Mid-session IV Report April 19, 2023

Mid-session IV Report April 19, 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: WISH MANU TGT TTWO PBR PGR

Popular stocks with increasing volume: BAC MS CVNA SCHW COIN INTC

Option IV into quarter results

Tesla (TSLA) April call option implied volatility is at 120, May is at 59; compared to its 52-week range of 59 to 96 into the expected release of quarter results today after the bell.

IBM (IBM) April call option implied volatility is at 66, May is at 25; compared to its 52-week range of 17 to 39 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Lam Research (LRCX) April call option implied volatility is at 76, May is at 41; compared to its 52-week range of 38 to 64 into the expected release of quarter results after the bell on April 19.

Alcoa (AA) April call option implied volatility is at 104, May is at 55; compared to its 52-week range of 47 to 79 into the expected release of quarter results today after the bell. Call put ratio 3.2 calls to 1 put.

Zion Bancorporation (ZION) April call option implied volatility is at 133, May is at 72; compared to its 52-week range of 27 to 154 into the expected release of quarter results today after the bell. Call put ratio 6.2 calls to 1 put.

Taiwan Semiconductor (TSM) April call option implied volatility is at 70, 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 70, 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 44, 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. Call put ratio 3.5 calls to 1 put.

American Express (AXP) April call option implied volatility is at 61, May is at 29; 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 61, May is at 25; 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 70, May is at 38; 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 100, May is at 43; 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 70, May is at 39; compared to its 52-week range of 32 to 60 into the expected release of quarter results before the bell on April 20. Call put ratio 2.6 calls to 1 put.

Fifth Third (FITB) April call option implied volatility is at 88, 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 101, May is at 42; 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 3.4 calls to 1 put.

Seagate (STX) April call option implied volatility is at 108, May is at 45; 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 127, May is at 59; 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 44; compared to its 52-week range of 38 to 81 into the expected release of quarter results on April 20. Call put ratio 4.3 calls to 1 put.

AutoNation (AN) April call option implied volatility is at 135, May is at 44; 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 3.3 puts.

Alaska Air (ALK) April call option implied volatility is at 66, May is at 34; 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 148, 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 3 calls to 1 put.

Philip Morris (PM) April call option implied volatility is at 37, May is at 18; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on April 20.

Rite Aid (RAD) April call option implied volatility is at 360, May is at 141; compared to its 52-week range of 75 to 135 of into the expected release of quarter results before the bell on April 20.

Proctor & Gamble (PG) April call option implied volatility is at 35, May is at 21; compared to its 52-week range of 16 to 33 into the expected release of quarter results before the bell on April 21. Call put ratio 3.3 calls to 1 put with focus on January calls.

HCA Healthcare (HCA) April call option implied volatility is at 94, May is at 31; compared to its 52-week range of 23 to 88 into the expected release of quarter results before the bell on April 21. Call put ratio 1 call to 18 puts with focus on April and May puts.

SLB (SLB) April call option implied volatility is at 61, May is at 37; compared to its 52-week range of into the expected release of 24 to 122 quarter results before the bell on April 21. Call put ratio 5.7 calls to 1 put.

Regions Financial (RF) April call option implied volatility is at 80, May is at 36; compared to its 52-week range of 24 to 121 into the expected release of quarter results before the bell on April 21.

Freeport-McMoran (FCX) April call option implied volatility is at 74, May is at 39; compared to its 52-week range of 38 to 66 into the expected release of quarter results before the bell on April 21.

Options with decreasing option implied volatility: ALLY CFG NFLX SYF SCHW UAL PNC TEVA DAL C HBAN BAC WFC JPM ISRG
Increasing unusual option volume: WAL AQN SFM FRC MAT CG WB ISRG
Increasing unusual option volume: WAL CG FRC CMC MAT GSAT OZK ISRG BKR
Increasing unusual put volume: SFM WAL MAT FRC JETS FOUR CMA BBIO PHG HIMS PACW
Active options: TSLA NFLX NVDA BBBY AAPL AMZN BAC META AMD F MS GOOGL NIO MARA AMC CVNA SCHW MSFT COIN INTC