Mid-session IV Report April 26, 2023

Mid-session IV Report April 26, 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: FRC META FHN USB ZM BBY BURL DLTR ULTA DKS INTU LOW ACI BITO TAN

Popular stocks increasing options volume: FRC ATVI AMC COIN VLY SNOW RIOT BA F

Option implied volatility quarter results

Meta Platforms (META) April weekly call option implied volatility is at 140, May is at 54; compared to its 52-week range of 39 to 79 into the expected release of quarter results today after the bell.

ServiceNow (NOW) April weekly call option implied volatility is at 100, May is at 51; compared to its 52-week range of 37 to 65 into the expected release of quarter results today after the bell.

Roku (ROKU) April weekly call option implied volatility is at 198, May is at 85; compared to its 52-week range of 62 to 119 into the expected release of quarter results today after the bell.

Amazon (AMZN) April weekly call option implied volatility is at 110, May is at 47; compared to its 52-week range of 32 to 61 into the expected release of quarter results after the bell on April 27.

Mastercard (MA) April weekly call option implied volatility is at 51, 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 27.

Eli Lilly (LLY) April weekly call option implied volatility is at 63, May is at 34; compared to its 52-week range of 23 to 38 into the expected release of quarter results before the bell on April 27.

Merck (MRK) April weekly call option implied volatility is at 45, May is at 25; compared to its 52-week range of 20 to 29 into the expected release of quarter results before the bell on April 27.

AbbVie (ABBV) April weekly call option implied volatility is at 44, May is at 22; compared to its 52-week range of 18 to 35 into the expected release of quarter results before the bell on April 27.

T-Mobile (TMUS) April weekly call option implied volatility is at 67, May is at 27; compared to its 52-week range of 21 to 41 into the expected release of quarter results after the bell on April 27.

Comcast (CMCSA) April weekly call option implied volatility is at 70, May is at 32; compared to its 52-week range of 24 to 47 into the expected release of quarter results before the bell on April 27.

Honeywell (HON) April weekly call option implied volatility is at 53, May is at 27; compared to its 52-week range of 18 to 35 into the expected release of quarter results before the bell on April 27.

Amgen (AMGN) April weekly call option implied volatility is at 50, May is at 25; compared to its 52-week range of 18 to 29 into the expected release of quarter results after the bell on April 27.

Intel (INTC) April weekly call option implied volatility is at 108, May is at 45; compared to its 52-week range of 27 to 59 into the expected release of quarter results after the bell on April 27.

Caterpillar (CAT) April weekly call option implied volatility is at 69, May is at 36; compared to its 52-week range of 24 to 45 into the expected release of quarter results before the bell on April 27.

Mondelez (MDLZ) April weekly call option implied volatility is at 44, May is at 21; compared to its 52-week range of 16 to 31 into the expected release of quarter results after the bell on April 27.

Altria (MO) April weekly call option implied volatility is at 29, May is at 18; compared to its 52-week range of 16 to 34 into the expected release of quarter results before the bell on April 27.

Southern Company (SO) April weekly call option implied volatility is at 31, May is at 22; compared to its 52-week range of 17 to 34 into the expected release of quarter results before the bell on April 27.

Northrop Grumman (NOC) April weekly call option implied volatility is at 98, May is at 45; compared to its 52-week range of 22 to 38 into the expected release of quarter results before the bell on April 27.

Capital One Financial (COF) April weekly call option implied volatility is at 99, May is at 44; compared to its 52-week range of 30 to 54 into the expected release of quarter results after the bell on April 27.

Tractor Supply (TSCO) April weekly call option implied volatility is at 60, May is at 30; compared to its 52-week range of 24 to 44 into the expected release of quarter results before the bell on April 27.

First Solar (FSLR) April weekly call option implied volatility is at 118, May is at 58; compared to its 52-week range of 44 to 69 into the expected release of quarter results after the bell on April 27.

Baxter (BAX) April weekly call option implied volatility is at 108, May is at 44; compared to its 52-week range of 22 to 43 into the expected release of quarter results before the bell on April 27.

Pinterest (PINS) April weekly call option implied volatility is at 160, May is at 65; compared to its 52-week range 46 to 107 of into the expected release of quarter results after the bell on April 27.

Snap (SNAP) April weekly call option implied volatility is at 258, May is at 99; compared to its 52-week range of 57 to 117 into the expected release of quarter results after the bell on April 27.

American Airlines (AAL) April weekly call option implied volatility is at 82, May is at 45; compared to its 52-week range of 38 to 81 into the expected release of quarter results before the bell on April 27.

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.

Options with decreasing option implied volatility: SPOT ATVI CMG IBM UPS T ATVI BA GOOG GOOGL MSFT
Increasing unusual option volume: MCRB EGO ICLN UEC HLF JKS VLY
Increasing unusual call volume: CLSK BXMT ATVI DD FRC HLF UEC SAN CMG
Increasing unusual put volume: CMG NOVA JKS ICLN FRC PACW ATVI VLY
Active options: TSLA MSFT GOOGL FRC GOOG AMZN NVDA AAPL ATVI MARA AMD META ENPH AMC COIN VLY SNOW RIOT BA F