Mid-session IV Report April 19, 2022

Mid-session IV Report April 19, 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: EDU ESSC IPOD UL APTS PLAN FCX NFLX IBM LVS

Popular stocks with increasing volume: TWTR DAL AAL JNJ WBD NFLX IBM UAL SNAP

Twitter (TWTR) April weekly call option implied volatility is at 107, May is at 80; compared to its 52-week range of 32 to 81. Call put ratio 1.1 call to 1 put as shares sell off 1.8%.

Option IV into quarter results

Netflix (NFLX) April weekly call option implied volatility is at 137, May is at 59; compared to its 52-week range of 21 to 59 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put as shares rally 2%.

Las Vegas Sands (LVS) April weekly call option implied volatility is at 68, May is at 56; compared to its 52-week range of 34 to 72 into the expected release of quarter results today. Call put ratio 1.7 calls to 1 put as shares rally 4%.

IBM (IBM) April weekly call option implied volatility is at 66, May is at 29; compared to its 52-week range of 16 to 44 into the expected release of quarter results today after the bell.

United Airlines (UAL) April weekly call option implied volatility is at 78, May is at 56; compared to its 52-week range of 37 to 87 into the expected release of quarter results today after the bell on April 20. Call put ratio 3.4 calls to 1 put as shares rally 3.2%.

Alcoa (AA) April weekly call option implied volatility is at 111, May is at 67; compared to its 52-week range of 49 to 82into the expected release of quarter results after the bell on April 20. Call put ratio 1.8 calls to 1 put.

Proctor & Gamble (PG) April weekly call option implied volatility is at 40, May is at 22; compared to its 52-week range of 13 to 28 into the expected release of quarter results before the bell on April 20.

Tesla (TSLA) April weekly call option implied volatility is at 83, May is at 57; compared to its 52-week range of 36 to 84 into the expected release of quarter results on April 20. Call put ratio 1.9 calls to 1 put.

CSX Corp (CSX) April weekly call option implied volatility is at 58, May is at 33; compared to its 52-week range of 19 to 40 into the expected release of quarter results after the bell on April 20. Call put ratio 1.7 calls to 1 put.

Alaska Air (ALK) May call option implied volatility is at 42, June is at 41; compared to its 52-week range of 34 to 94 into the expected release of quarter results before the bell on April 20. Call put ratio 22 calls to 1 put.

American Airlines (AAL) April weekly call option implied volatility is at 74, May is at 61; compared to its 52-week range of 39 to 87 into the expected release of quarter results before the bell on April 21. Call put ratio 1.9 calls to 1 put.

AT&T (T) April weekly call option implied volatility is at 37, May is at 25; compared to its 52-week range of 15 to 33 into the expected release of quarter results before the bell on April 21. Call put ratio 2.3 calls to 1 put.

AutoNation (AN) May call option implied volatility is at 49, June is at 45; compared to its 52-week range of 32 to 105 into the expected release of quarter results before the bell on April 21. Call put ratio 2.1 calls to 1 put.

Blackstone (BX) April weekly call option implied volatility is at 71, May is at 45; compared to its 52-week range of 21 to 57 into the expected release of quarter results before the bell on April 21. Call put ratio 4 calls to 1 put as shares rally 4%.

Boston Beer (SAM) April call option implied volatility is at 56, June is at 51; compared to its 52-week range of 33 to 123 into the expected release of quarter results after the bell on April 21.

Freeport McMoRan (FCX) May call option implied volatility is at 69, May is at 49; compared to its 52-week range of 41 to 61 into the expected release of quarter results before the bell on April 21.

Nucor (NUE) April weekly call option implied volatility is at 65, May is at 48; compared to its 52-week range of 31 to 59 into the expected release of quarter results before the bell on April 21.

Snap (SNAP) April weekly call option implied volatility is at 250, May is at 100; compared to its 52-week range of 43 to 122 into the expected release of quarter results after the bell on April 21. Call put ratio 5.5 calls to 1 put.

Union Pacific (UNP) April weekly call option implied volatility is at 40, May is at 26; compared to its 52-week range of 18 to 33 into the expected release of quarter results on April 21.

Options with decreasing option implied volatility: BCTX ISPO TGTX VXX RAD KMX
Increasing unusual option volume: ATER APTS FEZ VERU MUX JOBY UBS
Increasing unusual call option volume: APTS ATER NXE JOBY TJX
Increasing unusual put option volume: ATER SST VST FEZ MPW
Active options: AAPL NVDA BAC ATER TWTR TSLA F BABA DAL AMD PLUG AAL AMC SST NIO FB CEI JNJ WBD NFLX