Mid-session IV Report March 11, 2021

Mid-session IV Report March 11, 2021

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: DOCU BHC BNED TLND VALE RAD NLY

Popular stocks with increasing volume: ORCL GE CHTR PLTR GME ORCL WFC JD VALE F

AT&T (T) March weekly call option implied volatility is at 33, March is at 24; compared to its 52-week range of 18 to 80 into a company sponsored virtual analyst & investor day on March 12. Call put ratio 2.6 calls to 1 put with focus on March weekly 30 calls.

T-Mobile (TMUS) March weekly call option implied volatility is at 89, March is at 44; compared to its 52-week range of 22 to 88 into a company sponsored virtual analyst meeting today. Call put ratio 9.1 calls to 1 put with focus on March weekly calls.

IV into quarter results

DocuSign (DOCU) March weekly call option implied volatility is at 174, March is at 82; compared to its 52-week range of 46 to 128 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Fossil (FOSL) March weekly call option implied volatility is at 132, March is at 91; compared to its 52-week range of 73 to 355 into the expected release of quarter results today after the bell.

Vail Resorts (MTN) March call option implied volatility is at 50, April is at 40; compared to its 52-week range of 31 to 125 into the expected release of quarter results today after the bell. Call put ratio 1 call to 9.6 puts.

Energy option implied volatility decreases as oil prices move up from May lows

Devon Energy (DVN) 30-day option implied volatility is at 64; compared to its 52-week range of 60 to 213. Call put ratio 4.4 calls to 1 put.

Continental Resources (CLR) 30-day option implied volatility is at 78; compared to its 52-week range of 67 to 253.

Centennial Resource Development (CDEV) 30-day option implied volatility is at 132; compared to its 52-week range of 32 to 341. Call put ratio 9.3 calls to 1 put.

Berry Corporation (BRY) 30-day option implied volatility is at 107; compared to its 52-week range of 66 to 589.

Laredo Petroleum (LPI) 30-day option implied volatility is at 102; compared to its 52-week range of 77 to 376. March 30 calls are active.

Pioneer Natural Resources (PXD) 30-day option implied volatility is at 46; compared to its 52-week range of 42 to 164. Call put ratio 3.3 calls to 1 put.

Occidental Petroleum (OXY) 30-day option implied volatility is at 72; compared to its 52-week range of 60 to 202. Call put ratio 3.4 calls to 1 put.

Whiting Petroleum (WLL) 30-day option implied volatility is at 69; compared to its 52-week range of 65 to 477.

Diamondback Energy (FANG) 30-day option implied volatility is at 69; compared to its 52-week range of 59 to 211. Call put ratio 8.8 calls to 1 put as shares rally 1.9%.

Magnolia Oil & Gas Corporation (MGY) 30-day option implied volatility is at 74; compared to its 52-week range of 60 to 157.

Marathon Oil (MRO) 30-day option implied volatility is at 74; compared to its 52-week range of 58 to 269.

Murphy Oil (MUR) 30-day option implied volatility is at 81; compared to its 52-week range of 65 to 230.

Apache Corp. (APA) 30-day option implied volatility is at 76; compared to its 52-week range of 63 to 245. Call put ratio 54 calls to 1 put with focus on March calls.

Chesapeake Energy (CHK) 30-day option implied volatility is at 62; compared to its 4-week range of 61 to 77.

Increasing unusual option volume: AVEO CS BNED REZI CSTM OGI SFT SAN
Increasing unusual call option volume: AVEO HBI SFT OGI SAN
Increasing unusual put option volume: CLDR PRTY ORCL GE CELH DB CSIQ VIR ATOS
Options with decreasing option implied: TEVA CLVS JNPR SRNE ORCL JD BMBL
Active options: AAPL TSLA AMC PLTR FB NIO AMD BA GME ORCL WFC JD FCX OGI NVDA VALE SNDL BACF AMZN