Mid-session IV Report May 18, 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: ISEE PLTR IMGN
Popular stocks increasing options volume: BABA OXY SHOP FL BAC PYPL DIS NIO
SPY & QQQ option implied volatility IV into Federal Reserve Chairman Powell comments on the economy.
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 14; compared to its 52-week range of 13 to 31 into FOMC Chairman Powell comments on the economy.
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 39.
Option IV for athletics-casual retailers after Foot Locker (FL) results
Foot Locker (FL) May call option implied volatility is at 185, June is at 47; compared to its 52-week range of 36 to 88 as shares sell off 25%.
On Holding AG (ONON) 30-day option implied volatility is at 50; compared to its 52-week range of 47 to 111.
lululemon athletica (LULU) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 70.
Skechers USA (SKX) 30-day option implied volatility is at 28; compared to its 52-week range of 28 to 72.
Nike (NKE) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 52.
Under Armour Inc (UAA) 30-day option implied volatility is at 40; compared to its 52-week range of 37 to 83.
Exponent, Inc. (EXPO) 30-day option implied volatility is at 49; compared to its 52-week range of 45 to 87.
Kohl’s (KSS) 30-day option implied volatility is at 78; compared to its 52-week range of 44 to 112.
Nordstrom (JWN) 30-day option implied volatility is at 69; compared to its 52-week range of 45 to 109.
Macy’s (M) 30-day option implied volatility is at 69; compared to its 52-week range of 40 to 99.
Five Below (FIVE) 30-day option implied volatility is at 40; compared to its 52-week range of 30 to 75. Call put ratio 1 call to 4 puts.
Estee Lauder (EL) 30-day option implied volatility is at 24; compared to its 52-week range of 24 to 89.
Dutch Bros Inc. (BROS) 30-day option implied volatility is at 45; compared to its 52-week range of 45 to 106.
Celsius Holdings Inc. (CELH) 30-day option implied volatility is at 45; compared to its 52-week range of 45 to 134.
Wingstop (WING) 30-day option implied volatility is at 36; compared to its 52-week range of 36 to 107.
DraftKings (DKNG) 30-day option implied volatility is at 50; compared to its 52-week range of 50 to 108.
Logitech (LOGI) tech 30-day option implied volatility is at 24; compared to its 52-week range of 24 to 85.
Eagle Materials (EXP) 30-day option implied volatility is at 24; compared to its 52-week range of 24 to 45.
Options with decreasing option implied volatility: XELA SRPT MCB CTLT WAL VKTX IEP IQ CMA VLY XP STNE
Increasing unusual option volume: FTCH AMTX RMBS CBRE FE GEN EWW ARGX BKU FL RYAM NNOX
Increasing unusual call volume: DE NVCR PLTR GEN FE NNOX SDGR FL RMBS IMGN FTCH
Increasing unusual put volume: EVGO IQ PCG MULN EWW FL TRUP FTCH ROST
Active options: TSLA PLTR GOOGL NVDA AAPL AMD GOOG META AMZN NFLX MSFT BABA OXY FTCH SHOP FL BAC PYPL DIS NIO
