Mid-session IV Report May 20, 2022

Mid-session IV Report May 20, 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: COST DG DLTR TSLA RBLX

Popular stocks with increasing volume: NIO SOFI BABA CSCO AMAT TWTR PFE F XOM PANW

Option IV movers

Tesla (TSLA) May call option implied volatility is at 138, June is at 80; compared to its 52-week range of 36 to 82 as shares sell off 5.7%. Call put ratio 1 call to 1.2 puts.

Roblox (RBLX) May call option implied volatility is at 175, June is at 118; compared to its 52-week range of 36 to 82 as shares sell off 6.3%. Call put ratio 1.6 calls to 1 put.

Option IV into quarter release

Zoom Video (ZM) May weekly call option implied volatility is at 187, June is at 118; compared to its 52-week range of 33 to 114 into the expected release of quarter results after the bell on May 23. Call put ratio 1.6 calls to 1 put.

Advanced Auto Parts (AAP) June call option implied volatility is at 51, July is at 45; compared to its 52-week range of 22 to 82 into the expected release of quarter results after the bell on May 23. Call put ratio 1 call to 5.5 puts with focus on May 200 puts.

Best Buy (BBY) May weekly call option implied volatility is at 125, June is at 75; compared to its 52-week range of 24 to 75 into the expected release of quarter results before the bell on May 24. Call put ratio 1 call to 3 puts.

Nordstrom (JWN) May weekly call option implied volatility is at 182, June is at 110; compared to its 52-week range of 45 to 102 into the expected release of quarter results after the bell on May 24. Call put ratio 1 call to 4 puts as shares sell off 9%.

Dick’s Sporting Goods (DKS) May weekly call option implied volatility is at 124, June is at 79; compared to its 52-week range of 31 to 82 the expected release of quarter results before the bell on May 25. Call put ratio 3.1 calls to 1 put.

NVIDIA (NVDA) May weekly call option implied volatility is at 102, June is at 73; compared to its 52-week range of 31 to 82 into the expected release of quarter results after the bell on May 25.

Options with decreasing option implied volatility: MSTR PANW COIN WRBY SE DOCS FL TTWO GS DE
Increasing unusual option volume: ROST VERU EWC PTEN TRUP NDAQ
Increasing unusual call option volume: VERU NDAQ EVEX ROST BIRD
Increasing unusual put option volume: ROST AMRS FL ABUS HGEN DE
Active options: AAPL TSLA AMD NVDA FB NIO UPST AMC ROST SOFI MSFT AMZN BABA CSCO AMAT TWTR PFE F XOM PANW