Mid-session IV Report April 17, 2023

Mid-session IV Report April 17, 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: SRPT TGT MANU BK SE ZM STT PANW CSCO MAXR HD WMT

Popular stocks with increasing volume: STT BK BA SCHW C WFC COIN BABA

Option IV into quarter results

J.B. Hunt Transport (JBHT) April call option implied volatility is at 58, May is at 33; compared to its 52-week range of 26 to 81 into the expected release of quarter results today after the bell.

Johnson & Johnson (JNJ) April call option implied volatility is at 27, 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. Call put ratio 3.6 calls to 1 put with focus on April 170 calls.

Bank of America (BAC) April call option implied volatility is at 56, May is at 35; compared to its 52-week range of 22 to 51 into the expected release of quarter results before the bell on April 18.

Netflix (NFLX) April call option implied volatility is at 105, May is at 52; 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 34, 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.

Prologis (PLD) April call option implied volatility is at 46, May is at 29; 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 44, 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 64, May is at 38; 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 61, May is at 32; 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.

Western Alliance Bancorporation (WAL) April call option implied volatility is at 136, May is at 75; compared to its 52-week range of 30 to 398 into the expected release of quarter results before the bell on April 18.

Tesla (TSLA) April call option implied volatility is at 91, May is at 59; compared to its 52-week range of 59 to 96 into the expected release of quarter results after the bell on April 19.

Abbott Laboratories (ABT) April call option implied volatility is at 40, May is at 21; compared to its 52-week range of 19 to 34 into the expected release of quarter results before the bell on April 19. Call put ratio 3.3 calls to 1 put.

Morgan Stanley (MS) April call option implied volatility is at 49, May is at 29; compared to its 52-week range of 21 to 46 into the expected release of quarter results before the bell on April 19. Call put ratio 2.8 calls to 1 put.

IBM (IBM) April call option implied volatility is at 51, May is at 25; compared to its 52-week range of 17 to 39 into the expected release of quarter results after the bell on April 19.

Boeing (BA) April call option implied volatility is at 31, May is at 32; compared to its 52-week range of 30 to 63 into its Annual Shareholders meeting on April 18 and the expected release of quarter results on April 26.

Activision Blizzard (ATVI) 30-day option implied volatility is at 34; compared to its 52-week range of 10 to 46 into The U.K. Competition and Markets Authority, or CMA, is due to issue its final report by 26 April 2023.

Options with decreasing option implied volatility: WISH NATI KMX DWAC PNC WFC JPM C BLK ACI EMB
Increasing unusual option volume: FRC FTAI STT AXL COMM WAL BK MCRB SCCO OZK DPST SCHW
Increasing unusual call volume: FRC FTAI OZK SCCO WAL STT BK CVE MCRB HPQ SCHW MAT
Increasing unusual put option volume: FRC STT CDE DPST FSM TELL FSR USB BK SMG FLR MPLX
Active options: TSLA NKLA NVDA AAPL AMZN AMC META JPM BAC MSFT AMD GOOGL BA SCHW MARA C WFC COIN BABA GOOG RBLX STT BK