Mid-session IV Report April 14, 2022

Mid-session IV Report April 14, 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: TWTR NRGV BBAI FATH TGTX VUZI NU MLCO CWEB

Popular stocks with increasing volume: WFC DAL AAL TSM BABA C PBR

Option IV for social media stocks after Elon Musk offers to buy Twitter (TWTR) for $54.20 a share. The Tesla (TSLA) CEO hired Morgan Stanley as an adviser

Twitter (TWTR) April call option implied volatility is at 171, May is at 170; compared to its 52-week range of 32 to 81 after Elon Musk offers to buy Twitter for $54.20/shr in cash. Call put ratio 1.8 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 58; compared to its 52-week range of 36 to 84 as shares sell off 3%. Call put ratio 1.2 calls to 1 put.

Snap (SNAP) 30-day option implied volatility is at 97; compared to its 52-week range of 43 to 121. Call put ratio 2.8 calls to 1 put.

Meta Platforms (FB) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 52. Call put ratio 1.1 calls to 1 put into the expected release of quarter results on April 27.

Salesforce (CRM) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 56. Call put ratio 2 calls to 1 put as shares sell off 1.3%.

Pinterest (PINS) 30-day option implied volatility is at 79; compared to its 52-week range of 38 to 115. Call put ratio 5.1 calls to 1 put with focus on April calls.

Bumble (BMBL) 30-day option implied volatility is at 84; compared to its 52-week range of 56 to 121.
Yelp (YELP) 30-day option implied volatility is at 48; compared to its 52-week range of 35 to 61.

Option IV into quarter results

Netflix (NFLX) 30-day option implied volatility is at 56; compared to its 52-week range of 21 to 59 into the expected release of quarter results after the bell on April 19. Call put ratio 1.3 calls to 1 put as shares sell off 1.3%.

Options with decreasing option implied volatility: GS MS UNG TSM SST EDU DWAC KMX RAD HPQ
Increasing unusual option volume: VERU AXL PTEN ATER CXW
Increasing unusual call option volume: VERU ATER CXW UGL GOGO
Increasing unusual put option volume: ATER EZU PAGS XPO RAD
Active options: TWTR TSLA NVDA AAPL AMD WFC VERU DAL AAL BAC TSM FB BABA AMZN C PBR ATER MSFT AMC NIO