Mid-session IV Report April 22, 2024

Mid-session IV Report April 22, 2024

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Mid-session IV Report April 22, 2024

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By this often over looked information.

Options with increasing option implied volatility: NVDL NVDA MANU TGT PANW ZM

Popular stocks with increasing volume: ARM PLTR MU VZ BAC SOFI TSM NIO DAL SMCI

Active options: TSLA NVDA AAPL AMZN AMD MARA ARM PLTR MU AMC VZ RIOT BAC META SOFI TSM NIO DAL SMCI MSFT

Option IV into quarter results

Visa (V) April weekly call option implied volatility is at 42, May is at 24; compared to its 52-week range of 13 to 26 into the expected release of quarter results after the bell on April 23.

Tesla (TSLA) April weekly call option implied volatility is at 120, May is at 69; compared to its 52-week range of 40 to 66 into the expected release of quarter results after the bell on April 23.

Pepsico (PEP) April weekly call option implied volatility is at 33, May is at 19; compared to its 52-week range of 12 to 25 into the expected release of quarter results before the bell on April 23.

GE Aerospace (GE) April weekly call option implied volatility is at 60, May is at 35; compared to its 52-week range of 19 to 39 into the expected release of quarter results before the bell on April 23.

Novartis (NVS) May call option implied volatility is at 27, June is at 22; compared to its 52-week range of 13 to 65 into the expected release of quarter results before the bell on April 23.

Danaher (DHR) April weekly call option implied volatility is at 58, May is at 30; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on April 23.

Texas Instruments (TXN) April weekly call option implied volatility is at 62, May is at 35; compared to its 52-week range of 19 to 34 into the expected release of quarter results after the bell on April 23.

RTX (RTX) April weekly call option implied volatility is at 46, May is at 25; compared to its 52-week range of 15 to 33 into the expected release of quarter results before the bell on April 23. Call put ratio 2.9 calls to 1 put.

Philip Morris (PM) April weekly call option implied volatility is at 41, May is at 23; compared to its 52-week range of 13 to 25 into the expected release of quarter results before the bell on April 23. Call put ratio 7 calls to 1 put.

United Parcel Service (UPS) April weekly call option implied volatility is at 66, May is at 34; compared to its 52-week range of 18 to 35 into the expected release of quarter results before the bell on April 23.

Lockheed Martin (LMT) April weekly call option implied volatility is at 42, May is at 23; compared to its 52-week range of 14 to 28 into the expected release of quarter results before the bell on April 23. Call put ratio 4.7 calls to 1 put.

Fiserv (FI) April weekly call option implied volatility is at 55, May is at 29; compared to its 52-week range of 13 to 30 into the expected release of quarter results before the bell on April 23.

Canadian National Railway (CNI) May call option implied volatility is at 22, June is at 19; compared to its 52-week range of 14 to 68 into the expected release of quarter results after the bell on April 23.

Freeport-McMoran (FCX) April weekly call option implied volatility is at 55, May is at 40; compared to its 52-week range of 29 to 43 into the expected release of quarter results before the bell on April 23.

Spotify (SPOT) April weekly call option implied volatility is at 118, May is at 57; compared to its 52-week range of 29 to 61 into the expected release of quarter results before the bell on April 23.

General Motors (GM) April weekly call option implied volatility is at 63, May is at 37; compared to its 52-week range of 25 to 43 into the expected release of quarter results before the bell on April 23.

Kimberly-Clark (KMB) April weekly call option implied volatility is at 38, May is at 21; compared to its 52-week range of 13 to 26 into the expected release of quarter results before the bell on April 23.

Halliburton (HAL) April weekly call option implied volatility is at 47, May is at 32; compared to its 52-week range of 26 to 47 into the expected release of quarter results before the bell on April 23.

Baker Hughes (BKR) May call option implied volatility is at 33, June is at 29; compared to its 52-week range of 23 to 82 into the expected release of quarter results before the bell on April 23.

PulteGroup (PHM) April weekly call option implied volatility is at 64, May is at 46; compared to its 52-week range of 24 to 46 into the expected release of quarter results before the bell on April 23.

Seagate (STX) April weekly call option implied volatility is at 88, May is at 47; compared to its 52-week range of 25 to 46 into the expected release of quarter results after the bell on April 23. April weekly (26) 85 calls are active.

Options with decreasing option implied volatility: NFLX IBRX ABR UAL ISRG CPRI TSM BK ALLY ALK UNH AXP KEY OZK CFG CMA DHI ASML BX
Increasing unusual option volume: MTTR HUYA ALCC WSC GL CNHI GNW GH CAL WBD NG SUN
Increasing unusual call option volume: HUYA MTTR ALCC GH GNW BSX CORT NVDL NOK MCRB PPL CNHI KODK
Increasing unusual put option volume: OCGN SBSW WBD FYBR CMA PLD TMDX COR ACB
Active options: TSLA NVDA AMD AAPL AMZN UAL META ARM AMC SNAP TSM DJT MSFT MU GOOG BAC PLTR COIN PFE

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