Mid-session IV Report April 26, 2022

Mid-session IV Report April 26, 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: NVDA AMZN AAPL MSFT NDX QQQ RUT

Popular stocks with increasing volume: UPS JBLU PFE AMC F XOM GE BABA OXY

Option IV increases

Telsa (TSLA) April weekly call option implied volatility is at 97, May is at 71; compared to its 52-week range of 36 to 84 as shares sell off 9.5%. Call put ratio 1 call to 1.1 puts.

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

Alphabet (GOOGL) April weekly call option implied volatility is at 101, May is at 53; compared to its 52-week range of 18 to 41 into expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put.

General Motors (GM) April weekly call option implied volatility is at 95, May is at 55; compared to its 52-week range of 28 to 58 into expected release of quarter results today after the bell. Call put ratio 4.3 calls to 1 put as shares sell off 3.8%.

Microsoft (MSFT) April weekly call option implied volatility is at 88, May is at 48; compared to its 52-week range of 16 to 46 into expected release of quarter results today after the bell.

Visa (V) April weekly call option implied volatility is at 75, May is at 41; compared to its 52-week range of 18 to 41 into expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put as shares sell off 2.5%.

Chipotle Mexican Grill (CMG) April weekly call option implied volatility is at 102, May is at 53; compared to its 52-week range of 49 to 54 into expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Meta Platforms (FB) April weekly call option implied volatility is at 169, May is at 81; 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 160, May is at 82; compared to its 52-week range of 24 to 75 into expected release of quarter results after the bell on April 27.

Pinterest (PINS) April weekly call option implied volatility is at 200, May is at 101; 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 100, 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. Call put ratio 2.2 calls to 1 put

Boeing (BA) April weekly call option implied volatility is at 77, 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. Call put ratio 2.4 calls to 1 put.

CME Group (CME) April weekly call option implied volatility is at 120, May is at 68; compared to its 52-week range of 18 to 35 into the expected release of quarter results before the bell on April 27. Call put ratio 5 calls to 1 put as shares sell off 1%.

Dish Network (DISH) April weekly call option implied volatility is at 103, May is at 71; compared to its 52-week range of 32 to 64 into the expected release of quarter results before the bell on April 27. Call put ratio 3.2 calls to 1 put.

Ford (F) April weekly call option implied volatility is at 100, May is at 57; compared to its 52-week range of 33 to 65 into the expected release of quarter results on April 27.

General Dynamics (GD) April weekly call option implied volatility is at 53, May is at 33; compared to its 52-week range of 17 to 36 into the expected release of quarter results before the bell on April 27.

Hess (HES) April weekly call option implied volatility is at 73, May is at 53; compared to its 52-week range of 34 to 60 into the expected release of quarter results before the bell on April 27.

Harley Davidson (HOG) April weekly call option implied volatility is at 136, May is at 64; compared to its 52-week range of 33 to 61into the expected release of quarter results before the bell on April 27.

Las Vegas Sands (LVS) April weekly call option implied volatility is at 101, May is at 61; compared to its 52-week range of 34 to 71 into the expected release of quarter results after the bell on April 27. Call put ratio 2.7 calls to 1 put.

Mattel (MAT) April weekly call option implied volatility is at 104, May is at 54; compared to its 52-week range of 28 to 84 into the expected release of quarter results after the bell on April 27. Call put ratio 20 calls to 1 put.

Seagate (STX) April weekly call option implied volatility is at 105, May is at 55; compared to its 52-week range of 29 to 61 into the expected release of quarter results before the bell on April 27. Call put ratio 2 calls to 1 put.

T-Mobile (TMUS) April weekly call option implied volatility is at 88, May is at 44; compared to its 52-week range of 18 to 41 into the expected release of quarter results before the bell on April 27. Call put ratio 1.2 calls to 1 put.

Amazon (AMZN) April weekly call option implied volatility is at 103, May is at 54; 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 80, May is at 43; 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 98, May is at 58; compared to its 52-week range of 21 to 48 into expected release of quarter results after the bell on April 28. Call put ratio 1 call to 2 puts.

Options with decreasing option implied volatility: TWTR
Increasing unusual option volume: VERU ATER WHR JBLU UPS SKX
Increasing unusual call option volume: ATER VERU XRX WHR JBLU TWTR UPS
Increasing unusual put option volume: ATER SKX TELL CNC CARG WHR PII UPS
Active options: TWTR TSLA AAPL CEI NVDA AMD MSFT ATER UPS SNAP FB NFLX JBLU PFE AMC F XOM GE BABA OXY