By Bayo, Eli
Market-wide option volume of 48.5m contracts was 10% above recent average levels, with calls leading puts 11 to 7. ETF and Index products saw relatively heavy volume, while single stock flow was moderate.
Most active sectors included Consumer Cyclicals, Energy and Financials while Consumer Non-Cyclicals and Health Care were relatively light. Of the 3,796 stocks with listed options, 440 (12%) closed higher, and 3,279 (86%) lower. Among the 500 most liquid single stocks, 30day implied volatility was higher for 336 and lower for 110. Unusual total option volume was observed in $AMC Entertainment Holdings Inc(AMC.US)$, $Workhorse Group, Inc.(WKHS.US)$, $Norwegian Cruise Line Holdings Ltd(NCLH.US)$, $li Auto Inc.(LI.US)$ and $Petroleo Brasileiro SA Petrobras(PBR.US)$.
Options with increasing option implied volatility
$GameStop Corp(GME.US)$, $Sirius XM Holdings Inc(SIRI.US)$, $Endo International PLC(ENDP.US)$, $Workhorse Group, Inc.(WKHS.US)$
The 'FANG' stocks into last trading day of month
Facebook (FB) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 82.
Apple (AAPL) 30-day option implied volatility is at 41; compared to its 52-week range of 25 to 90.
Netflix (NFLX) 30-day option implied volatility is at 39; compared to its 52-week range of 33 to 99.
Alphabet (GOOG) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 75.
Amazon (AMZN) 30-day option implied volatility is at 36; compared to its 52-week range of 24 to 69.
Microsoft (MSFT) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 90.
Notable bettings toward broader market indices ETF on 2/25
Individuals breakdown by sectors (2/25 notable bets)
Tech
Industrial
Consumer Cyclical
Financial
Communication Services
Healthcare
Energy
Real Estate
Basic materials
Consumer Defensive
Utilities
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