Mid-session IV Report May 31, 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: AI IEP AVGO MBLY CRM MU NKE ANET BUD
Popular stocks increasing options volume: HPE SOFI CAR MDT PLTR IBM
Option IV into Final trading day in the month of May
NVIDIA (NVDA) 30-day option implied volatility at 47; compared to its 52-week range of 40 to 68 as shares rally 5%.
Broadcom (AVGO) 30-day option implied volatility is at 54; compared to its 52-week range of 23 to 44 as shares rally 4.5%.
Option IV into quarter results
Salesforce (CRM) June weekly call option implied volatility is at 154, June is at 64; compared to its 52-week range of 26 to 54 into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put.
CrowdStrike (CRWD) June weekly call option implied volatility is at 177, June is at 79; compared to its 52-week range of 40 to 77 into the expected release of quarter results today after the bell.
NetApp (NTAP) June weekly call option implied volatility is at 110, June is at 45; compared to its 52-week range of 23 to 73 into the expected release of quarter results today after the bell.
Chewy (CHWY) June weekly call option implied volatility is at 177, June is at 87; compared to its 52-week range of into 50 to 116 the expected release of quarter results today after the bell.
Pure Storage (PSTG) June weekly call option implied volatility is at 76, June is at 42; compared to its 52-week range of 31 to 94 into the expected release of quarter results today after the bell.
Okta (OKTA) June weekly call option implied volatility is at 197, June is at 84; compared to its 52-week range of 44 to 94 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put.
C3.ai (AI) June weekly call option implied volatility is at 390, June is at 220; compared to its 52-week range of 54 to 181 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put.
Nordstrom (JWN) June weekly call option implied volatility is at 211, June is at 98; compared to its 52-week range of 45 to 94 into the expected release of quarter results after the bell on May 31.
Broadcom (AVGO) June weekly call option implied volatility is at 145, June is at 67; compared to its 52-week range of 23 to 54 into the expected release of quarter results after the bell on June 1.
Dollar General (DG) June weekly call option implied volatility is at 99, June is at 41; compared to its 52-week range of 17 to 36 into the expected release of quarter results before the bell on June 1. Call put ratio 1 call to 4.2 puts.
Dell Technologies (DELL) June weekly call option implied volatility is at 116, June is at 53; compared to its 52-week range of 26 to 236 into the expected release of quarter results after the bell on June 1.
Hormel (HRL) June weekly call option implied volatility is at 77, June is at 34; compared to its 52-week range of 16 to 28 into the expected release of quarter results before the bell on June 1.
Lululemon (LULU) June weekly call option implied volatility is at 133, June is at 61; compared to its 52-week range of 24 to 61 into the expected release of quarter results after the bell on June 1.
Five Below (FIVE) June weekly call option implied volatility is at 126, June is at 59; compared to its 52-week range of 30 to 67 into the expected release of quarter results after the bell on June 1.
Zscaler (ZS) June weekly call option implied volatility is at 155, June is at 76; compared to its 52-week range of 46 to 82 into the expected release of quarter results after the bell on June 1.
Macy’s (M) June weekly call option implied volatility is at 195, June is at 93; compared to its 52-week range of 40 to 76 into the expected release of quarter results before the bell on June 1.
ChargePoint (CHPT) June weekly call option implied volatility is at 180, June is at 100; compared to its 52-week range of 62 to 100 into the expected release of quarter results after the bell on June 1.
PagerDuty (PD) June call option implied volatility is at 85, July is at 60; compared to its 52-week range of 47 to 111 into the expected release of quarter results after the bell on June 1.
Asana (ASAN) June weekly call option implied volatility is at 235, June is at 110; compared to its 52-week range of 60 to 143 into the expected release of quarter results after the bell on June 1.
Designer Brands (DBI) June call option implied volatility is at 105, July is at 75; compared to its 52-week range of 41 to 103 into the expected release of quarter results on June 1.
Palantir (PLTR) 30-day option implied volatility at 73; compared to its 52-week range of 48 to 84.
LULU
IBM (IBM) call put ratio 1 call to 2 puts with focus on June 120 puts
Options with decreasing option implied volatility: PDD GPS ELF CPRI AEO VFC BBY BURL DLTR PANW
Increasing unusual option volume: BOX TIP AAP AMBA ACHR HPE VUZI NNOX ETRN HZO
Increasing unusual call volume: BOX TIP EGO VUZI NNOX AMBA AAP COHR HPE NTAP BCS
Increasing unusual put volume: AAP GFI VIPS ETRN AMBA HPE APRN PHG CNC MDT
Active options: TSLA AAPL NVDA AMZN META NFLX
