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: KR DE FL BHC ORCL
Popular stocks increasing options volume: MU WMT CSCO SNAP BAC UPST SHOP
RUT above the 50-day average.
Apple (AAPL) 30-day option implied volatility is at 20; compared to its 52-week range of 20 to 45 into Apple WWDC 2023 on June 5.
Amazon (AMZN) 30-day option implied volatility is at 29; compared to its 52-week range of 29 to 61 as shares rally 2%.
Micron (MU) 30-day option implied volatility is at 38; compared to its 52-week range of 34 to 62 as shares rally 4.5%.
Palo Alto Networks (PANW) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 66 into the expected release of quarter results after the bell on May 23.
NVIDIA (NVDA) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 36 into the expected release of quarter results after the bell on May 24. Calls more active than puts as shares rally 3.8%.
Snowflake (SNOW) 30-day option implied volatility is at 58; compared to its 52-week range of 49 to 114 into the expected release of quarter results after the bell on May 24.
Ishares Msci Germany Etf (EWG) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 86. Call put ratio 1 call to 38 puts.
US Bank option IV
M&T Bank Corp. (MTB) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 79.
Comerica (CMA) 30-day option implied volatility is at 69; compared to its 52-week range of 26 to 163.
Northern Trust (NTRS) 30-day option implied volatility is at 29; compared to its 52-week range 22 to 50.
Zions Bancorp (ZION) 30-day option implied volatility is at 71; compared to its 52-week range of 27 to 204.
Bank OZK (OZK) 30-day option implied volatility is at 54; compared to its 52-week range of 24 to 105.
State Street (STT) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 91.
Regions Financial (RF) 30-day option implied volatility is at 51; compared to its 52-week range of 24 to 122.
Citizens Financial Group (CFG) 30-day option implied volatility is at 45; compared to its 52-week range of 23 to 125.
East-West Bancorp (EWBC) 30-day option implied volatility is at 46; compared to its 52-week range of 23 to 147.
Huntington Bancshares (HBAN) 30-day option implied volatility is at 43; compared to its 52-week range of 20 to 97.
Metropolitan Bank Holding Corp (MCB) 30-day option implied volatility is at 96; compared to its 52-week range of 34 to 286.
Fifth Third Bancorp (FITB) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 108.
Option IV into quarter results
Deere (DE) May call option implied volatility is at 100, June is at 37; compared to its 52-week range of 23 to 47 into the expected release of quarter results before the bell on May 19.
Foot Locker (FL) May call option implied volatility is at 200, June is at 53; compared to its 52-week range of 36 to 88 into the expected release of quarter results before the bell on May 19.
Options with decreasing option implied volatility: SRPT MCB WAL IEP IQ ZION VKTX
Increasing unusual option volume: GRPN TTWO CPRT EVGO DLO
Increasing unusual call volume: DLO GOOS TTWO
Increasing unusual put volume: EVGO SILJ CPNG PAAS
Active options: TSLA NVDA AMZN AMD NFLX PLTR AAPL BABA MU WMT META CSCO GOOGL SNAP BAC UPST MSFT GOOG SHOP PACW
