Mid-session IV Report March 24, 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: DB MANU DWAC BBIO AUPH RF STWD BX ING MS JPM C BKR V XLF IEF TIP
Popular stocks with increasing volume: NFLX BABA BAC SQ GME FRC SCHW COIN DB RIOT INTC
Netflix (NFLX) 30-day option implied volatility is at 58; compared to its 52-week range of 37 to 86. Call put ratio 1.8 calls to 1 put as shares rally 1.8%.
Activision Blizzard (ATVI) 30-day option implied volatility is at 22; compared to its 52-week range of 9 to 46 into The U.K. Competition and Markets Authority, or CMA, is due to issue its final report by 26 April 2023. Call put ratio 4.3 calls to 1 put as shares rally 7%.
Bank option IV
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 51; compared to its 52-week range of 22 to 51.
Bank of America (BAC) 30-day option implied volatility is at 53; compared to its 52-week range of 22 to 50.
Citigroup (C) 30-day option implied volatility is at 51; compared to its 52-week range of 23 to 51.
Goldman Sachs (GS) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 44.
Morgan Stanley (MS) 30-day option implied volatility is at 45; compared to its 52-week range of 22 to 46.
U.S. Bancorp (USB) 30-day option implied volatility is at 55; compared to its 52-week range of 20 to 62.
KeyCorp (KEY) 30-day option implied volatility is at 88; compared to its 52-week range of 24 to 186.
Truist (TFC) 30-day option implied volatility is at 69; compared to its 52-week range of 23 to 98. Call put ratio 1 call to 5.9 puts.
M&T Bank Corp. (MTB) 30-day option implied volatility is at 64; compared to its 52-week range of 22 to 80. Call put ratio 1 call to 3.8 puts.
PNC Financial (PNC) 30-day option implied volatility is at 58; compared to its 52-week range of 22 to 55.
Charles Schwab (SCHW) 30-day option implied volatility is at 74; compared to its 52-week range of 26 to 104.
Capital One Financial (COF) 30-day option implied volatility is at 53; compared to its 52-week range of 30 to 54.
First Republic Bank (FRC) 30-day option implied volatility is at 383; compared to its 52-week range of 24 to 407. Call put ratio 1 call to 1.8 puts.
Comerica (CMA) 30-day option implied volatility is at 116; compared to its 52-week range of 26 to 163. Call put ratio 1.4 calls to 1 put.
Northern Trust (NTRS) 30-day option implied volatility is at 43; compared to its 52-week range 22 to 49. Call put ratio 5 calls to 1 put.
Bank OZK (OZK) 30-day option implied volatility is at 116; compared to its 52-week range of 24 to 96. Call put ratio 1 call to 93 puts.
State Street (STT) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 91.
Regions Financial (RF) 30-day option implied volatility is at 84; compared to its 52-week range of 24 to 122. Call put ratio 1 call to 44 puts with focus on April 15 and 16 puts.
Citizens Financial Group (CFG) 30-day option implied volatility is at 74; compared to its 52-week range of 23 to 90.
Western Alliance Bancorporation (WAL) 30-day option implied volatility is at 165; compared to its 52-week range of 30 to 398.
East-West Bancorp (EWBC) 30-day option implied volatility is at 79; compared to its 52-week range of 23 to 147.
Huntington Bancshares (HBAN) 30-day option implied volatility is at 66; compared to its 52-week range of 20 to 96.
Pacwest Bancorp (PACW) 30-day option implied volatility is at 189; compared to its 52-week range of 28 to 335.
Fifth Third Bancorp (FITB) 30-day option implied volatility is at 72; compared to its 52-week range of 24 to 108.
BankUnited (BKU) 30-day option implied volatility is at 93; compared to its 52-week range of 27 to 210.
Zions Bancorp (ZION) 30-day option implied volatility is at 125; compared to its 52-week range of 27 to 155.
Bank Of Hawaii Corp. (BOH) 30-day option implied volatility is at 73; compared to its 52-week range of 19 to 156.
Bank of New York (BK) 30-day option implied volatility is at 43; compared to its 52-week range of 20 to 94.
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 85; compared to its 52-week range of 30 to 304.
Deutsche Bank (DB) 30-day option implied volatility is at 129; compared to its 52-week range of 25 to 102.
UBS AG (UBS) 30-day option implied volatility is at 55; compared to its 52-week range of 19 to 63.
HSBC Holdings (HSBC) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 40.
Barclays plc (BCS) 30-day option implied volatility is at 60; compared to its 52-week range of 24 to 102.
Lloyds Banking Group (LYG) 30-day option implied volatility is at 37; compared to its 52-week range of 23 to 99.
Banco Santander S.A. (SAN) 30-day option implied volatility is at 36; compared to its 52-week range of 28 to 55.
Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 35; compared to its 52-week range of 17 to 37.
Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 55; compared to its 52-week range of 21 to 71.
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.
Blackstone (BX) 30-day option implied volatility is at 62; compared to its 52-week range of 36 to 60.
Option IV into quarter results
Carnival Corp (CCL) March weekly call option implied volatility is at 120, April is at 80; compared to its 52-week range of 50 to 101 the expected release of quarter results before the bell on March 27.
PVH Corp (PVH) April call option implied volatility is at 60, May is at 52; compared to its 52-week range of 37 to 106 into the expected release of quarter results after the bell on March 27.
Options with decreasing option implied volatility: NYCB ARRY HTZ LNC ONON ARCC NWL CRK CVE NATI WWE ZYX SAVE VET VST ZI PCT
Increasing unusual option volume: FRC OZK TIP CX GPRE BBIO DPST
Increasing unusual call volume: TIP CX DPST UBS CDTX FLR GES KRE EWU KD SCHW STM DB OSE
Increasing unusual put option volume: SPG RF ICLN DB ING STWD BCS UBS SCHW TFC VNO HTZ
Active options: TSLA NFLX NVDA AMZN AAPL META BABA AMD BAC SQ MSFT GME FRC SCHW GOOGL COIN GOOG DB RIOT INTC
