Mid-session IV Report March 5, 2022

Mid-session IV Report March 5, 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: RSX PSTH FAZ IPOF IPOF CS XGEN WEAT

Increasing unusual option volume: AAL BABA RIVN SOFI CCL X

Option IV amid WTI crude oil above $112

Alcoa (AA) 30-day option implied volatility is at 77; compared to its 52-week range of 49 to 74 as shares rally 3%. Call put ratio 1.8 calls to 1 put.

Freeport-McMoran (FCX) 30-day option implied volatility is at 58; compared to its 52-week range of 41 to 64. Call put ratio 3.7 calls to 1 put.

BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 54 as shares sell off 2.5%. Call put ratio 1.6 calls to 1 put.

Vale S.A. (VALE) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 87. Call put ratio 1.1 calls to 1 put.

Exxon Mobil (XOM) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 42 as WTI Crude oil trades above $112. Call put ratio 3 calls to 1 put.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 54; compared to its 52-week range of 36 to 55. Call put ratio 3.9 calls to 1 put as shares sell off 0.6%.

Halliburton (HAL) 30-day option implied volatility is at 56; compared to its 52-week range of 38 to 60. Call put ratio 4.3 calls to 1 put.

Occidental Petroleum (OXY) 30-day option implied volatility is at 75; compared to its 52-week range of 46 to 74. Call put ratio 2.7 calls to 1 put.

Devon Energy (DVN) 30-day option implied volatility is at 62; compared to its 52-week range of 43 to 68. Call put ratio 3.2 calls to 1 put.

Cheniere Energy (LNG) 30-day option implied volatility is at 44; compared to its 52-week range of 24 to 45. Call put ratio 12 calls to 1 put as shares rally 2%.

Teekay Tankers Ltd (TNK) 30-day option implied volatility is at 65; compared to its 52-week range of 44 to 75. Call put ratio 33 calls to 1 put as shares sell off 3%.

International Seaways (INSW) 30-day option implied volatility is at 55; compared to its 52-week range of 39 to 81. Call put ratio 5 calls to 1 put as shares sell off 2.7%.

Euronav (EURN) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 51. Call put ratio 14 calls to 1 put.

Scorpio Tankers (STNG) 30-day option implied volatility is at 72; compared to its 52-week range of 47 to 85. Call put ratio 9 calls to 1 put as shares sell off 2.6%.

United States Oil Fund (USO) 30-day option implied volatility is at 69; compared to its 52-week range of 28 to 59 amid WTI Crude oil trades above $112. Call put ratio 2.1 calls to 1 put.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 56; compared to its 52-week range of 39 to 57 amid WTI Crude oil trades above $112. Call put ratio 2.3 calls to 1 put.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 54 amid WTI Crude oil trades above $112. Call put ratio 1.1 calls to 1 put.

United States Natural Gas (UNG) 30-day option implied volatility is at 57; compared to its 52-week range of 30 to 219 as shares up 4%. Call put ratio 2.7 calls to 1 put.

Options with decreasing option implied volatility: DWAC BIGC ZM
Increasing unusual option volume: WEAT MULN ING CORN PLG
Increasing unusual call option volume: WEAT MULN CORN PLG
Increasing unusual put option volume: BCS BKLN STLA RF SG EWG
Active options: TSLA AAPL AMD NVDA AMC FB BAC CLF F MRVL AMZN NIO GRAB MSFT AAL BABA RIVN SOFI CCL X