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: DIA AMC NSC LIT TA

Popular stocks with increasing volume: AMC SHOP AMD MARA ROKU COIN PLTR CSCO DKNG BBBY ABNB SI CRM

Tesla (TSLA) February weekly call option implied volatility is at 67, March 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

Williams Cos. (WMB) February call option implied volatility is at 61, March is at 30; compared to its 52-week range of 22 to 39 into the expected release of quarter results after the bell of February 20. Call put ratio 1 call to 2.6 puts.

Adtran (ADTN) March call option implied volatility is at 61, April is at 59; compared to its 52-week range of 36 to 54 into the expected release of quarter results after the bell of February 21.

Coinbase (COIN) February weekly call option implied volatility is at 180, March is at 140; compared to its 52-week range of 62 to 173 into the expected release of quarter results after the bell of February 21.

Walmart (WMT) February weekly call option implied volatility is at 42, March is at 29; compared to its 52-week range of 16 to 34 into the expected release of quarter results before the bell of February 21. Call put ratio 2.1 calls to 1 put.

Home Depot (HD) February weekly call option implied volatility is at 47, March is at 43; compared to its 52-week range of 23 to 46 into the expected release of quarter results before the bell of February 21. Call put ratio 1 call to 1.4 puts.

Medtronic (MDT) February weekly call option implied volatility is at 40, March is at 32; compared to its 52-week range of 19 to 34 into the expected release of quarter results before the bell of February 21. Call put ratio 2.5 calls to 1 put.

Palo Alto Network (PANW) February weekly call option implied volatility is at 74, March is at 49; compared to its 52-week range of 33 to 67 into the expected release of quarter results after the bell of February 21.

Caesars (CZR) February weekly call option implied volatility is at 64, March is at 60; compared to its 52-week range of 47 to 84 into the expected release of quarter results after the bell of February 21. Call put ratio 5.6 calls to 1 put.

Exact Sciences (EXAS) February weekly call option implied volatility is at 75, March is at 62; compared to its 52-week range of 55 to 126 into the expected release of quarter results after the bell of February 21.

Toll Brothers (TOL) February weekly call option implied volatility is at 51, March is at 40; compared to its 52-week range of 32 to 63 into the expected release of quarter results after the bell of February 21. Call put ratio 1 call to 2.3 puts.

Fluor Corp. (FLR) March call option implied volatility is at 51, April is at 44; compared to its 52-week range of 37 to 67 into the expected release of quarter results before the bell of February 21. Call put ratio 3.7 calls to 1 put.

Expeditors (EXPD) March call option implied volatility is at 32, April is at 30; compared to its 52-week range of 22 to 89 into the expected release of quarter results before the bell of February 21.

NVIDIA (NVDA) February weekly call option implied volatility is at 77, March is at 58; compared to its 52-week range of 45 to 82 into the expected release of quarter results after the bell of February 22.

Energy transfer

Cheniere Energy (LNG) 30-day option implied volatility is at 37; compared to its 52-week range of 34 to 87. Call put ratio 3.6 calls to 1 put as shares sell off 1.3%.

Tellurian (TELL) 30-day option implied volatility is at 83; compared to its 52-week range of 68 to 170. Call put ratio 24 calls to 1 put.

Options with decreasing option implied volatility: AMC APLS CAR TWLO CROX ROKU TTD SEDG RNG TOST LYFT RBLX FIS DKNG
Increasing unusual option volume: AVTR TIP XP INDA PGY RETA AMN
Increasing unusual call volume: RETA AN DASH PGY HTGC QFIN CLMT LIT DKNG
Increasing unusual put option volume: XP INDA ARKG TOST DBX RNG NSC FOUR QYLD FANG
Active options: TSLA AAPL AMZN NVDA AMC GOOGL META SHOP AMD MARA MSFT ROKU COIN GOOG PLTR CSCO DKNG BBBY ABNB SI