Mid-session IV Report February 22, 2023

Mid-session IV Report February 22, 2023

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

Options with increasing option implied volatility: FL NKE HZNP COUP RETA ALIT NVDA TDOC MRNA BBWI

Popular stocks with increasing volume: COIN PANW INTC BABA BBBY AFRM SHOP IQ UPST BIDU

Movers

Meta Platforms (META) February weekly call option implied volatility is at 52, March is at 42; compared to its 52-week range of 37 to 79 after plans to cut ‘thousands’ of roles, Washington Post reports. Call put ratio 2.3 calls to 1 put.

Intel (INTC) 30-day option implied volatility is at 37; compared to its 52-week range of 27 to 59 after reduces quarterly dividend. Call put ratio 2.3 calls to 1 put.

Option IV into quarter results

NVIDIA (NVDA) February weekly call option implied volatility is at 115, March is at 62; compared to its 52-week range of 45 to 82 into the expected release of quarter results today after the bell.

Pioneer Resources (PXD) February weekly call option implied volatility is at 55, March is at 46; compared to its 52-week range of 29 to 54 into the expected release of quarter results after the bell of February 22.

Lucid (LCID) February weekly call option implied volatility is at 280, March is at 125; compared to its 52-week range 70 to 172 into the expected release of quarter results today after the bell.

eBay (EBAY) February weekly call option implied volatility is at 112, March is at 47; compared to its 52-week range of 29 to 56 into the expected release of quarter results today after the bell.

Etsy (ETSY) February weekly call option implied volatility is at 177, March is at 77; compared to its 52-week range of 50 to 100 into the expected release of quarter results today after the bell.

Unity Software (U) February weekly call option implied volatility is at 247, March is at 112; compared to its 52-week range of 61 to 128 into the expected release of quarter results today after the bell.

Bath & Body Works (BBWI) February weekly call option implied volatility is at 155, March is at 62; compared to its 52-week range of 41 to 79 into the expected release of quarter results today.

Teledoc (TDOC) February weekly call option implied volatility is at 245, March is at 99; compared to its 52-week range of 56 to 110 into the expected release of quarter results today after the bell.

Alibaba (BABA) February weekly call option implied volatility is at 97, March is at 55; compared to its 52-week range of 47 to 99 into the expected release of quarter results before the bell of February 23. Call put ratio 2.3 calls to 1 put.

Intuit (INTU) February weekly call option implied volatility is at 87, March is at 45; compared to its 52-week range of 31 to 61 into the expected release of quarter results after the bell of February 23. Call put ratio 1 call to 2.8 puts.

Moderna (MRNA) February weekly call option implied volatility is at 121, March is at 61; compared to its 52-week range of 49 to 96 into the expected release of quarter results after the bell of February 23.

Vale (VALE) February weekly call option implied volatility is at 44, March is at 37; compared to its 52-week range of 34 to 59 into the expected release of quarter results on February 23. Call put ratio 4.6 calls to 1 put.

Monster (MNST) March call option implied volatility is at 32, April is at 27; compared to its 52-week range of 21 to 46 into the expected release of quarter results on February 23.

VMWare (VMW) March call option implied volatility is at 34, April is at 30; compared to its 52-week range of 16 to 78 into the expected release of quarter results after the bell of February 23.

Cheniere Energy (LNG) February weekly call option implied volatility is at 42, March is at 37; compared to its 52-week range of 34 to 87 into the expected release of quarter results before the bell of February 23.

Newmont (NEM) February weekly call option implied volatility is at 61, March is at 37; compared to its 52-week range of 31 to 50 into the expected release of quarter results before the bell of February 23.

Square (SQ) February weekly call option implied volatility is at 164, March is at 65; compared to its 52-week range of 58 to 108 into the expected release of quarter results after the bell of February 23.

Autodesk (ADSK) February weekly call option implied volatility is at 108, March is at 48; compared to its 52-week range of 33 to 65 into the expected release of quarter results after the bell of February 23.

Live Nation Entertainment (LYV) March call option implied volatility is at 52, April is at 43; compared to its 52-week range of 35 to 104 into the expected release of quarter results after the bell of February 23.

Dish Network (DISH) February weekly call option implied volatility is at 185, March is at 86; compared to its 52-week range of 40 to 87 into the expected release of quarter results on February 23. Call put ratio 2 calls to 1 put.

Options with decreasing option implied volatility: APLS UPST TWLO RING TTD COX TRIP SBSW
Increasing unusual option volume: RBA EXPI KEYS EWI KKR WING ABCL IVR
Increasing unusual call volume: EXPI RBA ABCL IVR PANW FVRR WIX STLA
Increasing unusual put option volume: RBA KKR EBIX WING CHK TBT WIX AI ABB RL OSTK
Active options: TSLA AMZN COIN AMC AAPL NVDA GOOGL PANW INTC META BABA AMD BBBY AFRM MSFT GOOG SHOP IQ UPST BIDU