Mid-session IV Report March 9, 2022

Mid-session IV Report March 9, 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: WE SWN BBBY RIG ZNGA ORCL T CRWD ZNGA UAL UA CPRI

Increasing unusual option volume: XOM CCL AAL CVX OXY

Option IV offered amid WTI crude oil trades below $118

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 59; compared to its 52-week range of 35 to 54 amid WTI Crude oil trades $118. Call put ratio 1.7 calls to 1 put as shares sell off 2.7%.

Halliburton (HAL) 30-day option implied volatility is at 59; compared to its 52-week range of 37 to 61. Call put ratio 1.2 calls to 1 put as shares sell off 4%.

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 55 calls to 1 put as shares sell off 0.6%.

Fluor Corp. (FLR) 30-day option implied volatility is at 63; compared to its 52-week range of 43 to 90. Call put ratio 17 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 66; compared to its 52-week range of 28 to 76. Call put ratio 1.4 calls to 1 put as shares sell off 6.3%.

IV into quarter results

Crowd Strike (CRWD) March weekly call option implied volatility is at 200, March is at 120; compared to its 52-week range of 36 to 84 into the expected release of quarter results today after the bell.

Oracle (ORCL) March weekly call option implied volatility is at 130, March is at 72; compared to its 52-week range of 20 to 52 into the expected release of quarter results after the bell on March 10. Call put ratio 1.9 calls to 1 put.

Rivian Automotive (RIVN) March weekly call option implied volatility is at 245, March is at 167; compared to its 52-week range of 70 to 176 into the expected release of quarter results on March 10. Call put ratio 1.5 calls to 1 put.

Blink (BLNK) March weekly call option implied volatility is at 200, March is at 122; compared to its 52-week range of 99 to 135 into the expected release of quarter results after the bell on March 10. Call put ratio 2.4 calls to 1 put.

DocuSign Inc. (DOCU) March weekly call option implied volatility is at 168, March is at 101; compared to its 52-week range of 32 to 114 into the expected release of quarter results on March 10.

Ulta Beauty (ULTA) March weekly call option implied volatility is at 130, March is at 80; compared to its 52-week range of 27 to 59 into the expected release of quarter results on March 10.

JD.com (JD) March weekly call option implied volatility is at 122, March is at 78; compared to its 52-week range of 30 to 68 into the expected release of quarter results on March 10. Call put ratio 2.1 calls to 1 put.

eBay (EBAY) March weekly option implied volatility is at 67, March is at 51; compared to its 52-week range of 24 to 55 into a March 10 investor day. Call put ratio 2.3 calls to 1 put.

AT&T (T) 30-day option implied volatility is at 34; compared to its 52-week range of 15 to 32 into AT&T’s March 11 analyst day. Call put ratio 2.7 calls to 1 put.

Rite Aid (RAD) 30-day option implied volatility is at 81; compared to its 52-week range of 50 to 133. Call put ratio 14 calls to 1 put with focus on March calls.

Western Digital (WDC) 30-day option implied volatility is at 54; compared to its 52-week range of 34 to 62. Call put ratio 11 calls to 1 put with focus on April and January calls.

Options with decreasing option implied volatility: MNDT FPAC SPLK PSTG ARNA
Increasing unusual option volume: FEZ BMBL MULN WTI ASTS WEAT
Increasing unusual call option volume: BMBL ASTS WTI MULN THO WEAT COOP CX EWG
Increasing unusual put option volume: FEZ BMBL ARNA THO EVGO PVH STLA GEVO OTLY CEI EWG
Active options: AAPL NVDA TSLA BAC AMD XOM CCL AAL FB NIO F CEI CVX BMBL PLTR MSFT MARA RIOT OXY