Mid-session IV Report April 5, 2022

Mid-session IV Report April 5, 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: BRCC DWAC FSLY TWTR SBUX FSLY

Popular stocks with increasing volume: PLTR SBUX CLF F VZ

Social media stocks volume, IV and share price amid Elon Musk named to Twitter (TWTR) board

Twitter (TWTR) April weekly call option implied volatility is at 110, April is at 93; compared to its 52-week range of 32 to 88 after Twitter appoints Tesla (TSLA) CEO Elon Musk to board of directors. Call put ratio 2.2 calls to 1 put with focus on April weekly calls as shares rally 4.8%.

Snap (SNAP) 30-day option implied volatility is at 85; compared to its 52-week range of 43 to 122. Call put ratio 2 calls to 1 put as shares sell off 2.4%.

Pinterest (PINS) 30-day option implied volatility is at 73; compared to its 52-week range of 37 to 114. Call put ratio 3 calls to 1 put as shares sell off 2.6%.

Meta Platforms (FB) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 51. Call put ratio 2.8 calls to 1 put as shares sell off 0.8%.

Amazon (AMZN) 30-day option implied volatility is at 35; compared to its 52-week range of 19 to 54. Call put ratio 1 call to 1 put as shares sell off 1.8%.

Alphabet (GOOGL) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 41. Call put ratio 1.2 calls to 1 put as shares sell off 1%.

Tesla (TSLA) 30-day option implied volatility is at 61; compared to its 52-week range of 36 to 84 into the expected release of quarter results on April 20. Call put ratio 1.7 calls to 1 put as shares sell off 1.6%.

Movers

Analog Devices (ADI) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 44 into hosting an investor day today. Call put ratio 1.7 calls to 1 put as shares sell off 4.6%.

Merck (MRK) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 34 into management holds a Virtual Cardiovascular Investor Event today. Call put ratio 17 calls to 1 put with focus on April weekly, April and May calls.

Accenture (ACN) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 45 into a investor meeting on Thursday, April 7, 2022. Call put ratio 5.1 calls to 1 put.

Discovery, Inc (DISCA) 30-day option implied volatility is at 52; compared to its 52-week range of 38 to 68 into annual meeting of shareholders on April 8. Call put ratio 2.9 calls to 1 put.

Options with decreasing option implied volatility: AMC NEGG BB GME RH CHWY
Increasing unusual option volume: HMHC UMC MULN ICLN ATER
Increasing unusual call option volume: HMHC QSR ICLN ATER UMC
Increasing unusual put option volume: UMC ATER COTY CLVS SST NNOX
Active options: TWTR AAPL TSLA CCL FB AMD NVDA NIO AMC NCLH BABA PLTR ATER BAC SBUX CLF MULN SST F VZ