Mid-session IV Report April 11, 2023

Mid-session IV Report April 11, 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: SRPT ABR TTD SONO COTY EA

Popular stocks with increasing volume: BAC MARA FRC SCHW BABA COIN F PLTR INTC

Movers

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 43 to 82. Call put ratio 1 call to 1.2 puts as shares as shares sell off 1.4%.

Boeing (BA) 30-day option implied volatility is at 36; compared to its 52-week range of 30 to 63. Call put ratio 2.8 calls to 1 put as shares rally 1.1% amid Q1 deliveries.

Snowflake (SNOW) 30-day option implied volatility is at 56; compared to its 52-week range of 51 to 114. Call put ratio 2 calls to 1 put as shares sell off 6.1%.

Western Alliance Bancorporation (WAL) 30-day option implied volatility is at 93; compared to its 52-week range of 50 to 398 as shares rally 1.5%.

Pacwest Bancorp (PACW) 30-day option implied volatility is at 108; compared to its 52-week range of 28 to 334. Call put ratio 2.7 calls to 1 put as shares rally 1.3%.

First Republic Bank (FRC) 30-day option implied volatility is at 189; compared to its 52-week range of 25 to 404.

EQT Corp. (EQT) 30-day option implied volatility is at 52; compared to its 52-week range of 45 to 77 as shares sell off 2.4%.

Coterra Energy (CTRA) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 61. Call put ratio 10.9 calls to 1 put with focus on April calls.

Range Resources (RRC) 30-day option implied volatility is at 51; compared to its 52-week range of 47 to 82. Call put ratio 1 call to 2.6 puts.

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 58; 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 36; 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.

Option IV into quarter results

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 312; compared to its 52-week range of 93 to 633 into the expected release of quarter results before the bell on April 12. Call put ratio 14.9 calls to 1 put.

Fastenal (FAST) April call option implied volatility is at 38, 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 April 13.

Delta (DAL) April weekly call option implied volatility is at 67, April is at 45; 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 34, April is at 25; 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 48, 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 63, 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 49, 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 2 calls to 1 put.

Citgroup (C) April weekly call option implied volatility is at 54, April is at 38; 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 69, April is at 52; compared to its 52-week range of 22 to 55 into the expected release of quarter results before the bell on April 14. Call put ratio 2.4 calls to 1 put.

Options with decreasing option implied volatility: KMX STZ ACI
Increasing unusual option volume: FRC WW GFI URTY TUP BFLY WAL PHM
EBIX PACW CMA GLOB ERIC BUD LW BURU DM HPQ EBS IEP AMBC KEY DPST LEVI
Increasing unusual call volume: FRC WW BFLY PHM KMX GGAL PAGS EXK ABEV EOSE CHPT MT
Increasing unusual put option volume: FRC GOEV PACW ACI KMX BUD TLRY
Active options: TSLA AAPL AMC NVDA AMZN AMD MSFT GOOGL MU META GOOG BAC MARA FRC SCHW BABA COIN F PLTR INTC