Mid-session IV Report February 23, 2023

Mid-session IV Report February 23, 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: RETA AMC FL NKE COUP JEPI AMC SQ

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

Tech leaders, ATVI March calls active

Tesla (TSLA) February weekly call option implied volatility is at 85, March is at 74; compared to its 52-week range of 49 to 96 into 2023 Investor Day on March 1, 2023.

Alibaba (BABA) February weekly call option implied volatility is at 64, March is at 50; compared to its 52-week range of 47 to 99 after quarter results. Call put ratio 1.7 calls to 1 put.

Netflix (NFLX) February weekly call option implied volatility is at 52, March is at 42; compared to its 52-week range of 37 to 86. Call put ratio 1 call to 1.4 puts as shares sell off 4.6%.

Activision Blizzard (ATVI) 30-day option implied volatility is at 26; compared to its 52-week range of 9 to 46. Call put ratio 16 calls to 1 put with focus on March 80 and 85 calls.

Option IV into quarter results

Square (SQ) February weekly call option implied volatility is at 221, March is at 75; compared to its 52-week range of 58 to 108 into the expected release of quarter results today after the bell.

Bookings (BKNG) February weekly call option implied volatility is at 112, March is at 41; compared to its 52-week range of 30 to 58 into the expected release of quarter results today. Call put ratio 1 call to 1.5 puts.

Warner Bros. Discovery (WBD) February weekly call option implied volatility is at 219, March is at 73; compared to its 52-week range of 50 to 113 into the expected release of quarter results today after the bell. Call put ratio 4.2 calls to 1 put.

Live Nation Entertainment (LYV) March call option implied volatility is at 51, April is at 42; compared to its 52-week range of 35 to 104 into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

Cheniere Energy (LNG) February weekly call option implied volatility is at 51, 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. Call put ratio 3.1 calls to 1 put.

High movement stocks

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 212; 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 221; compared to its 52-week range of 77 to 267 as shares sell off 2.8%.

GameStop (GME) 30-day option implied volatility is at 92; compared to its 52-week range of 86 to 157. Call put ratio 1.9 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 171; compared to its 52-week range of 100 to 528.

Options with decreasing option implied volatility: APLS QS TOST TWLO RDFN ROKU RNG FSLY
Increasing unusual option volume: GSM CAKE VGK DLTR GRMN ICE CBOE FTI
Increasing unusual call volume: CAKE GSM BMBL CBOE BBD YETI FTI ICE
Increasing unusual put option volume: DLTR VGK MLCO SAVE TECK SDOW DPZ SPR BHC
Active options: TSLA AMZN COIN AMC AAPL NVDA GOOGL PANW INTC META BABA AMD BBBY AFRM MSFT GOOG SHOP IQ UPST BIDU
Options with decreasing option implied volatility: APLS CAR FSLY UPST TWLO ROKU CROX STEM TTD RNG BTU
Active options: TSLA AMZN COIN AMC AAPL NVDA GOOGL PANW INTC META BABA AMD BBBY AFRM MSFT GOOG SHOP IQ UPST BIDU