Mid-session IV Report April 28, 2023

Mid-session IV Report April 28, 2023

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Mid-session IV Report April 28, 2023

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: FRC CFG BBY FRC EOLS HELE PBR HRL

Popular stocks increasing options volume: FRC INTC XOM NET PINS NFLX AMC COIN FSLR

Option IV into quarter results into May

Stryker (SYK) May call option implied volatility is at 27, June is at 23; compared to its 52-week range of 20 to 67 into the expected release of quarter results after the bell on May 1.

NXPI Semiconductor (NXPI) May weekly call option implied volatility is at 51, May is at 40; compared to its 52-week range of 32 to 56 into the expected release of quarter results after the bell on May 1.

On Semiconductor (ON) May weekly call option implied volatility is at 74, May is at 55; compared to its 52-week range of 42 to 74 into the expected release of quarter results before the bell on May 1.

Advanced Micro Devices (AMD) May weekly call option implied volatility is at 68, May is at 51; compared to its 52-week range of 44 to 71 into the expected release of quarter results after the bell on May 2.

Starbucks (SBUX) May weekly call option implied volatility is at 46, May is at 32; compared to its 52-week range of 22 to 44 into the expected release of quarter results after the bell on May 2.

Ford (F) May weekly call option implied volatility is at 54, May is at 45; compared to its 52-week range of 33 to 587 into the expected release of quarter results after the bell on May 2.

Uber (UBER) May weekly call option implied volatility is at 86, May is at 57; compared to its 52-week range of 42 to 80 into the expected release of quarter results before the bell on May 2.

Pfizer (PFE) May weekly call option implied volatility is at 36, May is at 26; compared to its 52-week range of 21 to 39 into the expected release of quarter results before the bell on May 2.

BP (BP) May weekly call option implied volatility is at 34, May is at 28; compared to its 52-week range of 24 to 48 into the expected release of quarter results before the bell on May 2.

lithium names option IV

Lithium Americas Corp (LAC) 30-day option implied volatility is at 54; compared to its 52-week range of 49 to 127. Call put ratio 6.2 calls to 1 put.

Livent Corporation (LTHM) 30-day option implied volatility is at 60; compared to its 52-week range of 47 to 122. Call put ratio 3.4 calls to 1 put with focus on June calls.

Albemarle (ALB) 30-day option implied volatility is at 49; compared to its 52-week range of 39 to 95.

Sociedad Quimica y Minera de Chile (SQM) 30-day option implied volatility is at 44 compared to its 52-week range of 36 to 99. Call put ratio 6.6 calls to 1 put with focus on May 70 calls.

Agra option IV into spring planting

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 59.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 86.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 71.

Options with decreasing option implied volatility: WISH AMC STLA SQM SNAP MBLY ROKU TDOC HOG PINS SPOT
Increasing unusual option volume: FRC HUN LAZ ICLN EHTH JKS GSAT
Increasing unusual call volume: FRC IMGN GSAT MCRB NYCB CTLT MSOS GPN ALNY SKX HAS
Increasing unusual put volume: FRC HRL JKS ICLN ALGM NET BEKE TAL CHTR DOCN FSLR
Active options: AMZN TSLA MSFT META AAPL INTC SNAP NVDA GOOGL AMD FRC GOOG XOM NET PINS NFLX CCJ AMC COIN FSLR

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