Mid-session IV Report March 31, 2022

Mid-session IV Report March 31, 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 PSTH FLEX HPQ BB NLY

Popular stocks with increasing volume: GME HOOD CLVS SOFI F CCJ OXY WBA

Option IV as WTI trades below $105 into quarter end

Exxon Mobil (XOM) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 42. Call put ratio 2 calls to 1 put as WTI crude oil trades down 3% to $104.50.

Chevron (CVX) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 45. Call put ratio 1 call to 1 put as WTI crude oil trades down 3%.

Halliburton (HAL) 30-day option implied volatility is at 47; compared to its 52-week range of 37 to 63. Call put ratio 2 calls to 1 put.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 45; compared to its 52-week range of 36 to 62. Call put ratio 3 calls to 1 put with focus on January 50 and 60 calls.

EOG Resources (EOG) 30-day option implied volatility is at 41; compared to its 52-week range of 35 to 54. Call put ratio 6 calls to 1 put with focus on April weekly 120 calls.

Devon Energy (DVN) 30-day option implied volatility is at 51; compared to its 52-week range of 43 to 70. Call put ratio 2.5 calls to 1 put.

Occidental Petroleum (OXY) 30-day option implied volatility is at 57; compared to its 52-week range of 47 to 89. Call put ratio 4.8 calls to 1 put as shares rally 1.3%.

BB increases into quarter results

BlackBerry (BB) April weekly call option implied volatility is at 270, April is at 117; compared to its 52-week range of 57 to 289. Call put ratio 2.2 calls to 1 put with focus on April weekly 8 calls into expected release of quarter results today after the bell.

Boeing (BA) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 55. Call put ratio 4.2 calls to 1 put as shares near low end of 15-month range.

Walt Disney (DIS) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 45. Call put ratio 1.9 calls to 1 put as shares near 15-month low.

Ford (F) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 65. Call put ratio 2.3 calls to 1 put.

General Motors (GM) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 58. Call put ratio 5.3 calls to 1 put as shares sell off 1.5%.

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 72. Call put ratio 1 call to 1.3 puts as shares near 15-month low.

Options with decreasing option implied volatility: SST BRCC WE PDD CHWY RH JD ASO FIVE PLAY LULU DRI
Increasing unusual option volume: MULN HMHC SMSI TPX CLVS ISPO
Increasing unusual call option volume: MULN CLVS SMSI ISPO CLVR
Increasing unusual put option volume: TPX AKBA CLVS PATH ME IQ CZR
Active options: AAPL AMD AMC TSLA NVDA NIO BABA MU FB TLRY MSFT MULN GME HOOD CLVS SOFI F CCJ OXY INTC