Mid-session IV Report May 27, 2022

Mid-session IV Report May 27, 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: BROS

Popular stocks with increasing volume: GME COST HOOD NKLA SQ RIVN SNAP PLTR

IV into event

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 73 into Financial Analyst Day on June 9.

Movers

GameStop (GME) 30-day option implied volatility is at 142; compared to its 52-week range of 69 to 216 into the expected release of quarter results on June 1. Call put ratio 2.8 calls to 1 put as shares rally 1.4%.

Novavax (NVAX) 30-day option implied volatility is at 135; compared to its 52-week range of 64 to 168 into the expected release of quarter results on June 1. Call put ratio 2 calls to 1 put as shares rally 13%.

Option IV into quarter results

Ambarella (AMBA) June weekly call option implied volatility is at 150, June is at 105; compared to its 52-week range of 40 to 101 into the expected release of quarter results after the bell on May 31.

ChargePoint Holdings Inc. (CHPT) June weekly call option implied volatility is at 137, June is at 106; compared to its 52-week range of 59 to 108 into the expected release of quarter results after the bell on May 31.

HP Inc. (HPQ) June weekly call option implied volatility is at 50, July is at 45; compared to its 52-week range of 47 to 105 into the expected release of quarter results after the bell on May 31.

Options with decreasing option implied volatility: BBAI CROX PATH JWN ZM SNOW DLTR PDD HEAR VMW DKS DG SPLK
Increasing unusual option volume: PMVP RENT BKSY WEN DELL URBN LAZR BIG
Increasing unusual call option volume: RENT WEN BKSY DELL NANOS
Increasing unusual put option volume: LAZR MOMO OTLY WIX WB BIG DELL ACB
Active options: AAPL TSLA AMD NVDA LAZR AMC AMZN FB GME MSFT COST BABA F NIO HOOD NKLA SQ RIVN SNAP PLTR