Mid-session IV Report February 17, 2023

Mid-session IV Report February 17, 2023

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

Option IV increases: PATH AN DE NEX AMAT DASH DKNG

Popular stocks with increasing volume: AMC UPST BBBY ABNB RBLX COIN TSM SHOP DVN UBER

Snap (SNAP) February call option implied volatility is at 156, March is at 61; compared to its 52-week range of 63 to 128 into hosting its 2023 analyst day today. Call put ratio 3.3 calls to 1 put as shares sell off 3%.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 230; compared to its 52-week range of 93 to 633. Call put ratio 3.9 calls to 1 put as shares sell off 3.8%.

Carvana Co. (CVNA) 30-day option implied volatility is at 230; compared to its 52-week range of 77 to 267. Call put ratio 2.2 calls to 1 put as shares sell off 4.4%.

GameStop (GME) 30-day option implied volatility is at 90; compared to its 52-week range of 86 to 157. Call put ratio 3 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 167; compared to its 52-week range of 100 to 528. Call put ratio 1.9 calls to 1 put as shares rally 3%.

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

Applied Materials (AMAT) February call option implied volatility is at 90, March is at 41; compared to its 52-week range of 38 to 60 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

DoorDash (DASH) February call option implied volatility is at 244, March is at 78; compared to its 52-week range of 63 to 120 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put.

Drop Box (DBX) February call option implied volatility is at 122, March is at 37; compared to its 52-week range of 30 to 56 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.9 puts.

DraftKings (DKNG) February call option implied volatility is at 245, March is at 77; compared to its 52-week range of 64 to 111 into expected release of quarter results today after the bell. Call put ratio 3.6 calls to 1 put.

Deere (DE) February call option implied volatility is at 91, March is at 31; compared to its 52-week range of 24 to 47 into the expected release of quarter results before the bell of February 17.

AutoNation (AN) February call option implied volatility is at 137, March is at 44; compared to its 52-week range of 35 to 105 into the expected release of quarter results before the bell of February 17. Call put ratio 1 call to 8.2 puts.

Oatly (OTLY) 30-day option implied volatility is at 99; compared to its 52-week range of 62 to 122.

The Honest Company Inc. (HNST) 30-day option implied volatility is at 48; compared to its 52-week range of 49 to 108 as shares sell off 4%.

Beyond Meat (BYND) 30-day option implied volatility is at 144; compared to its 52-week range of 70 to 150. Call put ratio 4.2 calls to 1 put.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 112; compared to its 52-week range of 74 to 126. Call put ratio 11.4 calls to 1 put as shares rally 3%.

The Beauty Health Company (SKIN) 30-day option implied volatility is at 72; compared to its 52-week range of 51 to 127. Call put ratio 1 call to 20 puts as shares sell off 6.6%.

Goosehead Insurance Inc. (GSHD) 30-day option implied volatility is at 66; compared to its 52-week range of 51 to 95. February 35 and 40 puts are active.

Bitfarms (BITF) 30-day option implied volatility is at 147; compared to its 52-week range of 77 to 181. Call put ratio 15.6 calls to 1 put as shares rally 6.3%.

Options with decreasing option implied volatility: TWLO CAR CROX LYFT SEDG TTD BE ROKU NWL NET BTU FIS PYPL
Increasing unusual option volume: CYH SGEN INDI CARG SAM CFLT TOST SSRM PH DDD UPWK PBF H RNG
Increasing unusual call volume: CYH SGEN CFLT SSRM DDD BRZU SMG FSLY SPCE
Increasing unusual put option volume: TOST DHT RNG DOCN ALT XP NVO PBF CVE PLD H RLX GEO TECK NSC AI GSHD SKIN
Active options: TSLA AAPL GOOGL PLTR NVDA AMZN META AMC MSFT UPST GOOG BBBY ABNB RBLX AMD COIN TSM SHOP DVN UBER