Mid-session IV Report March 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: LULU MU VKTX AUPH PRVB OSH RLAY BMEA RNW ALDX PRVB LUNG CTLT EC LOVE BHVN OPRX CMPR SPOT VMW META MGI OSH ARE
Popular stocks with increasing volume: BABA CCL M OXY SNAP LYFT FRC BAC NFLX SQ
Alibaba (BABA) 30-day option implied volatility is at 46; compared to its 52-week range 45 to 88 after announcing to reorganize into six business groups and other investments.
Moderna (MRNA) 30-day option implied volatility is at 52; compared to its 52-week range 46 to 86.
Bank option IV into Senate Hearing, end of month and quarter
JPMorgan (JPM) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 44.
Wells Fargo (WFC) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 51.
Bank of America (BAC) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 50.
Citigroup (C) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 51.
Goldman Sachs (GS) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 44.
Morgan Stanley (MS) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 46.
U.S. Bancorp (USB) 30-day option implied volatility is at 47; compared to its 52-week range of 20 to 62.
KeyCorp (KEY) 30-day option implied volatility is at 69; compared to its 52-week range of 24 to 186.
Truist (TFC) 30-day option implied volatility is at 57; compared to its 52-week range of 23 to 98.
M&T Bank Corp. (MTB) 30-day option implied volatility is at 56; compared to its 52-week range of 22 to 80.
PNC Financial (PNC) 30-day option implied volatility is at 47; compared to its 52-week range of 22 to 55.
Charles Schwab (SCHW) 30-day option implied volatility is at 57; compared to its 52-week range of 26 to 104.
Capital One Financial (COF) 30-day option implied volatility is at 47; compared to its 52-week range of 30 to 54.
First Republic Bank (FRC) 30-day option implied volatility is at 294; compared to its 52-week range of 24 to 407.
Comerica (CMA) 30-day option implied volatility is at 94; compared to its 52-week range of 26 to 163.
Northern Trust (NTRS) 30-day option implied volatility is at 37; compared to its 52-week range 22 to 49.
Bank OZK (OZK) 30-day option implied volatility is at 93; compared to its 52-week range of 24 to 96.
State Street (STT) 30-day option implied volatility is at 44; compared to its 52-week range of 26 to 91.
Regions Financial (RF) 30-day option implied volatility is at 55; compared to its 52-week range of 24 to 122.
Citizens Financial Group (CFG) 30-day option implied volatility is at 61; compared to its 52-week range of 23 to 90.
Western Alliance Bancorporation (WAL) 30-day option implied volatility is at 117; compared to its 52-week range of 30 to 398.
East-West Bancorp (EWBC) 30-day option implied volatility is at 65; compared to its 52-week range of 23 to 147.
Huntington Bancshares (HBAN) 30-day option implied volatility is at 56; compared to its 52-week range of 20 to 96.
Pacwest Bancorp (PACW) 30-day option implied volatility is at 143; compared to its 52-week range of 28 to 335.
Fifth Third Bancorp (FITB) 30-day option implied volatility is at 58; compared to its 52-week range of 24 to 108.
BankUnited (BKU) 30-day option implied volatility is at 84; compared to its 52-week range of 27 to 210.
Zions Bancorp (ZION) 30-day option implied volatility is at 99; compared to its 52-week range of 27 to 155.
Bank Of Hawaii Corp. (BOH) 30-day option implied volatility is at 69; compared to its 52-week range of 19 to 156.
Bank of New York (BK) 30-day option implied volatility is at 63; compared to its 52-week range of 20 to 94.
BlackRock (BLK) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 47.
Blackstone (BX) 30-day option implied volatility is at 50; compared to its 52-week range of 35 to 60.
Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 37 into Senate Hearing.
Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 71 into Senate Hearing.
SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 53; compared to its 52-week range of 21 to 81 into Senate Hearing.
Option IV into quarter results, end of month and quarter
lululemon athletica (LULU) March weekly call option implied volatility is at 108, April is at 51; compared to its 52-week range of 32 to 70 into the expected release of quarter results today after the bell.
Micron (MU) March weekly call option implied volatility is at 85, April is at 51; compared to its 52-week range of into 36 to 62 the expected release of quarter results today after the bell.
RH (RH) March weekly call option implied volatility is at 112, April is at 62; compared to its 52-week range of 41 to 84 into the expected release of quarter results after the bell on March 29.
Paychex (PAYX) April call option implied volatility is at 31, May is at 29; compared to its 52-week range of 20 to 76 into the expected release of quarter results before the bell on March 29.
Cintas (CTAS) April call option implied volatility is at 31, May is at 30; compared to its 52-week range of 21 to 72 into the expected release of quarter results before the bell on March 29.
Black Berry (BB) March weekly call option implied volatility is at 140, April is at 87; compared to its 52-week range of 52 to 89 into the expected release of quarter results after the bell on March 30.
Options with decreasing option implied volatility: GME ARRY NYCB NKE THC CCL TME ONON ABR REGN KBH NATI ACN GIS
Increasing unusual option volume: FRC IAG DPST ABEV VOD FOXA BBIO PVH BLDP XP VORB ZION PCT EPR VRAR KEY DB OZK IMPP LOVE SCHW FAZE ONON EWY SGEN ETRN NVS AGI LW UBS
Increasing unusual call volume: IAG FOXA VOD DPST VORB BLDP BBIO
Increasing unusual put option volume: XP EPR DB KEY MQ HPE FXY HBAN ISEE UWMC SCHW
Active options: TSLA BABA NVDA CCL AAPL AMD META AMZN MSFT M GOOGL GOOG OXY SNAP LYFT FRC BAC VKTX NFLX SQ
