Mid-session IV Report April 13, 2023

Mid-session IV Report April 13, 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: SPRT TGTX TEVA EA AMC IRWD

Popular stocks with increasing volume: DAL NFLX COIN WBD RIOT F SHOP

Large Tech option IV as shares rally

Apple (AAPL) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 45 as shares rally 1.5%.

Tesla (TSLA) 30-day option implied volatility is at 63; compared to its 52-week range of 49 to 96 into expected quarter results on April 19. Call put ratio 1.5 calls to 1 put as shares rally 1.8%.

Meta Platforms (META) 30-day option implied volatility is at 52; compared to its 52-week range of 39 to 79 as shares rally 2.3%.

Alphabet (GOOGL) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 49. Call put ratio 2.6 calls to 1 put as shares rally 1.8%.

Netflix (NFLX) 30-day option implied volatility is at 52; compared to its 52-week range of 37 to 86 as shares rally 2.5%.

Amazon (AMZN) 30-day option implied volatility is at 43; compared to its 52-week range of 33 to 61. Call put ratio 2.3 calls to 1 put as shares rally 2.2%.

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 43 to 82.

Microsoft (MSFT) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 45 as shares near one-year high.

Alibaba (BABA) 30-day option implied volatility is at 47; compared to its 52-week range of 44 to 85. Call put ratio 2.9 calls to 2 put as shares rally 3%.

Option IV into quarter results

United Health Group (UNH) April weekly call option implied volatility is at 52, 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. Call put ratio 3.5 calls to 1 put.

J P Morgan (JPM) April weekly call option implied volatility is at 73, 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 89, 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 69, April is at 36; compared to its 52-week range of 25 to 47 into the expected release of quarter results before the bell on April 14.

Citigroup (C) April weekly call option implied volatility is at 79, April is at 43; compared to its 52-week range of 23 to 51 into the expected release of quarter results before the bell on April 14. Call put ratio 2.8 calls to 1 put with focus on April weekly calls.

PNC Financial (PNC) April weekly call option implied volatility is at 99, April is at 55; 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 7.9 calls to 1 put with focus on April 130 and 131 calls.

Activision Blizzard (ATVI) 30-day option implied volatility is at 35; 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.

Ironwood Pharma (IRWD) April 12.5 calls active as shares rally 2.6% to $10.93.

Options with decreasing option implied volatility: KMX NATI STZ ACI
Increasing unusual option volume: PACW FRC INFY WW XP TUP CG VIPS AFL FAST PGR EOSE IRWD
Increasing unusual call volume: XP PACW FRC CG AFL VIPS WW KRE PGR EOSE FAST AMAM DAL ITB AMAM TUP IRWD
Increasing unusual put option volume: FRC CAG SHLS BUD ZION HBAN TJX ZION ROST
Active options: TSLA AAPL AMZN NVDA META DAL NFXL GOOGL BABA MSFT AMD UPST MARA GOOG COIN AMC WBD RIOT F SHOP