Mid-session IV Report April 25, 2022

Mid-session IV Report April 25, 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: UVXY SAVA YANG GPS JWN SPOT PYPL AEO WBD NKTX AI AEO CPRI

Popular stocks with increasing volume: Active options: XOM CCJ F KO NIO LAZR SNAP SOFI

Twitter (TWTR) option IV amid M&A headlines into quarter results

Twitter (TWTR) April weekly call option implied volatility is at 82, May is at 46; compared to its 52-week range of 32 to 88 into the expected release of quarter results on April 28. Call put ratio 1.8 calls to 1 put.

Option IV into quarter results and May 3-4 FOMC Policy Meeting

Whirlpool (WHR) April weekly call option implied volatility is at 90, May is at 52; compared to its 52-week range of 25 to 46 into expected release of quarter results today after the bell. Call put ratio 1 call to 2.3 puts with focus on April weekly puts.

Alphabet (GOOGL) April weekly call option implied volatility is at 97, May is at 53; 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 76, May is at 48; compared to its 52-week range of 27 to 48 into expected release of quarter results before the bell on April 26. Call put ratio 3.8 calls to 1 put.

Microsoft (MSFT) April weekly call option implied volatility is at 75, May is at 48; 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 152, May is at 76; 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 152, May is at 82; 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 174, 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 96, May is at 58; 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 74, May is at 51; 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 83, May is at 51; 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 68, May is at 41; 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 88, May is at 49; compared to its 52-week range of 21 to 48 into expected release of quarter results after the bell on April 28.

Snowflake (SNOW) April call option implied volatility is at 112, May is at 80; compared to its 52-week range of 32 to 70. Call put ratio 1.6 calls to 1 put with focus on April weekly 180 calls as shares rally 5.7%.

Match Group (MTCH) April call option implied volatility is at 95, May is at 75; compared to its 52-week range of 32 to 70. Call put ratio 7 calls to 1 put with focus on May 80 calls as shares rally 4.9%.

Options with decreasing option implied volatility: TWTR SNAP KO
Increasing unusual option volume: ARDX DOGZ SID NEX TCN KNDI NKTX VERU
Increasing unusual call option volume: ARDX TWTR SID SKX ERX
Increasing unusual put option volume: ICLN ELY HYMC WIX LAZR AGNC
Active options: TWTR AAPL TSLA AMD NVDA FB ET BAB BAC AMC NFLX XOM MSFT CCJ F KO NIO LAZR SNAP SOFI