Mid-session IV Report February 13, 2023

Mid-session IV Report February 13, 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 BHC DOCU BHP RETA FSLY FDX CAR SEDG ABNB

Popular stocks with increasing volume: LYFT PYPL COIN BBBY NFLX DIS BABA UBER BAC

Tesla (TSLA) 30-day option implied volatility is at 73; compared to its 52-week range of 49 to 96 into 2023 Investor Day on March 1, 2023.

Option IV into quarter results

Palantir (PLTR) February call option implied volatility is at 148, March is at 7; compared to its 52-week range of 53 to 102 into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

Avis Budget Group (CAR) February call option implied volatility is at 204, March is at 96; compared to its 52-week range of 55 to 114 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts.

Cadence Design Systems (CDNS) February call option implied volatility is at 64, March is at 34; compared to its 52-week range of 29 to 91 into the expected release of quarter results today after the bell. Call put ratio 1 call to 4.5 puts.

SolarEdge Technologies (SEDG) February call option implied volatility is at 140, March is at 72; compared to its 52-week range of 51 to 119 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.

Airbnb (ABNB) February call option implied volatility is at 107, March is at 58; compared to its 52-week range of 45 to 77 into the expected release of quarter results after the bell of February 14.

Coca-Cola (KO) February call option implied volatility is at 35, March is at 20; compared to its 52-week range of 15 to 29 into the expected release of quarter results before the bell of February 14.

Zoetis (ZTS) February call option implied volatility is at 63, March is at 31; compared to its 52-week range of 22 to 82 into the expected release of quarter results on February 14. Call put ratio 2.2 calls to 1 put.

Cleveland Cliff (CLF) February call option implied volatility is at 94, March is at 57; compared to its 52-week range of 50 to 79 into the expected release of quarter results before the bell of February 14. Call put ratio 3.6 calls to 1 put.

Marriott (MAR) February call option implied volatility is at 52, March is at 31; compared to its 52-week range of into the expected release of quarter results before the bell of February 14.

Devon Energy (DVN) February call option implied volatility is at 68, March is at 43; compared to its 52-week range of 27 to 48 into the expected release of quarter results after the bell of February 14.

Akami (AKAM) February call option implied volatility is at 87, March is at 40; compared to its 52-week range of 22 to 69 into the expected release of quarter results after the bell of February 14. Call put ratio 1 call to 1 put.

DraftKings (DKNG) February call option implied volatility is at 145, 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 1.3 calls to 1 put.

Options with decreasing option implied volatility: OSH AFRM APPS APP SONO HTZ PINS ATVI UAA
Increasing unusual option volume: LSCC MNDY BCLI CSGP AI FSLY
Increasing unusual call volume: MNDY FSLY BCLI PGY IAC TNP AI
Increasing unusual put option volume: AI EMB BKR EXPR RETA FUBO TMV
Active options: TSLA NVDA AAPL GOOGL AMZN META LYFT AMC GOOG MSFT XOM AMD PYPL COIN BBBY NFLX DIS BABA UBER BAC