Mid-session IV Report March 23, 2022

Mid-session IV Report March 23, 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: AMC TLRY GME EWG VTRS BRCC KODK FPAC CERN

Popular stocks with increasing volume: TLRY GME OXY ADBE PLTR BP MOS NUE

Option Volume and IV movers

Camping World (CWH) 30-day option implied volatility is at 51; compared to its 52-week range of 41 to 74. Call put ratio 1 call to 1.6 puts with focus on March weekly 29.50 and 30 puts as shares sell off 6.7%.

Stocks option volume, IV and shares price movement into quarter end

GameStop (GME) 30-day option implied volatility is at 128; compared to its 52-week range of 69 to 294 as shares rally 12%. Call put ratio 3.7 calls to 1 put.

Bed Bath Beyond Inc. (BBBY) 30-day option implied volatility is at 141; compared to its 52-week range of 57 to 195 as shares sell off 4%. Call put ratio 3.7 calls to 1 put.

AMC (AMC) 30-day option implied volatility is at 128; compared to its 52-week range of 95 to 436 as shares rally 2.3%. Call put ratio 3.4 calls to 1 put.

Robinhood (HOOD) 30-day option implied volatility is at 79; compared to its 52-week range of 51 to 226. Call put ratio 2.9 calls to 1 put with focus on March weekly 14 and 15 calls as shares sell off 2.2%.

Express, Inc. (EXPR) 30-day option implied volatility is at 93; compared to its 52-week range of 80 to 284. Call put ratio 14 calls to 1 put with focus on March weekly 4 calls.

BlackBerry (BB) 30-day option implied volatility is at 72; compared to its 52-week range of 57 to 289. Call put ratio 17 calls to 1 put with focus on March weekly 10 calls.

Alibaba (BABA) March weekly call option implied volatility is at 91, April is at 69; compared to its 52-week range of 24 to 99. Call put ratio 2.3 calls to 1 put.

Tesla (TSLA) March weekly call option implied volatility is at 84, April is at 67; compared to its 52-week range of 36 to 84. Call put ratio 2.4 calls to 1 put as shares rally 3.5%.

Option IV into quarter results

KB Home (KBH) April call option implied is at 51, June is at 43; compared to its 52-week range of 29 to 59 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

Phunware (PHUN) March weekly call option implied is at 188, April is at 157; compared to its 52-week range of 87 to 301 into the expected release of quarter results today. Call put ratio 21 calls to 1 put.

Darden Restaurants (DRI) April call option implied is at 49, May is at 41; compared to its 52-week range of 25 to 54 into the expected release of quarter results on March 24. Call put ratio 1 call to 2.7 puts.

Nio (NIO) April call option implied is at 157, June is at 97; compared to its 52-week range of 49 to 133 into the expected release of quarter results on March 24. Call put ratio 2.4 calls to 1 put as shares rally 2.5%.

Options with decreasing option implied volatility: SST RKLB PDD BIG CS SIG BABA NKE
Increasing unusual option volume: MULN HMHC KC UROY POSH NOG CWH
Increasing unusual call option volume: MULN UROY BSM NOG CNK VFF
Increasing unusual put option volume: ALK POSH HTLH IVV CWH SCO
Active options: AMC TSLA AAPL NVDA T AMD TLRY GME BABA MSFT OXY FB XOM ADBE NIO SNDL BAC CEI PLTR BP