Mid-session IV Report April 13, 2022

Mid-session IV Report April 13, 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: BBAI WFC C BCTX RAD WEAT COTY BKLN EVTL

Popular stocks with increasing volume: JPM DAL TWTR AAL GPS PYPL BBBY SOFI

Movers

Gap, Inc. (GPS) April call option implied volatility is at 110, May is at 59; compared to its 52-week range of 40 to 88. Call put ratio 12.9 calls to 1 put with focus on April 14 calls as shares rally 10%.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 61; compared to its 52-week range of 28 to 73. Call put ratio 1 call to 1 put as shares rally 1%.

Salesforce (CRM) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 56. Call put ratio 1 call to 1.3 puts as shares sell off 1.8%.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 77; compared to its 52-week range of 23 to 183. Call put ratio 8.2 calls to 1 put.

Option IV into quarter results

Rite Aid (RAD) April call option implied volatility is at 452, May is at 118; 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 call to 2.4 puts.

Citigroup (C) April call option implied volatility is at 82, 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. Call put ratio 1.9 calls to 1 put.

Goldman Sachs (GS) April call option implied volatility is at 85, May is at 35; 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 1.6 calls to 1 put.

Morgan Stanley (MS) April call option implied volatility is at 83, May is at 36; 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 1 call to 1.6 puts.

State Street (STT) April call option implied volatility is at 170, May is at 41; compared to its 52-week range of 24 to 52 into the expected release of quarter results before the bell on April 14. Call put ratio 1 call to 9 puts with June 82.50 puts.

Taiwan Semiconductor (TSM) April call option implied volatility is at 100, May is at 39; compared to its 52-week range of 22 to 49 into the expected release of quarter results on April 14.

PNC Financial (PNC) April 180 April call option implied volatility is at 70, May is at 30; compared to its 52-week range of 21 to 42 into the expected release of quarter results before the bell on April 14. Call put ratio 1 call to 3.5 puts.

Wells Fargo (WFC) April call option implied volatility is at 95, May is at 38; compared to its 52-week range of 26 to 51 into the expected release of quarter results before the bell on April 14. Call put ratio 3.2 calls to 1 put.

U.S. Bank (USB) April call option implied volatility is at 82, May is at 34; compared to its 52-week range of 20 to 51 into the expected release of quarter results before the bell on April 14.

United Health (UNH) April call option implied volatility is at 70, May is at 27; compared to its 52-week range of 17 to 34 into the expected release of quarter results before the bell on April 14.

Options with decreasing option implied volatility: BBBY DAL JPM SST DWAC KMX
Increasing unusual option volume: BCTX VERU EVTL ATER CALM PING GPS
Increasing unusual call option volume: BCTX VERU ATER TOST GPS BBAI
Increasing unusual put option volume: ATER EWW FAST ATCO CZR
Active options: TSLA AAPL NVDA AAL AMD JPM DAL TWTR AMC BAC FB GPS BA PYPL BBBY AMZN NIO BCTX BABA SOFI