Mid-session IV Report March 30, 2022

Mid-session IV Report March 30, 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: NEGG BB MVIS TLRY IRBT PSTH BRCC ISPO SDIG PSTH

Popular stocks with increasing volume: PYPL TLRY F T SOFI CHWY OXY MRNA

BlackBerry (BB) calls more active than puts into quarter results

BlackBerry (BB) April weekly call option implied volatility is at 212, April is at 115; compared to its 52-week range of 57 to 289. Call put ratio 6.7 calls to 1 put with focus on April weekly calls into expected release of quarter results on March 31.

SMH & ARKK IV comes in as shares trend up from March lows

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 49. Call put ratio 1 call to 1.4 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 55; compared to its 52-week range of 28 to 73. Call put ratio 1 call to 1.3 puts with focus on May and June 75 calls.

Retail IV flat

Amazon (AMZN) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 54. Call put ratio 1 call to 1 put as shares sell off 1%.

Walmart (WMT) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 29. Call put ratio 3.4 calls to 1 put.

Target (TGT) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 43. Call put ratio 2.7 calls to 1 put.

Shopify (SHOP) 30-day option implied volatility is at 71; compared to its 52-week range of 35 to 83. Call put ratio 2.7 calls to 1 put as shares sell off 2.6%.

Costco (COST) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 37. Call put ratio 4 calls to 1 put with focus on April weekly calls as shares rally 1%.

Home Depot (HD) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 36. Call put ratio 2 calls to 1 put as shares sell off 1.1%.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 46 as shares sell off 1.9%.

Best Buy (BBY) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 67. Call put ratio 5.2 calls to 1 put as shares sell off 1.2%.

Options with decreasing option implied volatility: IQ PDD WE CHWY JD ASO BABA
Increasing unusual option volume: CLVR ADGI OLLI HMHC AKBA MULN
Increasing unusual call option volume: CLVR ADGI SDIG LULU AKBA MULN FIVE RH
Increasing unusual put option volume: SOS LULU VIXY RH FREY
Active options: AAPL MU AMD AMC TSLA NVDA HOOD NIO SNDL PYPL TLRY BABA F T SOFI FB BBIG CHWY OXY MRNA