Mid-session IV Report March 8, 2022

Mid-session IV Report March 8, 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: BBBY SWN FFIE RIG UCO BCS USO HL ARKF CPRI

Increasing unusual option volume: XOM AMC UBER AAL CVX CLF OXY VALE

Apple (AAPL) March weekly call option implied volatility is at 47, March is at 41; compared to its 52-week range of 19 to 41 into hosting its annual spring product launch event on March 8. Call put ratio 1.2 calls to 1 put.

Option IV amid WTI crude oil above $126

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 64; compared to its 52-week range of 35 to 54 amid WTI Crude oil trades above $126. Call put ratio 6 calls to 1 put as shares rally 8%.

Halliburton (HAL) 30-day option implied volatility is at 69; compared to its 52-week range of 37 to 60. Call put ratio 5.3 calls to 1 put as shares rally 7.9%.

Baker Hughes Company (BKR) 30-day option implied volatility is at 58; compared to its 52-week range of 35 to 53. Call put ratio 7.4 calls to 1 put as shares rally 2.6%.

Fluor Corp. (FLR) 30-day option implied volatility is at 69; compared to its 52-week range of 43 to 90. Call put ratio 24 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 86; compared to its 52-week range of 28 to 76.

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 71; compared to its 52-week range of 38 to 66. Call put ratio 1.4 calls to 1 put as shares rally 7.2%.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 49; compared to its 52-week range of 25 to 54.

Cheniere Energy (LNG) 30-day option implied volatility is at 50; compared to its 52-week range of 24 to 46. Call put ratio 8 calls to 1 put.

Exxon Mobil (XOM) 30-day option implied volatility is at 44; compared to its 52-week range of 24 to 40. Call put ratio 4 calls to 1 put as shares rally 2%.

Chevron (CVX) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 38 amid WTI Crude oil trades above $126. Call put ratio 2.4 calls to 1 put as shares rally 5.3%.

Devon Energy (DVN) 30-day option implied volatility is at 69; compared to its 52-week range of 43 to 68 amid WTI Crude oil trades above $126. Call put ratio 3.8 calls to 1 put as shares rally 4%.

Hess Corp. (HES) 30-day option implied volatility is at 65; compared to its 52-week range of 34 to 58. Call put ratio 2.3 calls to 1 put as shares rally 3.8%.

Occidental Petroleum (OXY) 30-day option implied volatility is at 91; compared to its 52-week range of 46 to 82. Call put ratio 5.5 calls to 1 put.

United States Natural Gas (UNG) 30-day option implied volatility is at 60; compared to its 52-week range of 30 to 219. Call put ratio 3.2 calls to 1 put as shares sell off 4.4%

Campbell Soup (CPB) March weekly call option implied volatility is at 90, March is at 57; compared to its 52-week range of 18 to 43 into the expected release of quarter results before the bell on March 9.

Walt Disney (DIS) March weekly call option implied volatility is at 54, March is at 44; compared to its 52-week range of 20 to 45 into the expected release of quarter results after the bell on March 9.

United Natural Foods (UNFI) March call option implied volatility is at 139, April is at 86; compared to its 52-week range of 42 to 110 into the expected release of quarter results before the bell on March 9.

Crowd Strike (CRWD) March weekly call option implied volatility is at 176, March is at 117; compared to its 52-week range of 36 to 84 into the expected release of quarter results after the bell on March 9.

Oracle (ORCL) March weekly call option implied volatility is at 114, March is at 76; compared to its 52-week range of 20 to 52 into the expected release of quarter results after the bell on March 10.

Rivian Automotive (RIVN) March weekly call option implied volatility is at 267, March is at 191; compared to its 52-week range of 70 to 176 into the expected release of quarter results on March 10.

eBay (EBAY) 30-day option implied volatility is at 46; compared to its 52-week range of 24 to 55 into March 10 investor day. Call put ratio 4.1 calls to 1 put.

AT&T (T) 30-day option implied volatility is at 36; compared to its 52-week range of 15 to 32 into AT&T’s March 11 analyst day.

Digital World Acquisition Corp (DWAC) call put ratio 1 call to 1.6 puts as shares sell off 10.9%

Options with decreasing option implied volatility: ICPT AT VGK YPF
Increasing unusual call option volume: MULN WWR SUNW YPF TMC WEAT
Increasing unusual put option volume: VGK LEVI CNK CEI TXRH DISH
Active options: AAPL TSLA AMD CEI NVDA XOM AAL FB OXY AMC MSFT RIG UBER CVX F AMZN GOLD NIO CLF BAC