Mid-session IV Report April 27, 2022

Mid-session IV Report April 27, 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: DWAC GPS JWN AEO DKS ULTA HPQ WDAY

Popular stocks with increasing volume: BABA V AMC F GM LCID PLTR GPS CHGG HAS MAT

Option IV into quarter results, end of month-quarter and May 3-4 FOMC Policy Meeting

Telsa (TSLA) April weekly call option implied volatility is at 82, May is at 68; compared to its 52-week range of 36 to 84 as shares sell off 9.5%. Call put ratio 1.1 calls to 1 put as shares rally 2.9%.

Meta Platforms (FB) April weekly call option implied volatility is at 215, May is at 86; compared to its 52-week range of 21 to 71 into expected release of quarter results after the bell. Call put ratio 1 call to 1.8 puts.

PayPal (PYPL) April weekly call option implied volatility is at 224, May is at 92; compared to its 52-week range of 24 to 75 into expected release of quarter results today after the bell.

Pinterest (PINS) April weekly call option implied volatility is at 250, May is at 100; compared to its 52-week range of 38 to 115 into expected release of quarter results today after the bell. Call put ratio 1 call to 1.3 puts.

Qualcomm (QCOM) April weekly call option implied volatility is at 134, May is at 64; compared to its 52-week range of 22 to 58 into expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts.

Ford (F) April weekly call option implied volatility is at 130, May is at 64; compared to its 52-week range of 33 to 65 into the expected release of quarter results today after the bell.

Las Vegas Sands (LVS) April weekly call option implied volatility is at 122, May is at 71; compared to its 52-week range of 34 to 71 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put.

Mattel (MAT) April weekly call option implied volatility is at 156, May is at 70; compared to its 52-week range of 28 to 84 into the expected release of quarter results today after the bell. Call put ratio 8 calls to 1 put.

Teladoc (TDOC) April weekly call option implied volatility is at 220, May is at 105; compared to its 52-week range of 39 to 107 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.3 puts.

ServiceNow (NOW) April weekly call option implied volatility is at 170, May is at 76; compared to its 52-week range of 25 to 67 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

Amazon (AMZN) April weekly call option implied volatility is at 114, 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 95, May is at 49; compared to its 52-week range of 19 to 44 into expected release of quarter results after the bell on April 28.

Intel (INTC) April weekly call option implied volatility is at 118, May is at 51; 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 1.2 calls to 1 put.

Baxter (BAX) April weekly call option implied volatility is at 91, May is at 39; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on April 28. Call put ratio 1 call to 1.9 puts.

Caterpillar (CAT) April weekly call option implied volatility is at 75, May is at 45; compared to its 52-week range of 23 to 41 into the expected release of quarter results on April 28. Call put ratio 1 call to 1.8 puts.

Domino’s Pizza (DPZ) April weekly call option implied volatility is at 123, May is at 52; compared to its 52-week range of 20 to 47 into the expected release of quarter results on April 28. Call put ratio 1 call to 2 puts.

Master Card (MA) April weekly call option implied volatility is at 74, May is at 45; compared to its 52-week range of 20 to 44 into the expected release of quarter results before the bell on April 28.

Roku (ROKU) April weekly call option implied volatility is at 298, May is at 124; compared to its 52-week range of 43 to 114 into the expected release of quarter results after the bell on April 28. Call put ratio 1 call to 2.4 puts.

Options with decreasing option implied volatility: TWTR MNDT GOOGL GOOG MSFT
Increasing unusual option volume: VRAY NCR LW PLNT ATER
Increasing unusual call option volume: VRAY NCR BZ PLNT EWG VERU MAT
Increasing unusual put option volume: ATER AVDL ITUB THC WMB EW
Active options: TSLA MSFT AAPL TWTR BA FB AMD NCR NVDA NIO NFLX V AMC BABA F GM GOOGL LCID PLTR GPS