Mid-session IV Report April 27, 2023

Mid-session IV Report April 27, 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: INDI FRC FSR FHN APLS CFG CMA ZION FITB TFC USB BBY HBAN DLTR ULTA

Popular stocks increasing options volume: FRC AMD AAL NFLX AMC MBLY INTC ATVI SNAP LCID

Alphabet (GOOG) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 49 user conference on May 10.

Option IV into quarter results, end of month and FOMC meeting

Amazon (AMZN) April weekly call option implied volatility is at 153, May is at 49; compared to its 52-week range of 32 to 61 into the expected release of quarter results today after the bell.

T-Mobile (TMUS) April weekly call option implied volatility is at 89, May is at 28; compared to its 52-week range of 21 to 41 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.9 puts.

Amgen (AMGN) April weekly call option implied volatility is at 69, May is at 25; compared to its 52-week range of 18 to 29 into the expected release of quarter results today after the bell. Call put ratio 3.6 calls to put.

Intel (INTC) April weekly call option implied volatility is at 144, May is at 45; compared to its 52-week range of 27 to 59 into the expected release of quarter results today after the bell.

Capital One Financial (COF) April weekly call option implied volatility is at 121, May is at 45; compared to its 52-week range of 30 to 54 into the expected release of quarter results today after the bell.

First Solar (FSLR) April weekly call option implied volatility is at 150, May is at 55; compared to its 52-week range of 44 to 69 into the expected release of quarter results today after the bell.

Pinterest (PINS) April weekly call option implied volatility is at 210, May is at 65; compared to its 52-week range 46 to 107 of into the expected release of quarter results today after the bell.

Snap (SNAP) April weekly call option implied volatility is at 385, May is at 109; compared to its 52-week range of 57 to 117 into the expected release of quarter results today after the bell.

ExxonMobil (XOM) April weekly call option implied volatility is at 51, May is at 28; compared to its 52-week range of 14 to 53 into the expected release of quarter results before the bell on April 28.

Chevron (CVX) April weekly call option implied volatility is at 54, May is at 27; compared to its 52-week range of 23 to 44 into the expected release of quarter results before the bell on April 28.

Charter Communications (CHTR) April weekly call option implied volatility is at 125, May is at 47; compared to its 52-week range of 28 to 54 into the expected release of quarter results before the bell on April 28.

Colgate-Palmolive (CL) May call option implied volatility is at 20, June is at 17; compared to its 52-week range of 14 to 53 into the expected release of quarter results before the bell on April 28.

Electronic Arts (EA) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 45.
Paramount Global (PARA) 30-day option implied volatility is at 56; compared to its 52-week range of 43 to 65 as shares trade above $22.

JPMorgan (JPM) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 44.

Options with decreasing option implied volatility: VKTX AMC HELE SMCI ROKU MBLY META ATVI ALGN FIS VZ DHR
Increasing unusual option volume: EDR MCRB INDI EHTH VTRS COMM MBLY HTGC PBRA PR SIMO CROX VMW
Increasing unusual call volume: MCRB COMM ICLN ATOM PR CHRW SKX DUST CROX GLNG VTRS
Increasing unusual put volume: INDI MBLY HTGC RUM COHR VMW ALGM XLC CROX IEF STM NOVA VLY
Active options: META TSLA AMZN MSFT NVDA AAPL FRC GOOGL GOOG AMD ROKU AAL NFLX AMC MBLY INTC ATVI MARA SNAP LCID