Mid-session IV Report April 22, 2022

Mid-session IV Report April 22, 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: SPOT FB FL GPS TGT HEAR AEO

Popular stocks with increasing volume: SNAP TWTR VZ FCX T

Option IV into May 3-4 FOMC Policy Meeting

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 48; compared to its 52-week range of 24 to 51 into May 3-4 FOMC policy meeting.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 24; compared to its 52-week range of 12 to 25 into May 3-4 FOMC policy meeting.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 12; compared to its 52-week range of 5 to 15 into May 3-4 FOMC policy meeting.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 12; compared to its 52-week range of 5 to 15 into May 3-4 FOMC policy meeting. Call put ratio 1 call to 15 puts.

Option IV into quarter results

Activision (ATVI) April weekly call option implied volatility is at 30, May is at 20; compared to its 52-week range of 10 to 46 into expected release of quarter results before the bell on April 25.

Whirlpool (WHR) April weekly call option implied volatility is at 60, May is at 44; compared to its 52-week range of 25 to 46 into expected release of quarter results after the bell on April 25.

Alphabet (GOOGL) April weekly call option implied volatility is at 63, May is at 43; compared to its 52-week range of 18 to 41 into expected release of quarter results after the bell on April 26.

General Electric (GE) April weekly call option implied volatility is at 55, May is at 41; compared to its 52-week range of 27 to 48 into expected release of quarter results before the bell on April 26.

Microsoft (MSFT) April weekly call option implied volatility is at 52, May is at 41; compared to its 52-week range of 16 to 46 into expected release of quarter results after the bell on April 26.

Meta Platforms (FB) April weekly call option implied volatility is at 115, May is at 71; compared to its 52-week range of 21 to 71 into expected release of quarter results after the bell on April 27.

PayPal (PYPL) April weekly call option implied volatility is at 118, May is at 74; compared to its 52-week range of 24 to 74 into expected release of quarter results after the bell on April 27.

Pinterest (PINS) April weekly call option implied volatility is at 134, May is at 94; compared to its 52-week range of 38 to 115 into expected release of quarter results after the bell on April 27.

Qualcomm (QCOM) April weekly call option implied volatility is at 74, May is at 52; compared to its 52-week range of 22 to 58 into expected release of quarter results after the bell on April 27.

Boeing (BA) April weekly call option implied volatility is at 54, May is at 45; compared to its 52-week range of 29 to 55 into expected release of quarter results before the bell on April 27.

Amazon (AMZN) April weekly call option implied volatility is at 63, May is at 44; compared to its 52-week range of 19 to 54 into expected release of quarter results after the bell on April 28.

Apple (AAPL) April weekly call option implied volatility is at 47, May is at 35; compared to its 52-week range of 19 to 41 into expected release of quarter results after the bell on April 28.

Intel (INTC) April weekly call option implied volatility is at 64, May is at 42; compared to its 52-week range of 21 to 48 into expected release of quarter results after the bell on April 28.

Options with decreasing option implied volatility: SST WEAT SI
Increasing unusual option volume: DOGZ ATER XRX VERU KMB
Increasing unusual call option volume: QRTEA DOGZ XRX ITA COOP ATER
Increasing unusual put option volume: ATER JBLU FOUR FTCH FXI
Active options: SNAP TSLA NVDA AAPL FB TWTR CLF AAL AMD AMC NFLX VZ BABA DKNG DIS NIO MSFT AMZN F UAL