Mid-session IV Report May 9, 2022

Mid-session IV Report May 9, 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: BBAI PLTK ESSC PLTK NRGV MSFTR ESSC SFIX AAPL GE A MSFT XOM

Popular stocks with increasing volume: PLTR RIVN TWTR F XOM NIO BA UBER FCX

Option movers into quarter results

AMC Entertainment (AMC) May weekly call option implied volatility is at 210, May is at 163; compared to its 52-week range of 95 to 436 into expected release of quarter results today after the bell.

Lemonade (LMND) May weekly call option implied volatility is at 216, May is at 164; compared to its 52-week range of 55 to 134 into the expected release of quarter results today after the bell.

Roblox (RBLX) May weekly call option implied volatility is at 267, May is at 185; compared to its 52-week range of 45 to 126 into the expected release of quarter results after the bell on May 10.

Electronic Arts (EA) May weekly call option implied volatility is at 79, May is at 56; compared to its 52-week range of 20 to 44 into the expected release of quarter results after the bell on May 10.

Peloton (PTON) May weekly call option implied volatility is at 290, May is at 2-6; compared to its 52-week range of 50 to 139 into the expected release of quarter results on May 10.

Occidental Petroleum (OXY) May weekly call option implied volatility is at 110, May is at 87; compared to its 52-week range of 45 to 89 into the expected release of quarter results on May 10.

Norwegian Cruise Line (NCLH) May weekly call option implied volatility is at 119, May is at 91; compared to its 52-week range of 46 to 88 into the expected release of quarter results on May 10. Call put ratio 1 call to 3 puts as shares sell off 9%.

Rocket (RKT) May weekly call option implied volatility is at 145, May is at 112; compared to its 52-week range of 39 to 87 into the expected release of quarter results after the bell on May 10.

Sysco (SYY) May weekly call option implied volatility is at 70, May is at 53; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on May 10. Call put ratio 1 call to 2.2 puts.

Trade Desk (TTD) May weekly call option implied volatility is at 210, May is at 156; compared to its 52-week range of 43 to 109 into the expected release of quarter results on May 10.

Workhorse (WKHS) May weekly call option implied volatility is at 190, May is at 160; compared to its 52-week range of 85 to 212 into the expected release of quarter results on May 10. Call put ratio 3.3 calls to 1 put as shares sell off 12%.

Wynn Resorts (WYNN) May weekly call option implied volatility is at 100, May is at 84; compared to its 52-week range of 35 to 71 into the expected release of quarter results on May 10.

Bausch Health Co. Inc. (BHC) May weekly call option implied volatility is at 191, May is at 147; compared to its 52-week range of into the expected release of quarter results on May 10.

Coinbase (COIN) May weekly call option implied volatility is at 237, May is at 179; compared to its 52-week range of 46 to 116 into the expected release of quarter results on May 10. Call put ratio 1 call to 2 puts as bitcoin trades at low end of one-year range.

Alibaba (BABA) May weekly call option implied volatility is at 99, May is at 89; compared to its 52-week range of 31 to 84 into the expected release of quarter results on May 11.

Options with decreasing option implied volatility: CHGG CAR CWH CLX EBAY ATVI
Increasing unusual option volume: VRAY PLTK FNKO ZNTE
Increasing unusual call option volume: DSX PRTY CLX VST
Increasing unusual put option volume: ICLN DFS YUMC TRIP COF
Active options: AAPL TSLA PLTR RIVN AMC AMD NVDA FB LCID MSFT TWTR BBIG F AMZN XOM NIO BA UBER NFLX FCX