Mid-session IV Report April 5, 2023

Mid-session IV Report April 5, 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: TD WWE WAL BURU SOFI AI LYFT SRPT APLS BILL CLX SBUX BUD IFRX PBR TD WWE SOFI

Popular stocks with increasing volume: PLTR JNJ AI BAC SCHW GOLD BABA NIO

Telecom option IV flat

Verizon Communications (VZ) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 36. Call put ratio 2.7 calls to 1 put.

AT&T (T) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 36. Call put ratio 5.1 calls to 1 put with focus on July 22 calls.

T-Mobile (TMUS) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 41.

Comcast (CMCSA) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 47. Call put ratio 3.6 calls to 1 put.

Charter Communications (CHTR) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 54.

Option IV into quarter results

Constellation Brands (STZ) April weekly call option implied volatility is at 87, April is at 31, compared to its 52-week range of 19 to 33 into the expected release of quarter results before the bell on April 6.

Lamb Weston (LW) April call option implied volatility is at 40, May is at 32, compared to its 52-week range of 20 to 82 into the expected release of quarter results before the bell on April 6.

Levi Strauss (LEVI) April call option implied volatility is at 53, May is at 43, compared to its 52-week range of 32 to 99 into the expected release of quarter results after the bell on April 6. Call put ratio 1 call to 2 puts.

Movers

Tesla (TSLA) 30-day option implied volatility is at 64; compared to its 52-week range of 49 to 96.

Apple (AAPL) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 45 into World Wide Developer Conference (WWDC) 2023 conference on June 5.

Harmony Gold Mining Company Limited (HMY) 30-day option implied volatility is at 54; compared to its 52-week range of 41 to 104. Call put ratio 9.6 calls to 1 put as shares rally 4.6%.

Options with decreasing option implied volatility: AEHR OSH RH DB
Increasing unusual option volume: TXN EOG AI WDC KEY ONON FITB BURU FRC WAL PACW URTY LEVI DLO TD CAG
Increasing unusual call volume: SCHW GFI TXN KEY EOG GLD WDC SBUX FDX JNJ FRC PACW LEVI CAG BFLY PTGX
Increasing unusual put option volume: XP AI SCHW CHK WDC TFC FRC DLO TD LEVI CNK CAG UL ONON
Active options: TSLA NVDA AAPL AMD AMZN GOOGL AMC GOOG PLTR JNJ META AI BAC SCHW MSFT GOLD BABA GME F