Mid-session IV Report May 6, 2022

Mid-session IV Report May 6, 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: HEAR CVNA PLTK AKAM BUD ZNGA ESSC

Popular stocks with increasing volume: SQ UBER DKNG TWTR NIO AMC LYFT BABA PG

Option movers

United States Natural Gas (UNG) 30-day option implied volatility is at 86; compared to its 52-week range of 31 to 199 as Natural gas near multi-year high.

AMC Entertainment (AMC) 30-day option implied volatility is at 122; compared to its 52-week range of 95 to 436 into expected release of quarter results on May 9. Call put ratio 2.5 calls to 1 put as shares sell off 4.3%.

Snowflake (SNOW) 30-day option implied volatility is at 100; compared to its 52-week range of 36 to 95 as shares sell off 3.5%.

Lemonade (LMND) 30-day option implied volatility is at 121; compared to its 52-week range of 55 to 134 as shares sell off 3%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results on May 9.

Roblox (RBLX) 30-day option implied volatility is at 129; compared to its 52-week range of 46 to 126 as shares sell off 5.8%. Call put ratio 1 call to 1.8 puts into expected release of quarter results on May 10.

Toast (TOST) 30-day option implied volatility is at 112; compared to its 52-week range of 62 to 159 as shares sell off 6.5% into expected release of quarter results on May 12.

Stock option implied volatility with Chamath Palihapitiya involvement in 2019-2022

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 108; compared to its 52-week range of 63 to 194 as shares sell off 11% after quarter results.

SoFi Technologies (SOFI) 30-day option implied volatility is at 82; compared to its 52-week range of 59 to 117. Call put ratio 2.3 calls to 1 put as shares sell off 2.4%.

Clover Health Investments (CLOV) 30-day option implied volatility is at 104; compared to its 52-week range of 77 to 306. Call put ratio 4 calls to 1 put as shares sell off 5%.

Opendoor (OPEN) 30-day option implied volatility is at 140; compared to its 52-week range of 58 to 140 as shares sell off 4% after quarter results.

Social Capital Hedosophia Holdings Corp VI (IPOF) 30-day option implied volatility is at 23; compared to its 52-week range of 9 to 71. Call put ratio 8.6 calls to 1 put.

Social Capital Hedosophia Holdings Corp. IV (IPOD) 30-day option implied volatility is at 24; compared to its 52-week range of 6 to 84.

GameStop (GME) 30-day option implied volatility is at 110; compared to its 52-week range of 69 to 216. Call put ratio 1 call to 1.4 puts as shares sell off 2.2%.

Tesla (TSLA) 30-day option implied volatility is at 67; compared to its 52-week range of 36 to 84.

Options with decreasing option implied volatility: SST BBAI CHGG DWAC EBAY CLX
Increasing unusual option volume: GH FNKO JEF IMGN HEAR
Increasing unusual call option volume: GH IMGN ICPT HEAR PG
Increasing unusual put option volume: SLI OSH ASHR IGT SM FTCH
Active options: TSLA AAPL BBIG NVDA AMD FB AMZN SQ UBER DKNG NFLX TWTR LCID NIO AMC LYFT BABA FUBO PG MSFT