Mid-session IV Report March 17, 2022

Mid-session IV Report March 17, 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: CWEB BEKE SST AM KWEB CAH BKLN

Popular stocks with increasing volume: CAH SQ CVX OXY SOFI

Semi option IV flat, NVDA investor day on March 22

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 38; compared to its 52-week range of 20 to 49.

Nvidia (NVDA) 30-day option implied volatility is at 54; compared to its 52-week range of 31 to 70 into investor day on March 22.

Broadcom (AVGO) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 46.

Marvel (MRVL) 30-day option implied volatility is at 54; compared to its 52-week range of 28 to 79. Call put ratio 1 call to 3.3 puts.

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

Micron (MU) 30-day option implied volatility is at 58; compared to its 52-week range of 26 to 68.

AMD (AMD) 30-day option implied volatility is at 54; compared to its 52-week range of 29 to 73.

Western Digital (WDC) 30-day option implied volatility is at 51; compared to its 52-week range of 34 to 61.

Qualcomm (QCOM) 30-day option implied volatility is at 44; compared to its 52-week range of 22 to 58.

Aero space – tech stock option IV and share prices bid

Lockheed Martin (LMT) 30-day option implied volatility is at 32; compared to its 52-week range of 16 to 39.

Northrop Grumman (NOC) 30-day option implied volatility is at 31; compared to its 52-week range of 17 to 41. Call put ratio 13 calls to 1 put with focus on May calls as shares rally 1.7%.

L3Harris Technologies (LHX) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 39.

General Dynamics (GD) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 37.

Raytheon Technologies (RTX) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 37. Call put ratio 7.4 calls to 1 put with focus on March calls.

Cardinal Health (CAH) March call option implied volatility is at 50, April is at 31; compared to its 52-week range of 22 to 48. Call put ratio 21 calls to 1 put with focus on April calls

Options with decreasing option implied volatility: NKTR DOCU RIVN WE S ALTO SIG ORCL KSS
Increasing unusual option volume: MULN ZH PD EVBG RLX H YANG
Increasing unusual put option volume: MULN RLX YANG WSM PD
Increasing unusual put option volume: JEF PD EWJ WSM WRBY MLCO
Active options: AAPL BABA TSLA AMD NVDA OXY FB NIO MULN XOM AMZN BAC F AMC SOFI MARA CEI CVX DIDI SQ