Daily IV Report
Mid-session IV Report May 12, 2022
Mid-session IV Report May 12, 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 CVNA TOST MSTR […]
Mid-session IV Report May 12, 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 CVNA TOST MSTR BBAI COIN GME BBBY SFIX BROS
Popular stocks with increasing volume: AMC GME CVNA BBBY AFRM COIN BYND
Movers
GameStop (GME) 30-day option implied volatility is at 156; compared to its 52-week range of 69 to 216. Call put ratio 1 call to 1 put as shares rally 17%
AMC Entertainment (AMC) 30-day option implied volatility is at 159; compared to its 52-week range of 94 to 436. Call put ratio 2.4 calls to 1 put as shares rally 15%.
Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 142; compared to its 52-week range of 58 to 194. Call put ratio 6 calls to 1 put as shares rally 6%.
Musk headlines
Tesla (TSLA) 30-day option implied volatility is at 83; compared to its 52-week range of 36 to 84 amid wide intra-day price movement.
Twitter (TWTR) 30-day option implied volatility is at 46; compared to its 52-week range of 21 to 88. Call put ratio 1 call to 2 puts as shares sell off 1%.
Option movers into quarter results
Affirm Holdings (AFRM) May weekly call option implied volatility is at 690, May is at 380; compared to its 52-week range of 60 to 206 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put as shares rally 28%.
Toast (TOST) May call option implied volatility is at 225, June is at 141; compared to its 52-week range of 62 to 159 into expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put as shares rally 13%.
Options with decreasing option implied volatility: DIS RIVN
Increasing unusual option volume: PACB ARKX VERU APP CVNA
Increasing unusual call option volume: AWK VERU SGMO COTY OTLY CVNA
Increasing unusual put option volume: PACB ABUS BAM MBB SI VST CVNA
Active options: AAPL TSLA DIS AMD RIVN TWTR NVDA F AMC COIN BYND FB SNAP BAC AMZN SOFI MSFT UBER SQ NIO