Mid-session IV Report March 14, 2022

Mid-session IV Report March 14, 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: TCOM PDD BILI LI ARQQ BIDU KWEB BABA JD FXI ASHR FMAC GDS YANG XPEV HTHT YUMC

Popular stocks with increasing volume: PFE SOFI JD BABA MRNA

Uranium & metal stocks option IV increases amid wide price movement on Russian supply issues

Cameco Corp. (CCJ) 30-day option implied volatility is at 73; compared to its 52-week range of 44 to 104. Call put ratio 2.8 calls to 1 put as shares sell off 2.6%.

Uranium Energy (UEC) 30-day option implied volatility is at 115; compared to its 52-week range of 74 to 158. Call put ratio 4.9 calls to 1 put.

Denison Mines Corp. (DNN) 30-day option implied volatility is at 94; compared to its 52-week range of 42 to 231. Call put ratio 65 calls to 1 put.

Energy Fuels Inc. (UUUU) 30-day option implied volatility is at 114; compared to its 52-week range of 70 to 160. Call put ratio 7.4 calls to 1 put as shares sell off 6.2%.

Centrus Energy (LEU) 30-day option implied volatility is at 118; compared to its 52-week range of 49 to 127. Call put ratio 1 call to 12 puts as shares sell off 13%.

MP Materials (MP) 30-day option implied volatility is at 80; compared to its 52-week range of 59 to 108. Call put ratio 3.9 calls to 1 put.

Market Vectors Rare Earth/strategic Metals Etf (REMX) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 61. Call put ratio 1 call to 2 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 51 as shares sell off 2.8%.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 45. Call put ratio 4.5 calls to 1 put.

Euro banks

UBS AG (UBS) 30-day option implied volatility is at 47; compared to its 52-week range of 17 to 59. Call put ratio 1 call to 1.3 puts as shares rally 3.9%.

Credit Suisse (CS) 30-day option implied volatility is at 59; compared to its 52-week range of 19 to 61. Call put ratio 1 call to 3 puts as shares rally 5%.

Barclays plc (BCS) 30-day option implied volatility is at 6;3 compared to its 52-week range of 21 to 66. Call put ratio 1 call to 1.9 puts as shares rally 6.8%.

Deutsche Bank (DB) 30-day option implied volatility is at 76; compared to its 52-week range of 27 to 95. Call put ratio 1 call to 2 puts as shares rally 10%.

IV into quarter results

Coupa (COUP) March call option implied volatility is at 170, April is at 93; compared to its 52-week range of 38 to 88 into the expected release of quarter results today.

PagerDuty (PD) March call option implied volatility is at 260, April is at 101; compared to its 52-week range of 43 to 104 into the expected release of quarter results after the bell on March 16. Call put ratio 1 call to 8 puts.

Lennar (LEN) March call option implied volatility is at 91, April is at 54; compared to its 52-week range of 26 to 55 into the expected release of quarter results after the bell on March 16.

Endeavor Group (EDR) March call option implied volatility is at 160, April is at 79; compared to its 52-week range of 46 to 110 into the expected release of quarter results after the bell on March 16.

Options with decreasing option implied volatility: MNDT SFIX DOCU BBBY RIVN FPAC ORCL BMBL
Increasing unusual option volume: MULN PSEC ING WEAT
Increasing unusual call option volume: MULN WEAT REI RLX
Increasing unusual put option volume: PSEC TPR FEZ CWEB BMBL
Active options: AAPL TSLA MULN BABA NIO AMD AMC PFE NVDA SOFI BAC FB BIDU MRNA JD F XOM CEI CVX OXY