Mid-session IV Report March 18, 2022

Mid-session IV Report March 18, 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: BEKE SST NRZ MGI FPAC BKLN QYLD

Popular stocks with increasing volume: BA AMC GME FDX BA

Semi stocks option IV again a focus

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 49.

Nvidia (NVDA) 30-day option implied volatility is at 50; compared to its 52-week range of 31 to 70 into investor day on March 22. Call put ratio 1.7 calls to 1 put as shares rally 5.5%

Intel (INTC) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 48.

Micron (MU) 30-day option implied volatility is at 54; compared to its 52-week range of 26 to 68.

Broadcom (AVGO) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 46.

Marvel (MRVL) 30-day option implied volatility is at 50; compared to its 52-week range of 28 to 79.

AMD (AMD) 30-day option implied volatility is at 50; compared to its 52-week range of 29 to 73.

Western Digital (WDC) 30-day option implied volatility is at 45; compared to its 52-week range of 34 to 61.

Qualcomm (QCOM) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 58.

China stocks option IV comes in as shares rally amid headlines

JD.com (JD) 30-day option implied is at 84; compared to its 52-week range of 31 to 96.

Alibaba (BABA) 30-day option implied is at 76; compared to its 52-week range of 24 to 99.

NIO Inc. (NIO) 30-day option implied is at 100; compared to its 52-week range of 49 to 132 as shares rally 5%.

Pinduoduo (PDD) 30-day option implied is at 126; compared to its 52-week range of 43 to 162 into the expected release of quarter results on March 21. Call put ratio 1.7 calls to 1 put as shares rally 8%.

Nike (NKE) 30-day option implied is at 43; compared to its 52-week range of 20 to 52 into the expected release of quarter results after the bell on March 21.

Options with decreasing option implied volatility: VIX WE FAS SIG COUP FDX DG KSS CS NKTR S
Increasing unusual option volume: MULN YY ESPR PLAN GTLB CXW
Increasing unusual call option volume: MULN GTLB PLAN CXW STNE ONON EWG
Increasing unusual put option volume: TMF MVST DNMR NRG CNK GNUS
Active options: TSLA NVDA AAPL AMD BABA NIO SOFI FB AMC GME FDX BA SQ BAC MRNA AMZN STNE DAL PLTR OLK