Mid-session IV Report April 25, 2023

Mid-session IV Report April 25, 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: DISH DLTR ULTA BBY ACI NANOS QLYD ZM PBR

Popular stocks increasing options volume: BAC COIN GM BABA FCX UPS FRC

Option IV into quarter results

Microsoft (MSFT) April weekly call option implied volatility is at 58, May is at 31; compared to its 52-week range of 22 to 45 into the expected release of quarter results today after the bell.

Alphabet (GOOGL) April weekly call option implied volatility is at 72, May is at 39; compared to its 52-week range of 26 to 49 into the expected release of quarter results today after the bell.

Visa (V) April weekly call option implied volatility is at 45, May is at 23; compared to its 52-week range of 19 to 43 into the expected release of quarter results today after the bell.

Chipotle (CMG) April weekly call option implied volatility is at 77, May is at 37; compared to its 52-week range of 26 to 51 into the expected release of quarter results today after the bell.

Meta Platforms (META) April weekly call option implied volatility is at 120, May is at 54; compared to its 52-week range of 39 to 79 into the expected release of quarter results after the bell on April 26.

Boeing (BA) April weekly call option implied volatility is at 58, May is at 35; compared to its 52-week range of 30 to 63 into the expected release of quarter results before the bell on April 26.

Thermo Fisher Scientific (TMO) April weekly call option implied volatility is at 53, May is at 28; compared to its 52-week range of 22 to 39 into the expected release of quarter results before the bell on April 26.

American Tower (AMT) April weekly call option implied volatility is at 29, May is at 26; compared to its 52-week range of 22 to 44 into the expected release of quarter results before the bell on April 26.

ServiceNow (NOW) April weekly call option implied volatility is at 48, May is at 41; compared to its 52-week range of 37 to 65 into the expected release of quarter results after the bell on April 26. Call put ratio 1 call to 7 puts.

Canadian Pacific (CP) May call option implied volatility is at 28, June is at 25; compared to its 52-week range of 21 to 73 into the expected release of quarter results after the bell on April 26. Call put ratio 3.6 calls to 1 put.

CME Group (CME) April weekly call option implied volatility is at 40, May is at 23; compared to its 52-week range of 18 to 38 into the expected release of quarter results before the bell on April 26.

General Dynamics (GD) April weekly call option implied volatility is at 39, May is at 22; compared to its 52-week range of 17 to 32 into the expected release of quarter results before the bell on April 26.

Norfolk Southern (NSC) April weekly call option implied volatility is at 50, May is at 33; compared to its 52-week range of 21 to 37 into the expected release of quarter results before the bell on April 26.

KLA Corp (KLAC) April weekly call option implied volatility is at 65, May is at 42; compared to its 52-week range of 34 to 58 into the expected release of quarter results after the bell on April 26. Call put ratio 1 call to 4.2 puts.

Hess Corp (HES) April weekly call option implied volatility is at 56, May is at 37; compared to its 52-week range of 34 to 60 into the expected release of quarter results before the bell on April 26. Call put ratio 6.2 calls to 1 put.

Hilton (HLT) May call option implied volatility is at 32, June is at 27; compared to its 52-week range of 22 to 84 into the expected release of quarter results before the bell on April 26.

eBay (EBAY) April weekly call option implied volatility is at 76, May is at 38; compared to its 52-week range of 29 to 52 into the expected release of quarter results after the bell on April 26.

Roku (ROKU) April weekly call option implied volatility is at 168, May is at 82; compared to its 52-week range of 62 to 119 into the expected release of quarter results after the bell on April 26.

Mattel (MAT) May call option implied volatility is at 47, June is at 35; compared to its 52-week range of 29 to 86 into the expected release of quarter results after the bell on April 26.

United Rentals (URI) April weekly call option implied volatility is at 81, May is at 43; compared to its 52-week range of 30 to 55 into the expected release of quarter results after the bell on April 26.

Alphabet (GOOG) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 49 into today’s quarter release and user conference on May 10.

Morningstar (MORN) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 86 into Morningstar Investment Conference.

Options with decreasing option implied volatility: FHN NFLX OZK SPOT ISRG UPS ATCC T
Increasing unusual option volume: FRC SAN OWL GETY ABB FOXA WW
Increasing unusual call volume: THC FRC SAN HLF TXT WW SPPI XRX
Increasing unusual put volume: RSP PCT FRC CB ABB NAT UPS
Active options: TSLA FRC AMC AAPL NVDA AMZN AMD MSFT GOOGL BBBY NIO BAC COIN GM BABA FCX UPS GOOG META VZ