Mid-session IV Report February 24, 2023

Mid-session IV Report February 24, 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 DIA AMC ACRS DIA EEM NANOS

Popular stocks with increasing volume: SQ CVNA BYND AMC COIN BA MPW WBD NIO

Tesla (TSLA) March weekly call option implied volatility is at 83, March is at 73; compared to its 52-week range of 49 to 96 into 2023 Investor Day on March 1, 2023.

Apple (AAPL) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 45.

Meta Platforms (META) 30-day option implied volatility is at 42; compared to its 52-week range of 37 to 79.

Option IV into quarter results

Occidental Petroleum (OXY) March weekly call option implied volatility is at 55, March is at 45; compared to its 52-week range of 35 to 89 into the expected release of quarter results after the bell of February 27.

Workday (WDAY) March weekly call option implied volatility is at 69, March is at 40; compared to its 52-week range of 32 to 69 into the expected release of quarter results after the bell of February 27.

Oneok (OKE) March call option implied volatility is at 29, April is at 28; compared to its 52-week range of 23 to 64 into the expected release of quarter results after the bell of February 27. Call put ratio 2.5 calls to 1 put.

Li Auto Inc. (LI) March weekly call option implied volatility is at 94, March is at 79; compared to its 52-week range of 58 to 119 into the expected release of quarter results before the bell of February 27.

Zoom Video (ZM) March weekly call option implied volatility is at 119, March is at 86; compared to its 52-week range of 47 to 115 into the expected release of quarter results after the bell of February 27. Call put ratio 2.2 calls to 1 put.

Luminar (LAZR) March weekly call option implied volatility is at 186, March is at 135; compared to its 52-week range of 65 to 134 into the expected release of quarter results on February 27.

Fisker (FSR) March weekly call option implied volatility is at 140, March is at 105; compared to its 52-week range of 73 to 119 into the expected release of quarter results before the bell of February 27. Call put ratio 1.6 calls to 1 put.

Rivian (RIVN) March weekly call option implied volatility is at 140, March is at 105; compared to its 52-week range of 65 to 143 into the expected release of quarter results after the bell of February 28. Call put ratio 1.9 calls to 1 put.

Target (TGT) March weekly call option implied volatility is at 77, March is at 50; compared to its 52-week range of 23 to 52 into 2023 Financial Community Meeting, including Q4 and Full-Year 2022 earnings on February 28.

High movement stocks

Adobe Systems (ADBE) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 58 as shares sell off 7.5%.

Vicor Corp (VICR) 30-day option implied volatility is at 58; compared to its 52-week range of 42 to 128 as shares sell off 28%.

NV5 Global (NVEE) 30-day option implied volatility is at 43; compared to its 52-week range of 28 to 47 as shares sell off 20%.

Options with decreasing option implied volatility: APLS TDOC STEM BMBL OSTK ETSY YETI BBWI DPZ PANW EBAY TJX WMT
Increasing unusual option volume: WB FTI FND CVAC GSM IAU KTOS SG NANOS BYND
Increasing unusual call volume: SG BYND CHGG IAU ESPR MFC SHW
Increasing unusual put option volume: WB FND NANOS DINO PCT CP NTES KDP SG SCCO XLE
Active options: TSLA NVDA AAPL SQ AMZN CVNA META BYND AMD MSFT GOOGL NFLX BABA GOOG AMC COIN BA MPW WBD NIO