Mid-session IV Report February 14, 2023

Mid-session IV Report February 14, 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 DOCU FDX SFL ABNB AKAM ROKU RBLX SHOP

Popular stocks with increasing volume: CCL AMC GOOG BBBY LYFT SHOP KO CLF BAC NIO

TSLA & SNAP IV into investor events

Tesla (TSLA) February call option implied volatility is at 78, March is at 70; compared to its 52-week range of 49 to 96 into 2023 Investor Day on March 1, 2023.

Snap (SNAP) February call option implied volatility is at 116, March is at 66; compared to its 52-week range of 63 to 128 into hosting its 2023 analyst day on February 16.

Option IV into quarter results

Airbnb (ABNB) February call option implied volatility is at 122, March is at 60; compared to its 52-week range of 45 to 77 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2 puts.

Devon Energy (DVN) February call option implied volatility is at 69, March is at 42; compared to its 52-week range of 27 to 48 into the expected release of quarter results today after the bell.

Akami (AKAM) February call option implied volatility is at 95, March is at 42; compared to its 52-week range of 22 to 69 into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put.

Cisco (CSCO) February call option implied volatility is at 71, March is at 31; compared to its 52-week range of 20 to 42 into the expected release of quarter results after the bell of February 15.

Analog Devices (ADI) February call option implied volatility is at 49, March is at 31; compared to its 52-week range of 27 to 44 into the expected release of quarter results before the bell of February 15.

Biogen (BIIB) February call option implied volatility is at 61, March is at 33; compared to its 52-week range of 24 to 97 into the expected release of quarter results before the bell of February 15. Call put ratio 7.8 calls to 1 put.

Zillow (Z) February call option implied volatility is at 134, March is at 64; compared to its 52-week range of 51 to 91 into the expected release of quarter results after the bell of February 15. Call put ratio 1 call to 2.6 puts.

Generac (GNRC) February call option implied volatility is at 136, March is at 68; compared to its 52-week range of 43 to 437 into the expected release of quarter results before the bell of February 15.

Lithia Motors (LAD) February call option implied volatility is at 95, March is at 50; compared to its 52-week range of 37 to 104 into the expected release of quarter results before the bell of February 15.

Roblox (RBLX) February call option implied volatility is at 184, March is at 91; compared to its 52-week range of 72 to 154 into the expected release of quarter results before the bell of February 15.

Twilio (TWLO) February call option implied volatility is at 199, March is at 87; compared to its 52-week range of 57 to 98 into the expected release of quarter results after the bell of February 15.

AIG (AIG) February call option implied volatility is at 48, March is at 27; compared to its 52-week range of 23 to 46 into the expected release of quarter results after the bell of February 15. Call put ratio 34 calls to 1 put.

Kraft Heinz (KHC) February call option implied volatility is at 58, March is at 27; compared to its 52-week range of 18 to 37 into the expected release of quarter results before the bell of February 15. Call put ratio 11.8 calls to 1 put.

Shopify (SHOP) February call option implied volatility is at 130, March is at 69; compared to its 52-week range of 61 to 103 into the expected release of quarter results after the bell of February 15.

Roku (ROKU) February call option implied volatility is at 209, March is at 91; compared to its 52-week range of 66 to 119 into the expected release of quarter results after the bell of February 15.

Boston Beer (SAM) February call option implied volatility is at 124, March is at 52; compared to its 52-week range of 33 to 101 into the expected release of quarter results after the bell of February 15.

Krispy Kreme (DNUT) February call option implied volatility is at 155, March is at 55; compared to its 52-week range of 31 to 91 into expected release of quarter results after the bell of February 15. Call put ratio 19 calls to 1 put.

Fastly (FSLY) February call option implied volatility is at 221, March is at 103; compared to its 52-week range of 68 to 120 into the expected release of quarter results after the bell of February 15.

SunPower (SPWR) February call option implied volatility is at 145, March is at 77; compared to its 52-week range of 58 to 91 into the expected release of quarter results after the bell of February 15. Call put ratio 2.4 calls to 1 put.

DraftKings (DKNG) February call option implied volatility is at 150, March is at 83; compared to its 52-week range of 64 to 111 into expected release of quarter results on February 16. Call put ratio 1.2 calls to 1 put.

Natural Gas

Cheniere Energy (LNG) 30-day option implied volatility is at 37; compared to its 52-week range of 34 to 87. Call put ratio 1 call to 1.9 puts.

Tellurian (TELL) 30-day option implied volatility is at 83; compared to its 52-week range of 68 to 170. Call put ratio 1 call to 2 puts.

Options with decreasing option implied volatility: OSH AFRM APPS APP CAR SONO LNC UAA LYFT SEDG ENPH HOOD FTNT FL
Increasing unusual option volume: ICLN DMTK THC INDI MLCO AI LSCC WISH TELL
Increasing unusual call volume: THC INDI MLCO IYR IAC AI WISH SEDG SHEL CAR
Increasing unusual put option volume: ICLN TELL AI NSC OCGN
Active options: TSLA PLTR AAPL NVDA AMZN GOOGL MSFT META CCL AMC GOOG BBBY AMD LYFT NFLX SHOP KO CLF BAC NIO