Mid-session IV Report September 28, 2021

Mid-session IV Report September 28, 2021

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: PTRA MU UNG PINS TWTR TEAM GOGO

Popular stocks with increasing volume: DKNG MRNA XOM OXY MU

Rates tick higher. IV flat

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 47 as investors monitor the 10-year and 20-year yield. Call put ratio 5.9 calls to 1 put as shares rally 2.4%.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 14; compared to its 52-week range of 12 to 23. Call put ratio 1 call to 3.4 puts.

Option IV into events

Micron (MU) October weekly call option implied volatility is at 80, October is at 43; compared to its 52-week range of 30 to 59 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Bed Bath & Beyond (BBBY) October weekly call option implied volatility is at 177, October is at 100; compared to its 52-week range of 57 to 303 into the expected release of quarter results before the bell on September 30. Call put ratio 3.8 calls to 1 put.
Generac Holdings (GNRC) October call option implied volatility is at 45, November is at 46; compared to its 52-week range of 33 to 58 ahead of the company’s Investor Day on September 29.

Intuit (INTU) October weekly call option implied volatility is at 40, October is at 30; compared to its 52-week range of 20 to 45 ahead of the company’s Investor Day presentations on September 30.

General Motors (GM) October weekly call option implied volatility is at 43, October is at 38; compared to its 52-week range of 29 to 66 into investor day on October 6 and 7. Call put ratio 2.3 calls to 1 put.

Energy option implied volatility flat

Marathon Oil (MRO) 30-day option implied volatility is at 53; compared to its 52-week range of 46 to 243.Call put ratio 4.3 calls to 1 put.

Murphy Oil (MUR) 30-day option implied volatility is at 59; compared to its 52-week range of 54 to 103. Call put ratio 12 calls to 1 put.

Apache Corp. (APA) 30-day option implied volatility is at 57; compared to its 52-week range of 49 to 114. Call put ratio 8.8 calls to 1 put.

Range Resources (RRC) 30-day option implied volatility is at 66; compared to its 52-week range of 58 to 170.

Cabot (COG) 30-day option implied volatility is at 52; compared to its 52-week range of 32 to 104.

Centennial Resource Development (CDEV) 30-day option implied volatility is at 79; compared to its 52-week range of 32 to 278. Call put ratio 14 calls to 1 put.

Berry Corporation (BRY) 30-day option implied volatility is at 63; compared to its 52-week range of 45 to 589.

Pioneer Natural Resources (PXD) 30-day option implied volatility is at 39; compared to its 52-week range of 34 to 67. Call put ratio 5.4 calls to 1 put.

Occidental Petroleum (OXY) 30-day option implied volatility is at 54; compared to its 52-week range of 49 to 93. Call put ratio 3.2 calls to 1 put.

Whiting Petroleum (WLL) 30-day option implied volatility is at 58; compared to its 52-week range of 46 to 146.

Magnolia Oil & Gas Corporation (MGY) 30-day option implied volatility is at 54; compared to its 52-week range of 46 to 99.

United States Oil Fund (USO) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 61.

Proshares Ultra Dj-ubs Crude Oil (UCO) 30-day option implied volatility is at 62; compared to its 52-week range of 47 to 111.

iPath Dow Jones-Goldman Sachs Crude Oil Fund (OIL) 30-day option implied volatility is at 28; compared to its 52-week range of 28 to 70.

Vanguard Energy Etf (VDE) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 59.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 58. Call put ratio 6.2 calls to 1 put.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 47; compared to its 52-week range of 39 to 67. Call put ratio 4.3 calls to 1 put.

United States Natural Gas (UNG) 30-day option implied volatility is at 95; compared to its 52-week range of 30 to 220.

Increasing unusual option volume: IRNT INDA ONDS ENG ML LNG HYZN WTI ANY ALT GOGL HAIN
Increasing unusual call option volume: IRNT ATER UNFI THO HOG HYZN WTI ML ANY GOGL LNG THO
Increasing unusual put option volume: IRNT ALT HYZN SKX DMYI EMB ANY GOGO
Options with decreasing option implied: INO ALT SPIR SDC SFIX BROS BB RAD NKE
Active options: F AAPL TSLA PLTR AMD BAC MSFT NVDA AMC FB NIO LCID BABA DKNG AMZN MRNA NFLX XOM OXY MU