Mid-session IV Report May 11, 2022

Mid-session IV Report May 11, 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: AFRM BYND MSFT CVNA GME SFIX U KSS

Popular stocks with increasing volume: SOFI RIVN LCID OXY U F DIS MQ NIO

Option movers into quarter results

Affirm Holdings (AFRM) May weekly call option implied volatility is at 550, May is at 288; compared to its 52-week range of 60 to 200 into the expected release of quarter results today after the bell. Call put ratio 1 call to 4.1 puts.

Walt Disney (DIS) May weekly call option implied volatility is at 145, May is at 78; compared to its 52-week range of 20 to 52 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Beyond Meat (BYND) May weekly call option implied volatility is at 370, May is at 200; compared to its 52-week range of 41 to 123 into the expected release of quarter results today after the bell. Call put ratio 1 call to 4.5 puts as shares sell off 6.3%.

Rivian Automotive (RIVN) May weekly call option implied volatility is at 330, May is at 190; compared to its 52-week range of into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.4 puts as shares sell off 1.8%.

Bumble (BMBL) May call option implied volatility is at 199, June is at 120; compared to its 52-week range of 55 to 138 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.7 puts as shares sell off 2%.

Toast (TOST) May call option implied volatility is at 180, June is at 121; compared to its 52-week range of 62 to 159 into expected release of quarter results on May 12. Call put ratio 1.7 calls to 1 put as shares sell off 5%.

Kohl’s (KSS) 30-day option implied volatility is at 98; compared to its 52-week range of 39 to 100. Call put ratio 1 call to 1.1 puts as shares sell off 3%.

DISH Network (DISH) May weekly call option implied volatility is at 135, May is at 95; compared to its 52-week range of 32 to 77. Call put ratio 1 call to 1.7 puts as shares sell off 14%.

Options with decreasing option implied volatility: TTD RBLX
Increasing unusual option volume: DM VERU OLPX AVYA JOBY RBAC U EA
Increasing unusual call option volume: DM VERU JOBY IGT GSM SWCH REAL
Increasing unusual put option volume: DM ARRY MQ AVYA U ARCH COIN YETI
Active options: AAPL TSLA COIN FB RBLX NVDA DM AMD AMC SOFI RIVN LCID OXY ET U F DIS JOBY MQ NIO