Mid-session IV Report April 14, 2021

Mid-session IV Report April 14, 2021

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: X FOLD HAL WORK BHC DB IAU RBLX

Popular stocks with increasing volume: DISCA DIS WFC GS FCX X PLTR AA

IV into events

Apple (AAPL) April call option implied volatility is at 31, May is at 32; compared to its 52-week range of 25 to 62. Call put ratio 4.1 calls to 1 put into Apple event on April 20 and the expected release of quarter results on April 28.

Moderna (MRNA) April call option implied volatility is at 70, May is at 65; compared to its 52-week range of 37 to 122 into hosting Moderna Vaccines Day on April 28. Call put ratio 4.5 calls to 1 put after CDC, FDA recently recommend pause in Johnson & Johnson (JNJ) vaccine use as shares rally 3.9%.

Ford (F) April call option implied volatility is at 34, May is at 43; compared to its 52-week range of 37 to 126 into providing an update on financial impact of chip shortage on April 28. Call put ratio 7.1 calls to 1 put with focus on April 12.50 calls.

IV for stocks reporting quarter results and outlook

Lovesac (LOVE) April call option implied volatility is at 110, May is at 69; compared to its 52-week range of 77 to 203 into the expected release of quarter results today after the bell.

Alcoa (AA) April call option implied volatility is at 113, May is at 59; compared to its 52-week range of into 53 to 105 the expected release of quarter results after the bell on April 15. Call put ratio 3.8 calls to 1 put.

Bank of America (BAC) April call option implied volatility is at 49, May is at 30; compared to its 52-week range of 29 to 67 into the expected release of quarter results before the bell on April 15. Call put ratio 2.6 calls to 1 put.

Blackrock (BLK) April call option implied volatility is at 35, May is at 23; compared to its 52-week range of 22 to 51 into the expected release of quarter results before the bell on April 15.

Citigroup (C) April call option implied volatility is at 54, May is at 31; compared to its 52-week range of 33 to 78 into the expected release of quarter results before the bell on April 15. Call put ratio 2.1 calls to 1 put.

Delta Air Lines (DAL) April call option implied volatility is at 59, May is at 41; compared to its 52-week range of 41 to 130 into the expected release of quarter results before the bell on April 15.

J.B. Hunt (JBHT) April call option implied volatility is at 44, May is at 23; compared to its 52-week range of 25 to 54 into the expected release of quarter results after the bell on April 15.

PepsiCo (PEP) April call option implied volatility is at 29, May is at 17; compared to its 52-week range of 17 to 38 into the expected release of quarter results before the bell on April 15.

PPG Industries (PPG) April call option implied volatility is at 41, May is at 23; compared to its 52-week range of 22 to 55 into the expected release of quarter results after the bell on April 15.

Rite Aid (RAD) April call option implied volatility is at 155, May is at 73; compared to its 52-week range of 61 to 156 into the expected release of quarter results before the bell on April 15.

Truist (TFC) April call option implied volatility is at 41, May is at 27; compared to its 52-week range of 29 to 74 into the expected release of quarter results before the bell on April 15.

Taiwan Semiconductor (TSM) April call option implied volatility is at 58, May is at 34; compared to its 52-week range of 26 to 53 into the expected release of quarter results on April 15.

U.S. Bancorp (USB) April call option implied volatility is at 44, May is at 25; compared to its 52-week range of 27 to 65 into the expected release of quarter results before the bell on April 15. Call put ratio 3.6 calls to 1 put.

Unitedhealth Group (UNH) April call option implied volatility is at 40, May is at 21; compared to its 52-week range of 23to 59 into the expected release of quarter results before the bell on April 15.

Increasing unusual option volume: DISCA HA FCX DIS VGK HIG VIH TAL LFMD BTBT
Increasing unusual call option volume: ITUB EDU HIG TAL VIH BTBT LFMD
Increasing unusual put option volume: ERIC BBBY LFMD EWJ FANG
Options with decreasing option implied: VTRS CCJ NUAN LEVI BBBY ASO
Active options: TSLA PLTR AAPL NIO FB SNAP RIOT BA DIS MARA VIAC MSFT WFC AMD AMC GS AMZN FCX JPM X