Mid-session IV Report March 25, 2022

Mid-session IV Report March 25, 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 CGC GME TBT TIP TELL

Popular stocks with increasing volume: NIO GME TWTR BBBY SNOW CGC

Option Volume and IV movers

GameStop (GME) 30-day option implied volatility is at 132; compared to its 52-week range of 69 to 273. Call put ratio 3 calls to 1 put as shares rally 9%.

AMC Entertainment (AMC) 30-day option implied volatility is at 133; compared to its 52-week range of 95 to 436. Call put ratio 3 calls to 1 put as shares rally 6.6%.

Agriculture stocks option IV, volume & share price moving

The Mosaic Company (MOS) 30-day option implied volatility is at 59; compared to its 52-week range of 36 to 70. Call put ratio 4.8 calls to 1 put as shares rally 2.3%.

Intrepid Potash (IPI) 30-day option implied volatility is at 96; compared to its 52-week range of 63 to 125. Call put ratio 1.9 calls to 1 put.

CF Industries (CF) 30-day option implied volatility is at 55; compared to its 52-week range of 31 to 64. Call put ratio 1.8 calls to 1 put.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 65. Call put ratio 3.1 calls to 1 put.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 35. Call put ratio 3.9 calls to 1 put.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 70; compared to its 52-week range of 23 to 183. Call put ratio 26 calls to 1 put.

Deere & Co. (DE) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 43. Call put ratio 1.2 calls to 1 put as shares rally 0.9%.

Caterpillar (CAT) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 40. Call put ratio 2.2 calls to put as shares rally 2.2%.

Pilgrim’s Pride (PPC) 30-day option implied volatility is at 34 compared to its 52-week range of 10 to 96. Call put ratio 1 call to 1.7 puts.

Tyson Foods (TSN) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 48. Call put ratio 2 calls to 1 put.

Hormel Foods (HRL) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 50. Call put ratio 5 calls to 1 put.

Kellogg (K) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 54. Call put ratio 5 calls to 1 put.

General Mills (GIS) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 34. Call put ratio 5 calls to 1 put.

Mondelez (MDLZ) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 31.

AB InBev SA (BUD) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 47. Call put ratio 1 call to 1.8 puts.

Options with decreasing option implied volatility: SST AM MTTR BRCC NVS PAGS
Increasing unusual option volume: CLVR NILE APRE MULN HMHC TELL
Increasing unusual call option volume: CLVR NILE APRE MULN BTG
Increasing unusual put option volume: SEAS HNST SNDL TLRY
Active options: TLRY AAPL SNDL FB TSLA NVDA NIO AMD AMC BABA GME INTC TWTR MSFT BAC BBBY SNOW CGC AMZN ACB