Mid-session IV Report May 4, 2022

Mid-session IV Report May 4, 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: IMUX ETSY FSR SHOP

Popular stocks with increasing volume: NIO AMC MRNA F XOM DKNG LYFT UBER

Refiner-energy stocks option IV as shares near record high

Valero Energy (VLO) 30-day option implied volatility is at 85; compared to its 52-week range of 32 to 51 as shares rally 2.8% to record high.

Marathon Oil (MRO) 30-day option implied volatility is at 62; compared to its 52-week range of 43 to 70 as shares near record high.

Devon Energy (DVN) 30-day option implied volatility is at 55; compared to its 52-week range of 43 to 70 as shares near record high. Call put ratio 2.5 calls to 1 put.

Option IV into quarter results

Etsy (ETSY) May weekly call option implied volatility is at 270, May is at 120; compared to its 52-week range of 40 to 100 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Fisker (FSR) May weekly call option implied volatility is at 230, May is at 135; compared to its 52-week range of 65 to 113 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

iRobot (IRBT) May weekly call option implied volatility is at 240, May is at 98; compared to its 52-week range of 40 to 83 into the expected release of quarter results today after the bell. Call put ratio 1 call to 49 puts with focus on June 55 puts.

Crox (CROX) May weekly call option implied volatility is at 100, May is at 77; compared to its 52-week range of 40 to 135 into the expected release of quarter results before the bell on May 5.

GoPro (GPRO) May weekly call option implied volatility is at 185, May is at 82; compared to its 52-week range of 35 to 151 into the expected release of quarter results after the bell on May 5. Call put ratio 4.8 calls to 1 put.

Kellogg (K) May call option implied volatility is at 34, June is at 28; compared to its 52-week range of 16 to 54 into the expected release of quarter results before the bell on May 5.

Ocugen (OCGN) May weekly call option implied volatility is at 166, May is at 122; compared to its 52-week range of 102 to 294 into the expected release of quarter results on May 5. Call put ratio 3.8 calls to 1 put.

Petrobras (PBR) May weekly call option implied volatility is at 84, May is at 63; compared to its 52-week range of 38 to 235 into the expected release of quarter results after the bell on May 5. Call put ratio 8 calls to 1 put with focus on May calls.

Royal Caribbean (RCL) May weekly call option implied volatility is at 100, May is at 64; compared to its 52-week range of 36 to 76 into the expected release of quarter results before the bell on May 5.

Shopify (SHOP) May weekly call option implied volatility is at 201, May is at 111; compared to its 52-week range of 35 to 97 into the expected release of quarter results on May 5.

Wayfair (W) May weekly call option implied volatility is at 275, May is at 135; compared to its 52-week range of 44 to 116 into the expected release of quarter results before the bell on May 5. Call put ratio 1 call to 5.8 puts.

World Wrestling (WW) May weekly call option implied volatility is at 220, May is at 105; compared to its 52-week range of 43 to 101 into the expected release of quarter results before the bell on May 5. Call put ratio 4.4 calls to 1 put.

Yelp (YELP) May call option implied volatility is at 79, June is at 66; compared to its 52-week range of 35 to 61 into the expected release of quarter results after the bell on May 5.

Zillow (Z) May weekly call option implied volatility is at 220, May is at 101; compared to its 52-week range of 40 to 90 into the expected release of quarter results after the bell on May 5. Call put ratio 1.8 calls to 1 put.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 14; compared to its 52-week range of 5 to 15 into The Federal Open Market Committee statement on its decision on interest rates slated for release today. Fed chairman Jerome Powell speaks at 2:30 p.m. this afternoon. Call put ratio 1 call to 18 puts.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 14; compared to its 52-week range of 5 to 16. Call put ratio 1.1 call to 1 put.

Options with decreasing option implied volatility: BBAI DWAC FB PYPL PINS INTC CLX AAPL CAR ROKU AMD
Increasing unusual option volume: CNDT MNKD INVZ EHTH QSR
Increasing unusual call option volume: CNDT QSR INVZ EAT PING LYFT
Increasing unusual put option volume: VST MPW LYFT PII TUP SCCO
Active options: AMD UBER AAPL LYFT TSLA ABNB NVDA SBUX FB TWTR BAC AMC BABA NIO MRNA F XOM NFLX AMZN DKNG