Mid-session IV Report March 17, 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 BCS NYCB VTNR HTZ CRK KEY LNC NWL BKU LNC
Popular stocks with increasing volume: BAC INTC COIN FDX AMC SCHW CS BABA
Ford Motor (F) 30-day option implied volatility is at 43; compared to its 52-week range of 33 to 587 into hosting a teach in where it will share details of its new segment and financial reporting as well as a Q&A session with their CFO and Controller on March 23.
Foot Locker (FL) March weekly call option implied volatility is at 102, April is at 65; compared to its 52-week range of 36 to 88 into an investor day event and Q4 2022 Financial Results on March 20.
Option IV, WTI Crude oil trades below $67
United States Oil Fund (USO) 30-day option implied volatility is at 48; compared to its 52-week range of 32 to 70 as WTI Crude oil trades below $67.
United States Natural Gas (UNG) 30-day option implied volatility is at 86; compared to its 52-week range of 52 to 119 as Natural gas trades down 5.4%.
Bank option IV as shares sell off
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 54; compared to its 52-week range of 20 to 59 as shares sell off 6.3%.
KeyCorp (KEY) 30-day option implied volatility is at 88; compared to its 52-week range of 24 to 187 as shares sell off 7.7%.
Truist (TFC) 30-day option implied volatility is at 77; compared to its 52-week range of 23 to 99 as shares sell off 5.3%.
PNC Financial (PNC) 30-day option implied volatility is at 53; compared to its 52-week range of 22 to 55 as shares sell off 5.8%.
Charles Schwab (SCHW) 30-day option implied volatility is at 76; compared to its 52-week range of 26 to 104 as shares sell off 6.4%.
First Republic Bank (FRC) 30-day option implied volatility is at 293; compared to its 52-week range of 24 to 407 as shares sell off 23%.
Comerica (CMA) 30-day option implied volatility is at 92; compared to its 52-week range of 26 to 163 as shares sell off 7.3%.
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 4.3 puts as shares sell off 4.6%.
Capital One Financial (COF) 30-day option implied volatility is at 48; compared to its 52-week range of 30 to 54 as shares sell off 4%.
Bank of New York (BK) 30-day option implied volatility is at 68; compared to its 52-week range of 20 to 52 as shares sell off 4%.
State Street (STT) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 89 as shares sell off 4.4%.
Regions Financial (RF) 30-day option implied volatility is at 49; compared to its 52-week range of 24 to 122 as shares sell off 4%.
M&T Bank Corp. (MTB) 30-day option implied volatility is at 52; compared to its 52-week range of 21 to 80 as shares sell off 4.8%.
Citizens Financial Group (CFG) 30-day option implied volatility is at 62; compared to its 52-week range of 23 to 90 as shares sell off 5%.
Western Alliance Bancorporation (WAL) 30-day option implied volatility is at 177; compared to its 52-week range of 30 to 398 as shares sell off 13.6%.
East-West Bancorp (EWBC) 30-day option implied volatility is at 83; compared to its 52-week range of 23 to 147 as shares sell off 9.7%.
Huntington Bancshares (HBAN) 30-day option implied volatility is at 75; compared to its 52-week range of 20 to 93 as shares sell off 6%.
Fifth Third Bancorp (FITB) 30-day option implied volatility is at 75; compared to its 52-week range of 24 to 108 as shares sell off 5.7%.
Northern Trust (NTRS) 30-day option implied volatility is at 44; compared to its 52-week range 22 to 49 as shares sell off 3.4%.
BankUnited (BKU) 30-day option implied volatility is at 178; compared to its 52-week range 27 to 136. Call put ratio 1 call to 34 puts as shares sell off 7.8%.
Zions Bancorp (ZION) 30-day option implied volatility is at 94; compared to its 52-week range of 27 to 149. Call put ratio 1 call to 10.7 puts as shares sell off 7.3%.
Bank Of Hawaii Corp. (BOH) 30-day option implied volatility is at 79; compared to its 52-week range of 19 to 156. Call put ratio 1 call to 6.2 puts as shares sell off 1.5%.
Bank of New York (BK) 30-day option implied volatility is at 69; compared to its 52-week range of 20 to 52. Call put ratio 8.6 calls to 1 put as shares sell off 3.9%.
BlackRock (BLK) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 47.
Credit Suisse (CS) 30-day option implied volatility is at 201; compared to its 52-week range of 30 to 304.
Deutsche Bank (DB) 30-day option implied volatility is at 60; compared to its 52-week range of 25 to 69. Call put ratio 1 call to 4 puts as shares sell off 4.7%.
UBS AG (UBS) 30-day option implied volatility is at 55; compared to its 52-week range of 19 to 63 as shares sell off 5%.
HSBC Holdings (HSBC) 30-day option implied volatility is at 55; compared to its 52-week range of 19 to 40 as shares sell off 5%.
Barclays plc (BCS) 30-day option implied volatility is at 96; compared to its 52-week range of 24 to 84 as shares sell off 3.2%.
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.
Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 35; compared to its 52-week range of 17 to 37 as shares sell off 2.8%.
Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 53; compared to its 52-week range of 21 to 71. Call put ratio 1 call to 6 puts as shares sell off 4.3%.
SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 64; compared to its 52-week range of 21 to 81. Call put ratio 1 call to 1.9 puts as shares sell off 4.7%.
Starwood Property Trust (STWD) April call option implied volatility is at 52, May is at 45; compared to its 52-week range of 17 to 79.
Altimmune (ALT) 30-day option implied volatility is at 295; compared to its 52-week range of 59 to 309.
Bitcoin stocks option IV
Coinbase (COIN) 30-day option implied volatility is at 110; compared to its 52-week range of 62 to 173.
Marathon Digital Holdings (MARA) 30-day option implied volatility is at 141; compared to its 52-week range of 99 to 183. Call put ratio 2.9 calls to 1 put as shares rally 2.4%.
Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 93; compared to its 52-week range of 70 to 221 as shares rally 6.2%.
Riot Platforms (RIOT) 30-day option implied volatility is at 112; compared to its 52-week range of 90 to 176.
Options with decreasing option implied volatility: GTLB STNE S WSM FIVE ADBE DG
Increasing unusual option volume: DPST FDX ABUS CS FITB SRPT DBD BBWI CMA BKU
Increasing unusual call volume: DPST NANOS AIG SCHW FDX KRE ABUS SRPT UBS KEY
Increasing unusual put option volume: SRPT FITB NANOS BBWI GRPN KBE RLX CS BSX BKU
Active options: NVDA TSLA AAPL AMD MSFT AMZN META GOOGL FRC GOOG MARA BAC XPEV INTC COIN FDX AMC SCHW CS BABA
