Mid-session IV Report April 28, 2022

Mid-session IV Report April 28, 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: GPS AAPL ROKU XOM AMZN AEO CPRI ULTA BBY JWN ZNGA

Popular stocks with increasing volume: PINS SNAP VZ LUV KO MA

Option IV into end of month, quarter & FOMC meeting

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 26; compared to its 52-week range of 12 to 32. Call put ratio 1 call to 1.4 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 34; compared to its 52-week range of 14 to 38 as shares rally 1.1%.

Russell 2000 ETF (RUT) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 38. Call put ratio 1 call to 1.8 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 72; compared to its 52-week range of 28 to 75. Call put ratio 1 call to 2.2 puts as shares sell off 5.6%.

Telsa (TSLA) April weekly call option implied volatility is at 99, May is at 75; compared to its 52-week range of 36 to 84 as shares sell off 4.2%. Call put ratio 1 call to 1.1 puts.

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

Amazon (AMZN) April weekly call option implied volatility is at 145, May is at 54; compared to its 52-week range of 19 to 54 into expected release of quarter results today after the bell.

Apple (AAPL) April weekly call option implied volatility is at 116, May is at 41; compared to its 52-week range of 19 to 44 into expected release of quarter results today after the bell. Call put ratio 1 call to 1 put as shares rally 1.7%.

Intel (INTC) April weekly call option implied volatility is at 148, May is at 51; compared to its 52-week range of 21 to 48 into expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put as shares rally 0.9%.

Roku (ROKU) April weekly call option implied volatility is at 437, May is at 130; compared to its 52-week range of 43 to 114 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.8 puts.

AbbVie (ABBV) April weekly call option implied volatility is at 72, May is at 31; compared to its 52-week range of 18 to 30 into the expected release of quarter results before the bell on April 29.

Bristol Myers (BMY) April weekly call option implied volatility is at 60, May is at 26; compared to its 52-week range of 17 to 30 into the expected release of quarter results before the bell on April 29.

Charter (CHTR) April weekly call option implied volatility is at 130, May is at 48; compared to its 52-week range of 19 to 40 into the expected release of quarter results before the bell on April 29.

Colgate (CL) April weekly call option implied volatility is at 66, May is at 31; compared to its 52-week range of 14 to 26 into the expected release of quarter results before the bell on April 29. Call put ratio 1 call to 71 puts with focus on April weekly 76 and 79 puts.

Exxon (XOM) April weekly call option implied volatility is at 67, May is at 41; compared to its 52-week range of 24 to 47 into the expected release of quarter results before the bell on April 29.

Honeywell (HON) April weekly call option implied volatility is at 98, May is at 35; compared to its 52-week range of into the expected release of quarter results before the bell on April 29. Call put ratio 1 call to 7.3 puts.

Coca Cola (KO) 30-day option implied volatility is at 22; compared to its 52-week range of 13 to 28. Call put ratio 1.7 call to 1 put.

Options with decreasing option implied volatility: TWTR SNAP FB PINS PYPL UPS
Increasing unusual option volume: PTEN NCR ALNY COUR VERU TPX MAT LC LLY
Increasing unusual call option volume: NCR ALNY VERU EL TDOC CLX
Increasing unusual put option volume: TPX MAT TDOC ATER ALGN
Active options: FB TSLA AAPL F TWTR NVDA PYPL AMD TDOC AMC QCOM MSFT PINS BA NFLX NIO SNAP VZ NCR AMZN