Mid-session IV Report April 21, 2023

Mid-session IV Report April 21, 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: SQM PBR VTI CSCO WISH

Popular stocks with increasing volume: T BABA BAC NFLX PG COIN WFC SCHW

Option IV into quarter results

Coca-Cola (KO) April weekly call option implied volatility is at 20, May is at 13; compared to its 52-week range of 14 to 29 into the expected release of quarter results before the bell on April 24. Call put ratio 2.8 calls to 1 put.

Canadian National Railway (CNI) May call option implied volatility is at 25, June is at 20; compared to its 52-week range of 19 to 71 into the expected release of quarter results after the bell on April 24.

Whirlpool (WHR) April weekly call option implied volatility is at 45, May is at 33; compared to its 52-week range of 27 to 53 into the expected release of quarter results after the bell on April 24. Call put ratio 1 call to 1.8 puts.

First Republic Bank (FRC) April weekly call option implied volatility is at 245, May is at 90; compared to its 52-week range of 24 to 404 into the expected release of quarter results on April 24.

McDonalds (MCD) April weekly call option implied volatility is at 25, May is at 18; compared to its 52-week range of 15 to 29 into the expected release of quarter results before the bell on April 25.

PepsiCo (PEP) April weekly call option implied volatility is at 22, May is at 15; compared to its 52-week range of into 16 to 28 the expected release of quarter results before the bell on April 25.

United Parcel (UPS) April weekly call option implied volatility is at 46, May is at 29; compared to its 52-week range of 21 to 47 into the expected release of quarter results before the bell on April 25.

Verizon (VZ) April weekly call option implied volatility is at 39, May is at 26; compared to its 52-week range of into 17 to 36 the expected release of quarter results before the bell on April 25.

General Electric (GE) April weekly call option implied volatility is at 42, May is at 31; compared to its 52-week range of 25 to 252 into the expected release of quarter results before the bell on April 25.

Microsoft (MSFT) April weekly call option implied volatility is at 40, May is at 29; compared to its 52-week range of 22 to 45 into the expected release of quarter results after the bell on April 25.

Alphabet (GOOGL) April weekly call option implied volatility is at 51, May is at 37; compared to its 52-week range of 26 to 49 into the expected release of quarter results after the bell on April 25.

Options with decreasing option implied volatility: CMA ZION SCHW ALLY NFLX WAL OZK KEY CFG TFC FITB ISRG LVS IBM BX BAC
Increasing unusual option volume: DNMR PZZA LOVE XPO FRC BIG
Increasing unusual call volume: DNMR XPO FRC CMA MCRB HCA PPG
Increasing unusual put volume: BIG FRC COTY VLY WISH
Active options: TSLA AMZN AAPL NVDA T META AMD BABA GOOGL BAC GOOG NFLX MSFT PG COIN WFC AMC RIOT SCHW