Mid-session IV Report March 16, 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: ALT ALLY NYCB ABR DB HBAN KRE RF SCHW LNC BCS UCO FRC WAL ZION DIA
Popular stocks with increasing volume: CS INTC SNAP BBBY FRC BAC AMC XOM ADBE AAL SCHW
WTI Crude oil trades below $67
United States Oil Fund (USO) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 70 as WTI Crude oil trades below $67. Call put ratio 2.5 calls to 1 put as WTI crude near 17-month low.
INTC and AMD trade higher on flat option IV
Intel (INTC) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 59 as shares rally 4.4%.
Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 52; compared to its 52-week range of 44 to 73 as shares rally 5.2%.
FedEx (FDX) March call option implied volatility is at 120, April is at 43; compared to its 52-week range of 25 to 56 into the expected release of quarter results today after the bell.
Bank option IV elevated
JPMorgan (JPM) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 44.
Wells Fargo (WFC) 30-day option implied volatility is at 49; compared to its 52-week range of 22 to 49.
Bank of America (BAC) 30-day option implied volatility is at 47; compared to its 52-week range of 22 to 48.
Citigroup (C) 30-day option implied volatility is at 50; compared to its 52-week range of 23 to 51.
Goldman Sachs (GS) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 44.
Morgan Stanley (MS) 30-day option implied volatility is at 41; compared to its 52-week range of 22 to 46.
U.S. Bancorp (USB) 30-day option implied volatility is at 58; compared to its 52-week range of 20 to 59.
KeyCorp (KEY) 30-day option implied volatility is at 85; compared to its 52-week range of 24 to 187.
Truist (TFC) 30-day option implied volatility is at 73; compared to its 52-week range of 23 to 99.
PNC Financial (PNC) 30-day option implied volatility is at 55; compared to its 52-week range of 22 to 55.
Charles Schwab (SCHW) 30-day option implied volatility is at 77; compared to its 52-week range of 26 to 104.
First Republic Bank (FRC) 30-day option implied volatility is at 311; compared to its 52-week range of 24 to 407.
Comerica (CMA) 30-day option implied volatility is at 95; compared to its 52-week range of 26 to 163.
Bank OZK (OZK) 30-day option implied volatility is at 69; compared to its 52-week range of 24 to 96. Call put ratio 1 call to 9.7 puts.
Capital One Financial (COF) 30-day option implied volatility is at 53; compared to its 52-week range of 30 to 54.
Bank of New York (BK) 30-day option implied volatility is at 49; compared to its 52-week range of 20 to 52.
State Street (STT) 30-day option implied volatility is at 55; compared to its 52-week range of 26 to 89.
Regions Financial (RF) 30-day option implied volatility is at 73; compared to its 52-week range of 24 to 122.
M&T Bank Corp. (MTB) 30-day option implied volatility is at 56; compared to its 52-week range of 21 to 80.
Citizens Financial Group (CFG) 30-day option implied volatility is at 68; compared to its 52-week range of 23 to 90.
Western Alliance Bancorporation (WAL) 30-day option implied volatility is at 240; compared to its 52-week range of 30 to 398.
East-West Bancorp (EWBC) 30-day option implied volatility is at 92; compared to its 52-week range of 23 to 147.
Huntington Bancshares (HBAN) 30-day option implied volatility is at 80; compared to its 52-week range of 20 to 93.
Fifth Third Bancorp (FITB) 30-day option implied volatility is at 74; compared to its 52-week range of 24 to 108.
Northern Trust (NTRS) 30-day option implied volatility is at 48; compared to its 52-week range 22 to 49.
BankUnited (BKU) 30-day option implied volatility is at 134; compared to its 52-week range 27 to 136.
Zions Bancorp (ZION) 30-day option implied volatility is at 116; compared to its 52-week range of 27 to 149.
Bank Of Hawaii Corp. (BOH) 30-day option implied volatility is at 100; compared to its 52-week range of 19 to 156.
Bank of New York (BK) 30-day option implied volatility is at 48; compared to its 52-week range of 20 to 52.
BlackRock (BLK) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 47. Call put ratio 1 call to 2.1 puts.
Credit Suisse (CS) 30-day option implied volatility is at 257; compared to its 52-week range of 30 to 304.
Deutsche Bank (DB) 30-day option implied volatility is at 70; compared to its 52-week range of 25 to 69. Call put ratio 1 call to 5 puts.
UBS AG (UBS) 30-day option implied volatility is at 60; compared to its 52-week range of 19 to 63.
HSBC Holdings (HSBC) 30-day option implied volatility is at 35; compared to its 52-week range of 19 to 40.
Barclays plc (BCS) 30-day option implied volatility is at 58; compared to its 52-week range of 24 to 84. Call put ratio 1 call to 1 call to 4.2 puts.
Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 37; compared to its 52-week range of 17 to 37.
Apollo Global Management (APO) 30-day option implied volatility is at 56; compared to its 52-week range of 32 to 59. Call put ratio 23 calls to 1 put.
Blackstone (BX) 30-day option implied volatility is at 57; compared to its 52-week range of 35 to 60. Call put ratio 1 call to 1.5 puts.
The Carlyle Group (CG) 30-day option implied volatility is at 50; compared to its 52-week range of 31 to 99.
KKR & Co. (KKR) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 56.
Ally Financial (ALLY) 30-day option implied volatility is at 85; compared to its 52-week range of 34 to 112.
Exchange option IV flat
CME Group (CME) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 38.
Intercontinental Exchange (ICE) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 77.
Cboe Global Markets (CBOE) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 43.
Options with decreasing option implied volatility: RETA GTLB STNE PRVB ULTA
Increasing unusual option volume: LPSN ZION RWM PATH CS PTRA TUP SMAR CMA PD
Increasing unusual call volume: PATH CS TUP SMAR EWU FXY UBS ABEV ASO PTRA
Increasing unusual put option volume: CS BKR PCT LNC PATH LTHM DB SIG HBAN
Active options: TSLA META CS AAPL AMZN AMD NVDA INTC SNAP BBBY FRC BAC GOOGL AMC MSFT XOM ADBE AAL SCHW
