Mid-session IV Report March 28, 2022

Mid-session IV Report March 28, 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: SST TLRY AMC GME CGC IRBT OSTK TEVA

Popular stocks with increasing volume: AMC NIO GME PYPL MU

Dave & Busters (PLAY) April weekly call option implied volatility is at 135, April is at 80; compared to its 52-week range of 48 to 87 into the expected release of quarter results today after the bell.

Chewy (CHWY) April weekly call option implied volatility is at 169, April is at 100; compared to its 52-week range of 41 to 97 into the expected release of quarter results after the bell on March 29.

Lululemon (LULU) April weekly call option implied volatility is at 100, April is at 61; compared to its 52-week range of 24 to 62 into the expected release of quarter results after the bell on March 29.

Micron (MU) April weekly call option implied volatility is at 103, April is at 64; compared to its 52-week range of 26 to 68 into the expected release of quarter results after the bell on March 29.

Lovesac (LOVE) April weekly call option implied volatility is at 120, April is at 86; compared to its 52-week range of 60 to 123 into the expected release of quarter results before the bell on March 29. Call put ratio 27 calls to 1 put with focus on April calls.

PVH (PVH) April call option implied volatility is at 68, May is at 51; compared to its 52-week range of 36 to 75 into the expected release of quarter results after the bell on March 29. Call put ratio 1 call to 1.9 puts.

RH (RH) April weekly call option implied volatility is at 148, April is at 81; compared to its 52-week range of 33 to 85 into the expected release of quarter results after the bell on March 29.

Interest rate stocks option implied volatility amid President Biden Proposes $5.8T Budget for Fiscal 2023

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 43; compared to its 52-week range of 24 to 45. Call put ratio 1.9 calls to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 22; compared to its 52-week range of 12 to 23.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 11; compared to its 52-week range of 5 to 15

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 10; compared to its 52-week range of 5 to 15. Call put ratio 1 call to 109 puts with focus on April 81 and May 80 put spread.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 12; compared to its 52-week range of 6 to 14. Call put ratio 2.1 calls to 1 put.

Options with decreasing option implied volatility: SOXS DRIP DWAC PAGS TME SLDP TCOM NKE DRI
Increasing unusual option volume: CLVR MULN EZU HMHC NILE
Increasing unusual call option volume: MULN CLVR NILE AKBA FSLR
Increasing unusual put option volume: EZU YY TFC
Active options: TSLA AAPL MSFT AMC NVDA SNDL TLRY NIO FB AMD BAC MARA RIOT GME T PYPL MU F HUT AMZN