Mid-session IV Report March 3, 2022

Mid-session IV Report March 3, 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: HL RSX IPOF VTRS SWN ZNGA OTLY

Increasing unusual option volume: AMC OXY BBY NIO PLTR

Option IV amid WTI crude oil above $110

United States Oil Fund (USO) 30-day option implied volatility is at 62; compared to its 52-week range of 28 to 59 amid WTI Crude oil trades above $110. Call put ratio 1.1 calls to 1 put.

Exxon Mobil (XOM) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 42 as WTI Crude oil trades above $110. Call put ratio 3.3 calls to 1 put.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 51; compared to its 52-week range of 36 to 55. Call put ratio 2 calls to 1 put as shares sell off 4%.

Halliburton (HAL) 30-day option implied volatility is at 54; compared to its 52-week range of 38 to 60. Call put ratio 5 calls to 1 put.

Occidental Petroleum (OXY) 30-day option implied volatility is at 68; compared to its 52-week range of 46 to 74. Call put ratio 1.1 calls to 1 put.

Devon Energy (DVN) 30-day option implied volatility is at 59; compared to its 52-week range of 43 to 68. Call put ratio 2.4 calls to 1 put.

United States Natural Gas (UNG) 30-day option implied volatility is at 55; compared to its 52-week range of 30 to 219 as shares down 2.8%. Call put ratio 2.8 calls to 1 put.

Ishares Msci Germany Etf (EWG) 30-day option implied volatility is at 40; compared to its 52-week range of 13 to 33. Call put ratio 1 call to 2.9 puts.

Alcoa (AA) 30-day option implied volatility is at 70; compared to its 52-week range of 49 to 74 as shares sell off 3%. Call put ratio 1.5 calls to 1 put.

Nucor () NUE30-day option implied volatility is at 53; compared to its 52-week range of 30 to 59 as shares down 1%.

Freeport-McMoran (FCX) 30-day option implied volatility is at 53; compared to its 52-week range of 41 to 64. Call put ratio 2.6 calls to 1 put.

U.S. Steel (X) 30-day option implied volatility is at 65; compared to its 52-week range of 49 to 108 as shares up 1.4%. Call put ratio 3 calls to 1 put.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 64; compared to its 52-week range of 49 to 114 as shares trade up 1.7%. Call put ratio 2.4 calls to 1 put.

JPMorgan (JPM) 30-day option implied volatility is at 36; compared to its 52-week range of 19 to 41.

UBS AG (UBS) 30-day option implied volatility is at 47; compared to its 52-week range of 17 to 45 as shares sell off 1.9%.

Credit Suisse (CS) 30-day option implied volatility is at 49; compared to its 52-week range of 19 to 54. Call put ratio 1.7 calls to 1 put.

Barclays plc (BCS) 30-day option implied volatility is at 55; compared to its 52-week range of 21 to 53 as shares down 2%.

Deutsche Bank (DB) 30-day option implied volatility is at 68; compared to its 52-week range of 27 to 95 as shares sell off 3%. Call put ratio 1 call to 5 puts.

Coinbase (COIN) 30-day option implied volatility is at 75; compared to its 52-week range of 45 to 93 as shares sell off 5%.

Option IV into quarter results

Broadcom (AVGO) March weekly call option implied volatility is at 112, March is at 53; compared to its 52-week range of 20 to 46 into the expected release of quarter results today after the bell.

Costco (COST) March weekly call option implied volatility is at 87, March is at 40; compared to its 52-week range of 15 to 36 into the expected release of quarter results today after the bell.

Marvell Technology (MRVL) March weekly call option implied volatility is at 240, March is at 93; compared to its 52-week range of 29 to 79 into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: OPEN BBY SOFI ETSY JWN CRM
Increasing unusual option volume: WEAT GSM MULN GOGO YPF
Increasing unusual call option volume: WEAT GSM GOGO MULN PLTK
Increasing unusual put option volume: STLA PSTG SNOW AEO RSX
Active options: AAPL TSLA F AMD SNOW SOFI NVDA RIVN MSFT MU FB BAC AMC OXY BBY NIO AMZN PLTR KR INTC