Mid-session IV Report April 14, 2023

Mid-session IV Report April 14, 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: SPR CTLT AUPH TGTX EA

Popular stocks with increasing volume: JPM BAC BA C WFC SQ BABA

Movers

Boeing (BA) April call option implied volatility is at 33, May is at 36; compared to its 52-week range of 30 to 63 amid pause in 737 Max deliveries.

Spirit AeroSystems (SPR) April call option implied volatility is at 68, May is at 63; compared to its 52-week range of 41 to 108 amid a pause in Boeing (BA) 737 Max deliveries.

Option IV into quarter results

Charles Schwab (SCHW) April call option implied volatility is at 77, May is at 50; compared to its 52-week range of 26 to 104 into the expected release of quarter results before the bell on April 17. Call put ratio 3.2 calls to 1 put.

State Street (STT) April call option implied volatility is at 50, May is at 36; compared to its 52-week range of 26 to 91 into the expected release of quarter results before the bell on April 17.

M&T Bank (MTB) April call option implied volatility is at 67, May is at 53; compared to its 52-week range of 21 to 79 into the expected release of quarter results before the bell on April 17. Call put ratio 1 call to 4 puts.

J.B. Hunt Transport (JBHT) April call option implied volatility is at 44, May is at 33; compared to its 52-week range of 26 to 81 into the expected release of quarter results after the bell on April 17. Call put ratio 1 call to 2.8 puts.

Johnson & Johnson (JNJ) April call option implied volatility is at 19, May is at 18; compared to its 52-week range of 13 to 24 into the expected release of quarter results before the bell on April 18.

Bank of America (BAC) April call option implied volatility is at 48, May is at 37; compared to its 52-week range of 22 to 51 into the expected release of quarter results before the bell on April 18. Call put ratio 2.8 calls to 1 put.

Netflix (NFLX) April call option implied volatility is at 80, May is at 51; compared to its 52-week range of 30 to 298 into the expected release of quarter results after the bell on April 18.

Lockheed Martin (LMT) April call option implied volatility is at 28, May is at 22; compared to its 52-week range of 19 to 35 into the expected release of quarter results before the bell on April 18. Call put ratio 2.9 calls to 1 put.

Prologis (PLD) April call option implied volatility is at 37, May is at 34; compared to its 52-week range of 23 to 77 into the expected release of quarter results before the bell on April 18.

Goldman Sachs (GS) April call option implied volatility is at 38, May is at 29; compared to its 52-week range of 22 to 44 into the expected release of quarter results before the bell on April 18.

Bank of New York (BK) April call option implied volatility is at 45, May is at 43; compared to its 52-week range of 20 to 95 into the expected release of quarter results before the bell on April 18.

Intuitive Surgical (ISRG) April call option implied volatility is at 49, May is at 33; compared to its 52-week range of 26 to 52 into the expected release of quarter results after the bell on April 18.

United Airlines (UAL) April call option implied volatility is at 57, May is at 45; compared to its 52-week range of 35 to 75 into the expected release of quarter results before the bell on April 18. Call put ratio 4.9 calls to 1 put.

Options with decreasing option implied volatility: AMC KMX NATI ACI JPM
Increasing unusual option volume: FRC NEXT NKLA MNMD PACW HON INFY ANY
Increasing unusual call volume: FRC NKLA NEXT PACW MNMD DUST HON
Increasing unusual put option volume: FRC SPR ISEE HON DPST NKLA ZION MTB
Active options: TSLA NVDA AMZN AAPL JPM BAC BA AMD AMC MSFT C META WFC MARA NFLX SQ BABA GOOG GOOGL RIOT