Mid-session IV Report April 18, 2023

Mid-session IV Report April 18, 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: MANU TGT STLA SBSW NFLX T LUV MS ZION TSLA ABT IBM LRCX

Popular stocks with increasing volume: BAC JNJ MRVL GS COIN AMC BABA LUV

Movers

Southwest Airlines (LUV) April call option implied volatility is at 39, May is at 36; compared to its 52-week range of 28 to 52. call put ratio 1 call to 3.9 puts with focus on April 31 puts amid FAA says Southwest requested pause of airline’s departures.

Boeing (BA) April call option implied volatility is at 33, May is at 32; compared to its 52-week range of 30 to 63 amid its Annual Shareholders meeting on April 18 and the expected release of quarter results on April 26.

Option IV into quarter results

Netflix (NFLX) April call option implied volatility is at 118, May is at 52; compared to its 52-week range of 30 to 298 into the expected release of quarter results today after the bell.

Tesla (TSLA) April call option implied volatility is at 99, 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 43, 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.

Morgan Stanley (MS) April call option implied volatility is at 52, May is at 26; compared to its 52-week range of 21 to 46 into the expected release of quarter results before the bell on April 19.

IBM (IBM) April call option implied volatility is at 57, 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.

Lam Research (LRCX) April call option implied volatility is at 65, May is at 40; compared to its 52-week range of 38 to 64 into the expected release of quarter results after the bell on April 19.

Baker Hughes (BKR) April call option implied volatility is at 60, May is at 35; compared to its 52-week range of 33 to 100 into the expected release of quarter results before the bell on April 19. Call put ratio 8.4 calls to 1 put.

Ally Financial (ALLY) April call option implied volatility is at 105, May is at 51; compared to its 52-week range of 33 to 112 into the expected release of quarter results before the bell on April 19.

F5 (FFIV) April call option implied volatility is at 87, May is at 32; compared to its 52-week range of 26 to 48 into the expected release of quarter results after the bell on April 19. Call put ratio 38 calls to 1 put with focus on April 150 calls.

Alcoa (AA) April call option implied volatility is at 90, May is at 55; compared to its 52-week range of 47 to 79 into the expected release of quarter results after the bell on April 19.

Zion Bancorporation (ZION) April call option implied volatility is at 127, May is at 72; compared to its 52-week range of 27 to 154 into the expected release of quarter results after the bell on April 19. Call put ratio 1 call to 9 puts.

SL Green (SLG) April call option implied volatility is at 130, May is at 88; compared to its 52-week range of 27 to 158 into the expected release of quarter results after the bell on April 19.

Lithia (LAD) April call option implied volatility is at 100, May is at 47; compared to its 52-week range of into the expected release of quarter results before the bell on April 19.

New Oriental Education (EDU) April call option implied volatility is at 121, May is at 68; compared to its 52-week range of into the expected release of quarter results before the bell on April 19. Call put ratio 7.8 calls to 1 put.

Taiwan Semiconductor (TSM) April call option implied volatility is at 63, May is at 32; compared to its 52-week range of 29 to 53 into the expected release of quarter results before the bell on April 20.

AT&T (T) April call option implied volatility is at 54, May is at 23; compared to its 52-week range of 19 to 36 into the expected release of quarter results before the bell on April 20.

Union Pacific (UNP) April call option implied volatility is at 42, May is at 24; compared to its 52-week range of 20 to 37 into the expected release of quarter results before the bell on April 20.

American Express (AXP) April call option implied volatility is at 54, May is at 28; compared to its 52-week range of 24 to 46 into the expected release of quarter results before the bell on April 20.

CSX (CSX) April call option implied volatility is at 52, May is at 31; compared to its 52-week range of 22 to 38 into the expected release of quarter results before the bell on April 20.

Blackstone (BX) April call option implied volatility is at 65, May is at 37; compared to its 52-week range of 36 to 60 into the expected release of quarter results before the bell on April 20.

Truist Financial (TFC) April call option implied volatility is at 88, May is at 45; compared to its 52-week range of 23 to 99 into the expected release of quarter results before the bell on April 20.

Nucor (NUE) April call option implied volatility is at 59, May is at 38; compared to its 52-week range of 32 to 60 into the expected release of quarter results before the bell on April 20.

Fifth Third (FITB) April call option implied volatility is at 75, May is at 41; compared to its 52-week range of 24 to 108 into the expected release of quarter results before the bell on April 20. Call put ratio 2.8 calls to 1 put.

Huntington Bancshares (HBAN) April call option implied volatility is at 77, May is at 51; compared to its 52-week range of 20 to 96 into the expected release of quarter results before the bell on April 20. Call put ratio 1 call to 4.8 puts.

Seagate (STX) April call option implied volatility is at 93, May is at 43; compared to its 52-week range of 31 to 58 into the expected release of quarter results after the bell on April 20.

KeyCorp (KEY) April call option implied volatility is at 110, May is at 55; compared to its 52-week range of 25 to 186 into the expected release of quarter results before the bell on April 20.

American Airlines (AAL) April call option implied volatility is at 47, May is at 42; compared to its 52-week range of 38 to 81 into the expected release of quarter results on April 20. Call put ratio 3.5 calls to 1 put.

AutoNation (AN) April call option implied volatility is at 92, May is at 42; compared to its 52-week range of 33 to 92 into the expected release of quarter results before the bell on April 20. Call put ratio 1 call to 6.6 puts.

Alaska Air (ALK) April call option implied volatility is at 63, May is at 33; compared to its 52-week range of 29 to 97 into the expected release of quarter results before the bell on April 20.

Bank of Ozark (OZK) April call option implied volatility is at 129, May is at 60; compared to its 52-week range of 24 to 105 into the expected release of quarter results on April 20. Call put ratio 1 call to 3.2 puts.

Options with decreasing option implied volatility: WISH NATI CMA FAS PNC SCHW CFG JPM BAC BX C WFC BLK GS XLF SH
Increasing unusual option volume: GMDA EXEL VIG FRC MCRB JBHT ZION CHGG
Increasing unusual option volume: GMDA EXEL CHGG FRC MCRB RL MAT WAL BIRD
Increasing unusual put volume: HBAN ZION NAT DPST FRC JBHT MT WAL
Active options: NVDA BAC AAPL AMD TSLA AMZN MSFT JNJ MARA BBBY MRVL GS RIOT COIN AMC GOOGL META BABA NFLX GOOG