Mid-session IV Report May 16, 2022

Mid-session IV Report May 16, 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 MSTR MNDT ATVI HEAR WEAT

Popular stocks with increasing volume: AMC NFLX SOFI OXY F SQ RBLX SNDL PLTR

NASDAQ Tech option IV stays bid as shares pull back to low end of range

Shopify (SHOP) May call option implied volatility is at 130, June is at 99; compared to its 52-week range of 35 to 103.

Salesforce (CRM) May call option implied volatility is at 59, June is at 53; compared to its 52-week range of 22 to 61.

eBay (EBAY) May call option implied volatility is at 55, June is at 40; compared to its 52-week range of 24 to 55.

Verisign Inc. (VRSN) May call option implied volatility is at 75, June is at 34; compared to its 52-week range of 18 to 41.

Snowflake (SNOW) May call option implied volatility is at 117, June is at 105; compared to its 52-week range of 36 to 112.

Zoom (ZM) May call option implied volatility is at 106, June is at 107; compared to its 52-week range of 33 to 111.

Datadog, Inc. (DDOG) May call option implied volatility is at 117, June is at 88; compared to its 52-week range of 37 to 100.

Roblox (RBLX) May call option implied volatility is at 143, June is at 112; compared to its 52-week range of 46 to 154.

Netflix (NFLX) May call option implied volatility is at 82, June is at 73; compared to its 52-week range of 21 to 71.

Option movers into quarter results

Take Two Interactive (TTWO) May call option implied volatility is at 111, June is at 60; compared to its 52-week range of 24 to 59 into the expected release of quarter results today after the bell.

Home Depot (HD) May call option implied volatility is at 77, June is at 44; compared to its 52-week range of 17 to 46 into the expected release of quarter results before the bell on May 17.

JD.COM (JD) May call option implied volatility is at 136, June is at 81; compared to its 52-week range of 31 to 94 into the expected release of quarter results on May 17.

Jumia (JMIA) May call option implied volatility is at 230, 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 5.5 calls to 1 put.

Walmart (WMT) May call option implied volatility is at 51, June is at 31; 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 81, June is at 49; compared to its 52-week range of 17 to 47 into the expected release of quarter results before the bell on May 18.

Analog Devices (ADI) May call option implied volatility is at 66, June is at 41; compared to its 52-week range of into the expected release of quarter results after the bell on May 18. Call put ratio 1 call to 13 puts with focus on June 145 puts.

Cisco (CSCO) May call option implied volatility is at 68, June is at 34; compared to its 52-week range of 16 to 40 into the expected release of quarter results after the bell on May 18.

Lowe’s Cos. (LOW) May call option implied volatility is at 90, June is at 46; compared to its 52-week range of 19 to 49 into the expected release of quarter results before the open on May 18. Call put ratio 1 calls to 2.6 puts.

TJX (TJX) May call option implied volatility is at 81, June is at 45; compared to its 52-week range of 20 to 47into the expected release of quarter results on May 18.

Applied Material (AMAT) May call option implied volatility is at 82, June is at 55; compared to its 52-week range of 29 to 59 into the expected release of quarter results after the bell on May 19.

Palo Alto Networks (PANW) May call option implied volatility is at 121, June is at 61; compared to its 52-week range of 24 to 67 into the expected release of quarter results after the bell on May 19.

Options with decreasing option implied volatility: PLBY AFRM PTON BMBL IGT YETI DIS
Increasing unusual option volume: VERU BZUN HEAR LEVI
Increasing unusual call option volume: BZUN VERU HEAR SFL ELY
Increasing unusual put option volume: LEVI MOMO INDA EZU THC
Active options: AAPL TSLA TWTR NVDA AMD NIO AMC FB NFLX SOFI OXY MSFT F AMZN BAC SQ RBLX SNDL PLTR UPST