Mid-session IV Report April 20, 2023

Mid-session IV Report April 20, 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 STLA CSCO VZ NANOS

Popular stocks with increasing volume: T TSM NFLX IBM COIN NIO GE VZ

Tesla (TSLA) April call option implied volatility is at 65, May is at 52; compared to its 52-week range of 59 to 96 as shares sell off 7.5%.

Ford Motor (F) 30-day option implied volatility is at 43; compared to its 52-week range of 33 to 567 as shares sell off 3%.

General Motors (GM) 30-day option implied volatility is at 42; compared to its 52-week range of 31 to 60 as shares sell off 2.6%.

Stellantis (STLA) 30-day option implied volatility is at 37; compared to its 52-week range of 27 to 91. Call put ratio 1 call to 8.6 puts as shares sell off 4.5%.

Lucid Group (LCID) 30-day option implied volatility is at 84; compared to its 52-week range of 70 to 172. Call put ratio 1 call to 1.7 puts as shares sell off 3.6%.

Fisker (FSR) 30-day option implied volatility is at 104; compared to its 52-week range of 73 to 119. Call put ratio 1.4 calls to 1 put as shares sell off 1.8%.

Rivian Automotive (RIVN) 30-day option implied volatility is at 83; compared to its 52-week range of 65 to 139. Call put ratio 1.6 calls to 1 put as shares sell off 2.3%.

Option IV into quarter results

Proctor & Gamble (PG) April call option implied volatility is at 50, May is at 17; 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 1.2 calls to 1 put.

HCA Healthcare (HCA) April call option implied volatility is at 150, May is at 39; 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 2 calls to 1 put.

SLB (SLB) April call option implied volatility is at 80, May is at 39; 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 2.2 calls to 1 put.

Regions Financial (RF) April call option implied volatility is at 100, May is at 38; 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 95, May is at 40; compared to its 52-week range of 38 to 66 into the expected release of quarter results before the bell on April 21. Call put ratio 1.8 calls to 1 put.

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 22; compared to its 52-week range of 21 to 48. call put ratio 16 calls to 1 put with focus on April 35 calls.

Hercules Capital (HTGC) 30-day option implied volatility is at 50; compared to its 52-week range of 15 to 105. Call put ratio 1 call to 143 puts with focus on April 12.50 puts.

BuzzFeed (BZFD) call put ratio 1 call to 48 puts with focus on April 0.5 puts as shares halted trading down 26% to .69 cents.

Options with decreasing option implied volatility: CMA ALLY ZION NFLX HBAN TFC SCHW CFG DGS FITB BAC USB AA PNC SYF STX ISRG
Increasing unusual option volume: PTEN POOL CMC WAL GMDA NYCB VLY ZION XPO
Increasing unusual call volume: FRC CMC WAL NYCB ZION GMDA OZK XPO OBE AMAM ALL
Increasing unusual put volume: POOL WAL VLY FRC AMRS RAD NOK CLSK ITB STT HTGC
Active options: TSLA AAPL BBBY AMZN NVDA F T LAZR GOOGL AMD TSM NFLX META IBM MSFT COIN NIO GOOG GE VZ