Mid-session IV Report March 21, 2022

Mid-session IV Report March 21, 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: FPAC BKLN NKE BMBL WEN

Popular stocks with increasing volume: AMC BA NVDA DIDI CCJ

Option Volume and IV movers

Boeing (BA) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 55 after China Eastern Airlines 737 crash. Call put ratio 1 call to 1 put as shares sell off 5%.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 58; compared to its 52-week range of 43 to 69 after China Eastern Airlines Boeing (BA) 737 crash. Call put ratio 11.8 calls to 1 put as shares sell off 5.5%.

Alibaba (BABA) 30-day option implied volatility is at 72; compared to its 52-week range of 24 to 99. Call put ratio 1.8 calls to 1 put as shares sell off 6.8%.

Roblox (RBLX) 30-day option implied volatility is at 81; compared to its 52-week range of 46 to 113.

Block (SQ) 30-day option implied volatility is at 72; compared to its 52-week range of 35 to 106 as shares sell off 6%.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 74; compared to its 52-week range of 23 to 183. Call put ratio 3 calls to 1 put as shares rally 6.8%.

Option IV into quarter results

Nike (NKE) March weekly call option implied is at 99, April is at 49; compared to its 52-week range of 20 to 52 into the expected release of quarter results today after the bell.

Adobe (ADBE) March weekly call option implied is at 45, April is at 40; compared to its 52-week range of 21 to 53 into the expected release of quarter results after the bell on March 22.

Poshmark (POSH) April call option implied is at 136, June is at 105; compared to its 52-week range of 61 to 137 into the expected release of quarter results on March 22. Call put ratio 3.8 calls to 1 put.

DISH Network (DISH) 30-day option implied volatility is at 47; compared to its 52-week range of 32 to 73 into May analyst day.

Alleghany (Y) 30-day option implied volatility is at 8; compared to its 52-week range of 17 to 37 after jointly announced they have entered after a definitive agreement under which Berkshire Hathaway (BRK.A) will acquire all outstanding Alleghany shares for $848.02 per share in cash. Call put ratio 1 call to 1 put.

Anaplan, Inc. (PLAN) April and May call option implied volatility is at 10, compared to its 52-week range of 35 to 90 after Thoma Bravo announced to acquire Anaplan for $66 per share.

Options with decreasing option implied volatility: PLAN Y SST PDD S
Increasing unusual option volume: MULN NILE ZIP ZH PLAN ARCH
Increasing unusual call option volume: MULN NILE ARCH PLAN EQNR WPC
Increasing unusual put option volume: SCO HPQ MOMO TIGR KODK ALK
Active options: TSLA AAPL AMD NVDA BBIG BA NIO BABA MULN AMC FB DIDI F OXY SOFI MSFT BAC CLF PLTR PYPL