Mid-session IV Report February 10, 2023

Mid-session IV Report February 10, 2023

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option

Option IV increases: MANU VKTX DOCU ORCL AMC OSH

Popular stocks with increasing volume: LYFT PYPL F AMC COIN UBER DIS BBBY XOM CCJ

Large Cap Tech option IV

Apple (AAPL) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 45.

Microsoft (MSFT) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 45.

Alphabet (GOOG) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 49. Call put ratio 2.7 calls to put amid wide price movement.

Netflix (NFLX) 30-day option implied volatility is at 41; compared to its 52-week range of 37 to 86.

Amazon (AMZN) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 61.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 48; compared to its 52-week range of 44 to 73.

NVIDIA (NVDA) 30-day option implied volatility is at 59; compared to its 52-week range of 45 to 82.

Salesforce (CRM) 30-day option implied volatility is at 47; compared to its 52-week range of 30 to 62.

Tesla (TSLA) 30-day option implied volatility is at 72; compared to its 52-week range of 49 to 96.

Activision Blizzard (ATVI) 30-day option implied volatility is at 26; compared to its 52-week range of 9 to 46.

Option IV into quarter results

Palantir (PLTR) February call option implied volatility is at 112, March is at 73; compared to its 52-week range of 53 to 102 into the expected release of quarter results after the bell of February 13. Call put ratio 1.8 calls to 1 put.

Check Point Software (CHKP) February call option implied volatility is at 53, March is at 31; compared to its 52-week range of 31 to 46 into the expected release of quarter results after the bell of February 13.

Avis Budget Group (CAR) February call option implied volatility is at 164, March is at 95; compared to its 52-week range of 55 to 114 into the expected release of quarter results after the bell of February 13. Call put ratio 2.4 calls to 1 put.

Airbnb (ABNB) February call option implied volatility is at 86, March is at 56; compared to its 52-week range of 45 to 77 into the expected release of quarter results after the bell of February 14.

DraftKings (DKNG) February call option implied volatility is at 120, March is at 83; compared to its 52-week range of 64 to 111 into Super Bowl weekend and the expected release of quarter results on February 16. Call put ratio 1.4 calls to 1 put.

Options with decreasing option implied volatility: F OSH AFRM APP SONO PINS HTZ FL ATVI LNC COTY
Increasing unusual option volume: YELP TOST BBD LYFT NWL ITUB APPH BBD AYX AI NWL ARHS
Increasing unusual call volume: APPH BBD AYX ING AI DOCS LYFT DXCM CRSR SVM
Increasing unusual put option volume: APPH TPX NWL AI EQNR LYFT DXCM AYX BBD PPG
Active options: TSLA GOOGL NVDA LYFT AAPL GOOG PYPL META AMZN MSFT AMD F AMC COIN UBER DIS BBBY XOM NFLX CCJ