Mid-session IV Report May 13, 2022

Mid-session IV Report May 13, 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: TWTR BBBY SI TWTR KSS SAVE ATVI GME COIN

Popular stocks with increasing volume: SOFI AFRM HOOD F COIN PLTR RIVN DIS NFLX RBLX OXY

Option IV bid, interest rate increases pause

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 22; compared to its 52-week range of 12 to 25. Call put ratio 1.9 calls to 1 put.

Musk headlines

Tesla (TSLA) May weekly call option implied volatility is at 116, May is at 81; compared to its 52-week range of 35 to 84 as shares rally 5.9%.

Twitter (TWTR) May weekly call option implied volatility is at 143, May is at 79; compared to its 52-week range of 21 to 88 after Elon Musk Twitter buyout tweets. Call put ratio 1 call to 1.8 puts as shares sell off 9%.

Digital World Acquisition Corp (DWAC) May weekly call option implied volatility is at 250, May is at 130; compared to its 52-week range of 87 to 254 after Elon Musk Tweet posts. Call put ratio 1 call to 1 put as shares rally 4.3%.

MEME Movers

GameStop (GME) 30-day option implied volatility is at 150; compared to its 52-week range of 69 to 216. Call put ratio 1.9 calls to 1 put as shares rally 12%.

First Solar (FSLR) 30-day option implied volatility is at 63; compared to its 52-week range of 33 to 64. Call put ratio 1.9 calls to 1 put as shares rally 7%.

AMC Entertainment (AMC) 30-day option implied volatility is at 151; compared to its 52-week range of 94 to 436. Call put ratio 4 calls to 1 put as shares rally 7%.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 141; compared to its 52-week range of 58 to 194. Call put ratio 5.9 calls to 1 put as shares rally 3%.

Ryder System (R) May call option implied volatility is at 70, June is at 71; compared to its 52-week range of 28 to 100 after HG Vora Capital offers to acquire Ryder at $86 per share. Call put ratio 5.7 calls to 1 put as shares rally 16%.

Option movers into quarter results

Take Two Interactive (TTWO) May call option implied volatility is at 81, June is at 57; compared to its 52-week range of 24 to 59 into the expected release of quarter results after the bell on May 16.

Container Store (TCS) May call option implied volatility is at 160, June is at 100; compared to its 52-week range of 41 to 103 into the expected release of quarter results after the bell on May 17.

Home Depot (HD) May call option implied volatility is at 57, June is at 43; compared to its 52-week range of 17 to 46 into the expected release of quarter results before the bell on May 17. Call put ratio 1.4 calls to 1 put as shares rally 3%.

JD.COM (JD) May call option implied volatility is at 108, June is at 81; compared to its 52-week range of 31 to 94 into the expected release of quarter results on May 17. Call put ratio 1.5 calls to 1 put as shares rally 5.5%.

Jumia (JMIA) May call option implied volatility is at 177, June is at 130; compared to its 52-week range of 70 to 135 into the expected release of quarter results on May 17. Call put ratio 7 calls to 1 put as shares rally 11%.

Walmart (WMT) May call option implied volatility is at 40, June is at 29; compared to its 52-week range of 14 to 30 into the expected release of quarter results on May 17.

Target (TGT) May call option implied volatility is at 64, June is at 45; compared to its 52-week range of 17 to 47 into the expected release of quarter results before the bell on May 18. Call put ratio 1 call to 1.7 puts.

Options with decreasing option implied volatility: SST BMBL DIS TSN
Increasing unusual option volume: VERU MESO JOBY SFL DUOL
Increasing unusual call option volume: VERU MESO JOBY EBON DNUT
Increasing unusual put option volume: FIGS CHPT NU INDA ROST XP CG TWTR
Active options: AAPL TSLA TWTR NVDA SOFI AMD AMC AFRM HOOD CHPT F COIN PLTR RIVN MSFT DIS NIO FB NFLX RBLX OXY