Mid-session IV Report May 2, 2022

Mid-session IV Report May 2, 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 up across board….VIX ATER HEAR ATVI ACC HEAR

Popular stocks with increasing volume: LYFT OXY UBER INTC

Option IV increases into FOMC meeting

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 29; compared to its 52-week range of 12 to 32. Call put ratio 1 call to 1.2 puts as shares flat.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 37; compared to its 52-week range of 14 to 38. Call put ratio 1 call to 1.3 puts.

Russell 2000 ETF (RUT) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 38. Call put ratio 1 call to 2 puts as shares rally 0.6%.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 74; compared to its 52-week range of 28 to 75. Call put ratio 1.3 calls to 1 put as shares rally 3%.

Tuttle Capital Short Innovation (SARK) 30-day option implied volatility is at 77; compared to its 52-week range of 40 to 75. Call put ratio 1 call to 1 put as shares sell off 2.9%.

United States Oil Fund (USO) 30-day option implied volatility is at 50; compared to its 52-week range of 28 to 81. Call put ratio 1.3 calls to 1 put as shares sell off 2.2%.

Telsa (TSLA) May weekly call option implied volatility is at 85, May is at 73; compared to its 52-week range of 36 to 84. Call put ratio 1.1 calls to 1 put.

Option IV into quarter results

Advanced Micro Devices (AMD) May weekly call option implied volatility is at 119, May is at 78; compared to its 52-week range of 29 to 73 into the expected release of quarter results before the bell on May 3. Call put ratio 2 calls to 1 put.

Devon Energy (DVN) May weekly call option implied volatility is at 100, May is at 72; compared to its 52-week range of 43 to 70 into the expected release of quarter results before the bell on May 3.

Airbnb (ABNB) May weekly call option implied volatility is at 134, May is at 85; compared to its 52-week range of 35 to 76 into the expected release of quarter results after the bell on May 3.

Biogen (BIIB) May weekly call option implied volatility is at 73, May is at 48; compared to its 52-week range of 32 to 121 into the expected release of quarter results before the bell on May 3.

BP (BP) May weekly call option implied volatility is at 68, May is at 51; compared to its 52-week range of 26 to 53 into the expected release of quarter results before the bell on May 3.

Caesars (CZR) May weekly call option implied volatility is at 112, May is at 81; compared to its 52-week range of 41 to 71 into the expected release of quarter results after the bell on May 3.

Cirrus (CRUS) May call option implied volatility is at 62, June is at 47; compared to its 52-week range of 26 to 103 into the expected release of quarter results after the bell on May 3.

Hilton (HLT) May call option implied volatility is at 55, June is at 48; compared to its 52-week range of 26 to 86 into the expected release of quarter results before the bell on May 3.

Lyft (LYFT) May weekly call option implied volatility is at 148, May is at 83; compared to its 52-week range of 41 to 84 into the expected release of quarter results after the bell on May 3.

Paramount (PARA) May weekly call option implied volatility is at 106, May is at 72; compared to its 52-week range of 32 to 63 into the expected release of quarter results before the bell on May 3. Call put ratio 3 calls to 1 put as shares rally 4.6%.

Skyworks (SWKS) May weekly call option implied volatility is at 105, May is at 64; compared to its 52-week range of 24 to 55 into the expected release of quarter results after the bell on May 3.

Starbucks (SBUX) May weekly call option implied volatility is at 74, May is at 46; compared to its 52-week range of 18 to 42 into the expected release of quarter results after the bell on May 3.

General Mills (GIS) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 60 into hosting a virtual event on May 4.

Options with decreasing option implied volatility: BBAI DWAC FB PINS SKX UPS
Increasing unusual option volume: VERU BRPM DOGZ PFF JOBS DO HOOK ATER
Increasing unusual call option volume: VERU INVZ OLN ATER EAT EAR
Increasing unusual put option volume: K ATER EL LIT
Active options: AAPL TSLA AMZN FB NVDA AMD AMC TWTR F BAC GM MSFT NIO BA CEI BBIG BABA SOFI PLTR NFLX