is at 52, March is at 74; compared to its 52-week range of 22 to 54 into the expected release of quarter results on March 17. Call put ratio 3.3 calls to 1 put.

Fertilizer stocks active amid Russia headlines into planting season

The Mosaic Company (MOS) 30-day option implied volatility is at 67; compared to its 52-week range of 36 to 70. Call put ratio 15 calls to 1 put as shares rally 5.6%.

Intrepid Potash (IPI) 30-day option implied volatility is at 94; compared to its 52-week range of 63 to 126. Call put ratio 24 calls to 1 put as shares rally 8.5%.

CF Industries (CF) 30-day option implied volatility is at 67; compared to its 52-week range of 31 to 64. Call put ratio 13 calls to 1 put as shares rally 6.9%.

Deere & Co. (DE) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 43. Call put ratio 2.4 calls to 1 put as shares rally 1.8%.

Caterpillar (CAT) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 40. Call put ratio 2.5 calls to put as shares rally 2.8%.

Newmont (NEM) 30-day option implied volatility is at 44; compared to its 52-week range of 26 to 48. Call put ratio 5.8 calls to 1 put as shares rally 3.3%.

Roblox (RBLX) 30-day option implied volatility is at 96; compared to its 52-week range of 46 to 130. Call put ratio 1.5 calls to 1 put as shares sell off 8.4%.

Simon Property Group (SPG) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 48. Call put ratio 1 call to 1 put.

IV into quarter results

Oracle (ORCL) March weekly call option implied volatility is at 175, March is at 88; compared to its 52-week range of 20 to 52 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Rivian Automotive (RIVN) March weekly call option implied volatility is at 355, March is at 199; compared to its 52-week range of 70 to 176 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.3 puts.

Blink (BLNK) March weekly call option implied volatility is at 270, March is at 156; compared to its 52-week range of 99 to 135 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put.

DocuSign Inc. (DOCU) March weekly call option implied volatility is at 380, March is at 171; compared to its 52-week range of 32 to 114 into the expected release of quarter results today after the bell.

Ulta Beauty (ULTA) March weekly call option implied volatility is at 160, March is at 80; compared to its 52-week range of 27 to 59 into the expected release of quarter results today after the bell.

Biogen (BIIB) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 121.

Options with decreasing option implied volatility: MNDT SFIX FPAC GPS GILD
Increasing unusual option volume: CS MULN WEAT BTG DB EBIX FDX
Increasing unusual call option volume: MULN WEAT SST BTG CLVT
Increasing unusual put option volume: CS ASTS DB WIX BMBL ASAN
Active options: AAPL TSLA AMZN NVDA AMD NIO CRWD F BABA JD INTC AAL CS FB XOM OXY BAC MSFT CCJ PLTR