Mid-session IV Report March 29, 2022

Mid-session IV Report March 29, 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 AMC NEGG TLRY MU LULU CHWY GME HOOD INTC NEO FUBO

Popular stocks with increasing volume: HOOD UBER DIS AAL MU MRNA PFE BNTX

Option IV and volume movers into events and end of month-quarter

Micron (MU) April weekly call option implied volatility is at 113, April is at 64; compared to its 52-week range of 26 to 68 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

Chewy (CHWY) April weekly call option implied volatility is at 192, April is at 103; compared to its 52-week range of 41 to 97 into the expected release of quarter results today after the bell. Call put ratio 1 call to 4 puts with focus on April weekly 49 puts.

Lululemon (LULU) April weekly call option implied volatility is at 101, April is at 57; compared to its 52-week range of 24 to 62 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put as shares rally 5.5%.

PVH (PVH) April call option implied volatility is at 72, May is at 59; compared to its 52-week range of 36 to 75 into the expected release of quarter results today after the bell. Call put ratio 13 calls to 1 put.

RH (RH) April weekly call option implied volatility is at 171, April is at 91; compared to its 52-week range of 33 to 85 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put as shares rally 3.5%.

Option Volume and IV movers

GameStop (GME) 30-day option implied volatility is at 152; compared to its 52-week range of 69 to 257. Call put ratio 2.8 calls to 1 put as shares sell off 8%.

AMC Entertainment (AMC) 30-day option implied volatility is at 201; compared to its 52-week range of 95 to 436. Call put ratio 2 calls to 1 put as shares sell off 3%.

Robinhood (HOOD) 30-day option implied volatility is at 97; compared to its 52-week range of 51 to 226. Call put ratio 7.3 calls to 1 put as shares rally 24%.

Stanley Black & Decker (SWK) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 43. Call put ratio 1 call to 1 put as shares rally 3.6%.

Agriculture and oil stocks option IV, volume & share price moving

The Mosaic Company (MOS) 30-day option implied volatility is at 61; compared to its 52-week range of 36 to 70. Call put ratio 2.4 calls to 1 put as shares sell off 8%.

Intrepid Potash (IPI) 30-day option implied volatility is at 98; compared to its 52-week range of 63 to 125. Call put ratio 2.3 calls to 1 put as shares sell off 8.9%.

CF Industries (CF) 30-day option implied volatility is at 58; compared to its 52-week range of 31 to 64. Call put ratio 2.4 calls to 1 put as shares sell off 9.5%.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 44; compared to its 52-week range of 20 to 65. Call put ratio 7 calls to 1 put as shares sell off 3.3%.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 35. Call put ratio 9.6 calls to 1 put as shares sell off 1.2%.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 65; compared to its 52-week range of 23 to 183. Call put ratio 7.7 calls to 1 put as shares sell off 4.8%.

Deere & Co. (DE) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 43. Call put ratio 1 call to 1 put as shares sell off 4.4%.

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 sell off 2%.

United States Oil Fund (USO) 30-day option implied volatility is at 62; compared to its 52-week range of 27 to 80. Call put ratio 2.1 calls to put as shares sell off 0.5%.

Options with decreasing option implied volatility: NLSN DRIP PAGS SLDP DRI ADBE GIS
Increasing unusual option volume: MRNA PFE BNTX PVH HMHC AVB CLVR NILE CNP
Increasing unusual call option volume: PVH CNP CLVR NILE MULN EPAM WWR PLAY
Increasing unusual put option volume: BG FXE EWJ ADM PLAY KODK AER ASO
Active options: AAPL AMC TSLA NVDA AMD F FB HOOD SNDL ET HYMC GME BAC MSFT DIS PLTR AAL MU AMZN UBER