Mid-session IV Report May 10, 2022

Mid-session IV Report May 10, 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: option IV increases across the board

Popular stocks with increasing volume: RIVN PTON UPST F SOFI PLTR TWTR

Option IV increases amid wide share price movement

AMC Entertainment (AMC) 30-day option implied volatility is at 128; compared to its 52-week range of 95 to 436 as shares sell off 5% after quarter results.

SoFi Technologies (SOFI) 30-day option implied volatility is at 130; compared to its 52-week range of 59 to 117. Call put ratio 1.3 calls to 1 put as shares sell off 18% on early release of quarter results.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 120; compared to its 52-week range of 97 to 195. Call put ratio call 2.8 calls to 1 put as shares sell off 5%.

Tesla (TSLA) 30-day option implied volatility is at 76; compared to its 52-week range of 35 to 85.

Shopify (SHOP) 30-day option implied volatility is at 99; compared to its 52-week range of 35 to 97.

Roku (ROKU) 30-day option implied volatility is at 106; compared to its 52-week range of 43 to 119.

NIO Inc. (NIO) 30-day option implied volatility is at 106; compared to its 52-week range of 49 to 133.

United Airlines (UAL) 30-day option implied volatility is at 63; compared to its 52-week range of 37 to 87.

American Airlines (AAL) 30-day option implied volatility is at 68; compared to its 52-week range of 39 to 87.

Tilray, Inc. (TLRY) 30-day option implied volatility is at 89; compared to its 52-week range of 67 to 158. Call put ratio 5 call to 1 put as shares sell off 5%.

Option movers

Roblox (RBLX) May weekly call option implied volatility is at 370, May is at 225; compared to its 52-week range of 45 to 126 into the expected release of quarter results today after the bell.

Rocket (RKT) May weekly call option implied volatility is at 227, May is at 129; compared to its 52-week range of 39 to 87 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.8 puts as shares sell off 8.5%.

Workhorse (WKHS) May weekly call option implied volatility is at 220, May is at 160; compared to its 52-week range of 85 to 212 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put as shares rally 1.7%.

Wynn Resorts (WYNN) May weekly call option implied volatility is at 105, May is at 81; compared to its 52-week range of 35 to 71 into the expected release of quarter results today after the bell.

Coinbase (COIN) May weekly call option implied volatility is at 320, May is at 205; compared to its 52-week range of 46 to 116 into the expected release of quarter results today. Call put ratio 1 call to 2.8 puts as shares sell off 6.6%.

Rivian Automotive (RIVN) May weekly call option implied volatility is at 241, May is at 161; compared to its 52-week range of into the expected release of quarter results on May 11. Call put ratio 1 call to 2.5 puts as shares sell off 3.8%.

Bumble (BMBL) May call option implied volatility is at 210, June is at 197; compared to its 52-week range of 55 to 138 into the expected release of quarter results after the bell on May 11. Call put ratio 1 call to 4 puts as shares sell off 8.5%.

Canada Goose (GOOS) May weekly call option implied volatility is at 123, May is at 118; compared to its 52-week range of 35 to 81 into the expected release of quarter results on May 11.

Walt Disney (DIS) May weekly call option implied volatility is at 116, May is at 73; compared to its 52-week range of 20 to 52 into the expected release of quarter results after the bell on May 11. Call put ratio 2.1 calls to 1 put.

Alibaba (BABA) May weekly call option implied volatility is at 105, May is at 94; compared to its 52-week range of 24 to 100 into the expected release of quarter results on May 11. Call put ratio 1.9 calls to 1 put as shares sell off 0.9%.

Toast (TOST) May call option implied volatility is at 155, June is at 116; compared to its 52-week range of 62 to 159 into expected release of quarter results on May 12. Call put ratio 10 calls to 1 put.

Options with decreasing option implied volatility:
Increasing unusual option volume: BHVN VRM FNKO AVYA PETS
Increasing unusual call option volume: VRM ARCT APPN DHT
Increasing unusual put option volume: PETS AVYA GDRX CARG WU DM
Active options: TSLA AAPL AMC NVDA AMD PTON UPST F SOFI PLTR TWTR MSFT FB NIO RIVN VRM AMZN NFLX BAC PLUG