Mid-session IV Report April 12, 2022

Mid-session IV Report April 12, 2022

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: BCTX RAD COOP RBLX DDD QYLD ATNM BCTX

Popular stocks with increasing volume: OXY NIO LCID F SOFI BABA XOM

Option IV into quarter results

Bed Bath & Beyond (BBBY) April call option implied volatility is at 269, May is at 115; compared to its 52-week range of 57 to 194 into the expected release of quarter results before the bell on April 13.

Blackrock (BLK) April call option implied volatility is at 60, May is at 34; compared to its 52-week range of 19 to 41 into the expected release of quarter results before the bell on April 13. Call put ratio 1 call to 2 puts.

Delta (DAL) April call option implied volatility is at 86, May is at 47; compared to its 52-week range of 32 to 71 into the expected release of quarter results before the bell on April 13. Call put ratio 2.1 calls to 1 put.

Fastenal (FAST) April call option implied volatility is at 80, May is at 29; compared to its 52-week range of 19 to 36 into the expected release of quarter results before the bell on April 13.

JPMorgan (JPM) April call option implied volatility is at 63, May is at 39; compared to its 52-week range of 19 to 44 into the expected release of quarter results before the bell on April 13. Call put ratio 2.5 calls to 1 put.

Ally Financial (ALLY) April call option implied volatility is at 83, May is at 39; compared to its 52-week range of 43 to 51 into the expected release of quarter results on April 14. Call put ratio 3.8 calls to 1 put.

Citigroup (C) April call option implied volatility is at 67, May is at 35; compared to its 52-week range of 22 to 48 into the expected release of quarter results before the bell on April 14.

Goldman Sachs (GS) April call option implied volatility is at 66, May is at 34; compared to its 52-week range of 22 to 42 into the expected release of quarter results before the bell on April 14. Call put ratio 2.5 calls to 1 put.

Morgan Stanley (MS) April call option implied volatility is at 62, May is at 34; compared to its 52-week range of 23 to 46 into the expected release of quarter results before the bell on April 14. Call put ratio 5.1 calls to 1 put.

Rite Aid (RAD) April call option implied volatility is at 320, May is at 104; compared to its 52-week range of 50 to 113 into the expected release of quarter results before the bell on April 14. Call put ratio 1.9 calls to 1 put.

Options with decreasing option implied volatility: SST EDU DWAC KMX
Increasing unusual option volume: VERU ABEV AXL KMX SWAV ALLP EWJ
Increasing unusual call option volume: VERU ABEV SWAV KMX IGT EWJ
Increasing unusual put option volume: KMX BEN XLY COOP GPRE AVXL GPRE
Active options: AAPL TSLA NVDA HOOD AMD TWTR AMC MSFT OXY NIO LCID VERU F FB SOFI BABA XOM T BAC AMZN