Mid-session IV Report April 24, 2023

Mid-session IV Report April 24, 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: IQ ZM SNOW BBY LOW BSX SQM DLTR ULTA HZNP ACI

Popular stocks with increasing volume: KO FRC AI COIN BABA

China option IV into Golden Week

iShares China Large-Cap (FXI) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 52 into Golden Week

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 38; compared to its 52-week range of 36 to 80.

Alibaba (BABA) 30-day option implied volatility is at 43; compared to its 52-week range of 42 to 85.

JD.com (JD) 30-day option implied volatility is at 48; compared to its 52-week range of 44 to 89.

Pinduoduo (PDD) 30-day option implied volatility is at 48; compared to its 52-week range of 45 to 125.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 49; compared to its 52-week range of 42 to 87.

Option IV into quarter results

First Republic Bank (FRC) April weekly call option implied volatility is at 295, May is at 190; 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 31, 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 27, May is at 16; 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 57, 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 50, 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 53, May is at 32; 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 48, May is at 30; 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 62, 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.

Raytheon (RTX) April weekly call option implied volatility is at 37, May is at 21; compared to its 52-week range of 19 to 36 into the expected release of quarter results before the bell on April 25.

Danaher (DHR) April weekly call option implied volatility is at 47, May is at 27; compared to its 52-week range of 23 to 41 into the expected release of quarter results before the bell on April 25.

Visa (V) April weekly call option implied volatility is at 42, May is at 21; compared to its 52-week range of 19 to 43 into the expected release of quarter results after the bell on April 25.

Chipotle (CMG) April weekly call option implied volatility is at 70, May is at 37; compared to its 52-week range of 26 to 51 into the expected release of quarter results after the bell on April 25.

Halliburton (HAL) April weekly call option implied volatility is at 51, May is at 40; compared to its 52-week range of 37 to 63 into the expected release of quarter results before the bell on April 25.

Chubb (CB) May call option implied volatility is at 26, June is at 25; compared to its 52-week range of 17 to 62 into the expected release of quarter results after the bell on April 25.

Texas Instruments (TXN) April weekly call option implied volatility is at 50, May is at 28; compared to its 52-week range of 23 to 44 into the expected release of quarter results after the bell on April 25.

3M (MMM) April weekly call option implied volatility is at 49, May is at 31; compared to its 52-week range of 21 to 42 into the expected release of quarter results before the bell on April 25.

Biogen (BIIB) April weekly call option implied volatility is at 57, May is at 37; compared to its 52-week range of into 24 to 96 the expected release of quarter results before the bell on April 25.

IIluminna (ILMN) April weekly call option implied volatility is at 72, May is at 48; compared to its 52-week range of 39 to 77 into the expected release of quarter results after the bell on April 25.

Corning (GLW) April weekly call option implied volatility is at 62, May is at 35; compared to its 52-week range of 22 to 41 into the expected release of quarter results before the bell on April 25.

Spotify (SPOT) April weekly call option implied volatility is at 108, May is at 55; compared to its 52-week range of 41 to 89 into the expected release of quarter results before the bell on April 25.

PulteGroup (PHM) April weekly call option implied volatility is at 35, May is at 33; compared to its 52-week range of 30 to 94 into the expected release of quarter results before the bell on April 25. Call put ratio 7.9 calls to 1 put.

Boston Properties (BXP) April weekly call option implied volatility is at 51, May is at 50; compared to its 52-week range of 23 to 108 into the expected release of quarter results after the bell on April 25.

JetBLue (JBLU) April weekly call option implied volatility is at 61, May is at 54; compared to its 52-week range of 41 to 79 into the expected release of quarter results before the bell on April 25.

Polaris (PII) May call option implied volatility is at 37, June is at 34; compared to its 52-week range of 28 to 93 into the expected release of quarter results before the bell on April 25.

PacWest (PACW) April weekly call option implied volatility is at 190, May is at 114; compared to its 52-week range of 28 to 334 into the expected release of quarter results after the bell on April 25.

Options with decreasing option implied volatility: NFLX CMA OZK ALLY BK IBM ISRG SYF BAC DFS MS T ABT
Increasing unusual option volume: GETY FRC PII MCRB JOBY PHG GMDA ARNA EYPT
Increasing unusual call volume: GETY PHG FRC JOBY MCRB GMDA WAL PLD SQM RLX FSK
Increasing unusual put volume: FRC FAST KMB PACW BSX SGEN DPST ERIC
Active options: TSLA AMZN BBBY AAPL NVDA MSFT GOOGL AMC KO FRC AI MULN NFLX COIN GOOG BABA MPW META MARA