Mid-session IV Report April 10, 2023

Mid-session IV Report April 10, 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: BILL LYFT SRPT RBLX DASH MBLY TWLO ABNB CHGG SONO PBR EA COTY BUD DBX SAVE MNST ACI OSH EBIX BYND AFRM UPST RBLX U LAZR TTD RIVN ABR PLTR TWLO PTON FIGS HOOD SRPT DIS NCLH

Popular stocks with increasing volume: BAC SCHW BABA BBBY FRC F XOM HPQ

Movers

Charles Schwab (SCHW) 30-day option implied volatility is at 51; compared to its 52-week range of 26 to 104. Call put ratio 2.4 calls to 1 put as shares rally 3%.

Micron (MU) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 62 as shares rally 7.9%.

Exxon Mobil (XOM) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 47 after held informal, early-stage talks to buy Pioneer Natural (PXD), WSJ reports. Call put ratio 1 call to 1.89 puts.

Pioneer Natural Resources (PXD) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 54 after Exxon Mobil (XOM) has held preliminary talks with about a possible acquisition of PXD, reported The Wall Street Journal. Call put ratio 3.1 calls to 1 put as shares rally 6.4%.

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 60; compared to its 52-week range of 48 to 113 into Warner Bros. Discovery hosting streaming product press event. Call put ratio 5.2 calls to 1 put.

Activision Blizzard (ATVI) 30-day option implied volatility is at 32; 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.

Western Alliance Bancorporation (WAL) 30-day option implied volatility is at 98; compared to its 52-week range of 50 to 398. Call put ratio 1.5 calls to 1 put as shares rally 0.9%.

Pacwest Bancorp (PACW) 30-day option implied volatility is at 118; compared to its 52-week range of 28 to 334. Call put ratio 1.9 calls to 1 put as shares rally 2%.

First Republic Bank (FRC) 30-day option implied volatility is at 194; compared to its 52-week range of 25 to 404. Call put ratio 1 call to 1.3 puts.

Option IV into quarter results

Tilray (TLRY) 30-day option implied volatility is at 100; compared to its 52-week range of 67 to 162 into the expected release of quarter results. Call put ratio 6.6 calls to 1 put with focus on April calls.

Albertsons (ACI) 30-day option implied volatility is at 25; compared to its 52-week range of 12 to 94 into the expected release of quarter results before the bell on April 11.

CarMax (KMX) April weekly call option implied volatility is at 149, April is at 97; compared to its 52-week range of 34 to 241 into the expected release of quarter results before the bell on April 11.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 315; compared to its 52-week range of 93 to 633 into the expected release of quarter results before the bell on April 12.

Fastenal (FAST) April call option implied volatility is at 37, May is at 27; compared to its 52-week range of 21 to 72 into the expected release of quarter results before the bell on April 13.

Delta (DAL) April weekly call option implied volatility is at 65, April is at 48; compared to its 52-week range of 29 to 65 into the expected release of quarter results before the bell on April 13.

United Health Group (UNH) April weekly call option implied volatility is at 33, April is at 26; compared to its 52-week range of 24 to 34 into the expected release of quarter results before the bell on April 14.

J P Morgan (JPM) April weekly call option implied volatility is at 46, April is at 36; compared to its 52-week range of 20 to 44 into the expected release of quarter results before the bell on April 14.

Wells Fargo (WFC) April weekly call option implied volatility is at 58, April is at 46; compared to its 52-week range of 22 to 51 into the expected release of quarter results before the bell on April 14.

BlackRock (BLK) April weekly call option implied volatility is at 47, April is at 34; compared to its 52-week range of 25 to 47 into the expected release of quarter results before the bell on April 14. Call put ratio 1 call to 2.8 puts.

Citgroup (C) April weekly call option implied volatility is at 52, April is at 41; compared to its 52-week range of 23 to 51 into the expected release of quarter results before the bell on April 14.

PNC Financial (PNC) April weekly call option implied volatility is at 67, April is at 54; compared to its 52-week range of 22 to 55 into the expected release of quarter results before the bell on April 14.

Options with decreasing option implied volatility: AMC STZ
Increasing unusual option volume: FRC BTG WAL EBIX PACW CMA GLOB ERIC BUD LW BURU DM HPQ EBS IEP AMBC KEY DPST LEVI
Increasing unusual call volume: FRC BTG EBIX CMA PACW HPQ GLOB LW KEY EBS HAS
Increasing unusual put option volume: FRC DM ERIC IEP BUD DPST BFH ABR LW TTCG LEVI
Active options: TSLA AAPL AMZN MU AMC MSFT NVDA GOOGL GOOG META AMD BTG BAC SCHW BABA BBBY FRC F XOM HPQ