Mid-session IV Report February 15, 2023

Mid-session IV Report February 15, 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 RETA CRDO

Popular stocks with increasing volume: PLTR AMC AMD BBBY F COIN BA UPST PYPL LYFT

Option IV into quarter results

Cisco (CSCO) February call option implied volatility is at 87, March is at 31; compared to its 52-week range of 20 to 42 into the expected release of quarter results today after the bell.

Zillow (Z) February call option implied volatility is at 157, March is at 68; compared to its 52-week range of 51 to 91 into the expected release of quarter results today after the bell.

Twilio (TWLO) February call option implied volatility is at 225, March is at 87; compared to its 52-week range of 57 to 98 into the expected release of quarter results today after the bell.

Shopify (SHOP) February call option implied volatility is at 155, March is at 70; compared to its 52-week range of 61 to 103 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put.

Roku (ROKU) February call option implied volatility is at 251, March is at 92; compared to its 52-week range of 66 to 119 into the expected release of quarter results today after the bell.

Boston Beer (SAM) February call option implied volatility is at 154, March is at 54; compared to its 52-week range of 33 to 101 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.3 puts.

Fastly (FSLY) February call option implied volatility is at 241, March is at 97; compared to its 52-week range of 68 to 120 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put.

SunPower (SPWR) February call option implied volatility is at 175, March is at 74; compared to its 52-week range of 58 to 91 into the expected release of quarter results today after the bell. Call put ratio 1 call to 4.9 puts.

Applied Materials (AMAT) February call option implied volatility is at 75, March is at 43; compared to its 52-week range of 38 to 60 into the expected release of quarter results after the bell of February 16.

Data Dog (DDOG) February call option implied volatility is at 168, March is at 74; compared to its 52-week range of 55 to 100 into the expected release of quarter results before the bell of February 16. Call put ratio 4.7 calls to 1 put.

Paramount Global (PARA) February call option implied volatility is at 137, March is at 57; compared to its 52-week range of 39 to 65 into the expected release of quarter results before the bell of February 16.

Toast (TOST) February call option implied volatility is at 188, March is at 74; compared to its 52-week range of 58 to 166 into the expected release of quarter results before the bell of February 16. Call put ratio 3.1 calls to 1 put.

DoorDash (DASH) February call option implied volatility is at 195, March is at 81; compared to its 52-week range of 63 to 120 into the expected release of quarter results after the bell of February 16.

Drop Box (DBX) February call option implied volatility is at 98, March is at 37; compared to its 52-week range of 30 to 56 into the expected release of quarter results after the bell of February 16.

Hasbro (HAS) February call option implied volatility is at 104, March is at 43; compared to its 52-week range of 25 to 84 into the expected release of quarter results before the bell of February 16.

Crocs (CROX) February call option implied volatility is at 174, March is at 69; compared to its 52-week range of 52 to 262 into the expected release of quarter results before the bell of February 16.

DraftKings (DKNG) February call option implied volatility is at 162, March is at 73; compared to its 52-week range of 64 to 111 into expected release of quarter results on February 16. Call put ratio 2.7 calls to 1 put.

Options with decreasing option implied volatility: APP AFRM CAR APPS VKTX LYFT SONO SEDG NET HOOD PYPL GT EXPE
Increasing unusual option volume: FTI HLF GLYC TRIP PGY IMPP TUR AI
Increasing unusual call volume: HLF TRIP TUR GLYC INMD ABNB AI AKAM
Increasing unusual put option volume: GDXJ HTGC BMBL NSC AI CHK KHC
Active options: TSLA NVDA AAPL PLTR MSFT GOOGL AMZN AMC GOOG META AMD BBBY F COIN BA UPST LAZR BAC PYPL LYFT