Mid-session IV Report April 23, 2024

Mid-session IV Report April 23, 2024

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Mid-session IV Report April 23, 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: MANU NVDA TGT PBR DJT

Popular stocks with increasing volume: GM PDD BABA C BAC GE SOFI AMC COIN UPS SPOT AFRM CLF

Active options: Active options: NVDA TSLA AMD AAPL PLTR GM PDD RIOT AMZN BABA C BAC GE SOFI AMC COIN UPS SPOT AFRM CLF

Apple (AAPL) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 31 into expected release of quarter results on May 2, Apple holding an event on May 7 and hosting its annual Worldwide Developers Conference (WWDC) from June 10 through 14, 2024. Call put ratio 2.3 calls to 1 put.

Option IV into quarter results

Tesla (TSLA) April weekly call option implied volatility is at 125, May is at 67; compared to its 52-week range of 40 to 66 into the expected release of quarter results today after the bell.

Meta Platforms (META) April weekly call option implied volatility is at 112, May is at 53; compared to its 52-week range of into the expected release of quarter results after the bell on April 24.

IBM (IBM) April weekly call option implied volatility is at 75, May is at 35; compared to its 52-week range of 13 to 34 into the expected release of quarter results after the bell on April 24.

ServiceNow (NOW) April weekly call option implied volatility is at 85, May is at 43; compared to its 52-week range of 23 to 46 into the expected release of quarter results after the bell on April 24.

Lam Research (LRCX) April weekly call option implied volatility is at 74, May is at 42; compared to its 52-week range of 26 to 45 into the expected release of quarter results after the bell on April 24.

AT&T (T) April weekly call option implied volatility is at 58, May is at 27; compared to its 52-week range of 16 to 38 into the expected release of quarter results before the bell on April 24.

Boeing (BA) April weekly call option implied volatility is at 65, May is at 37; compared to its 52-week range of 22 to 39 into the expected release of quarter results before the bell on April 24.

Boston Scientific (BSX) May call option implied volatility is at 27, June is at 23; compared to its 52-week range of 17 to 33 into the expected release of quarter results before the bell on April 24.

Waste Management (WM) April weekly call option implied volatility is at 47, May is at 22; compared to its 52-week range of 11 to 23 into the expected release of quarter results after the bell on April 24.

Chipotle (CMG) April weekly call option implied volatility is at 85, May is at 38; compared to its 52-week range of 15 to 40 into the expected release of quarter results after the bell on April 24.

Canadian Pacific (CP) May call option implied volatility is at 21, June is at 20; compared to its 52-week range of 16 to 66 into the expected release of quarter results after the bell on April 24.

General Dynamics (GD) April weekly call option implied volatility is at 38, May is at 22; compared to its 52-week range of 12 to 25 into the expected release of quarter results before the bell on April 24.

CME Group (CME) April weekly call option implied volatility is at 40, May is at 22; compared to its 52-week range of 13 to 22 into the expected release of quarter results before the bell on April 24.

Pioneer Natural Resources (PXD) April weekly call option implied volatility is at 55, May is at 28; compared to its 52-week range of 17 to 34 into the expected release of quarter results on April 24.

Hilton (HLT) May call option implied volatility is at 27, June is at 23; compared to its 52-week range of 16 to 73 into the expected release of quarter results before the bell on April 24.

Ford (F) April weekly call option implied volatility is at 84, May is at 44; compared to its 52-week range of 26 to 43 into the expected release of quarter results before the bell on April 24.

Otis (OTIS) May call option implied volatility is at 23, June is at 20; compared to its 52-week range of 14 to 61 into the expected release of quarter results before the bell on April 24.

Humana (HUM) April weekly call option implied volatility is at 72, May is at 36; compared to its 52-week range of 17 to 41 into the expected release of quarter results before the bell on April 24.

Hasbro (HAS) May call option implied volatility is at 52, June is at 39; compared to its 52-week range of 22 to 81 into the expected release of quarter results before the bell on April 24.

Biogen (BIIB) April weekly call option implied volatility is at 81, May is at 38; compared to its 52-week range of 19 to 39 into the expected release of quarter results before the bell on April 24.

Microsoft (MSFT) April weekly call option implied volatility is at 55, May is at 30; compared to its 52-week range of 18 to 33 into the expected release of quarter results after the bell on April 25.

Alphabet (GOOG) April weekly call option implied volatility is at 74, May is at 39; compared to its 52-week range of 19 to 38 into the expected release of quarter results after the bell on April 25.

Annovis Bio Inc. (ANVS) 30-day option implied volatility is at 336; compared to its 52-week range of 21 to 423 into topline efficacy data for phase II/III study of buntanetap in patients with mild to moderate Alzheimer’s disease is expected in April. Call put ratio 1 call to 2.9 puts.

Options with decreasing option implied volatility: SPOT IBRX CGC HE NFLX JBLU TSM ISRG ABR AXP UAL ASML DHI ALK UPS RF OZK
Increasing unusual option volume: MTTR GL ASPN IBRX FUSN MCRB CPER NVS
Increasing unusual call option volume: ASPN CIEN NVS MCRB IBRX MTTR XHB AQST
Increasing unusual put option volume: IBRX GSM XRX CDNS NOK UL SAP GL GBLU HAL HTZ FI
Active options: NVDA TSLA AMD AAPL PLTR GM PDD RIOT AMZN BABA C BAC GE SOFI AMC COIN UPS SPOT AFRM CLF
Global S&P Futures down in premarket, Nikkei down 2.5%, DAX down 1%, WTI Crude oil recently at $83, natural gas mixed, gold at $2397

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