Mid-session IV Report February 27, 2023

Mid-session IV Report February 27, 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 TGNA CHGG SGEN GLNG LULU UNP ZM TGT WDAY

Popular stocks with increasing volume: FSR CCL SNAP BBBY CLF NIO FUBO COIN

Tesla (TSLA) March weekly call option implied volatility is at 88, March is at 72; compared to its 52-week range of 49 to 96 into 2023 Investor Day on March 1, 2023.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 56; compared to its 52-week range of 48 to 91. Call put ratio 1 call to 2.4 puts as share price unchanged.

Option IV into quarter results

Workday (WDAY) March weekly call option implied volatility is at 86, March is at 52; compared to its 52-week range of 32 to 69 into the expected release of quarter results today after the bell.

Oneok (OKE) March call option implied volatility is at 33, April is at 28; compared to its 52-week range of 23 to 64 into the expected release of quarter results today after the bell. Call put ratio 4.5 calls to 1 put.

Zoom Video (ZM) March weekly call option implied volatility is at 145, March is at 86; compared to its 52-week range of 47 to 115 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Luminar (LAZR) March weekly call option implied volatility is at 260, March is at 156; compared to its 52-week range of 65 to 134 into the expected release of quarter results. Call put ratio 3.6 calls to 1 put.

Occidental Petroleum (OXY) March weekly call option implied volatility is at 64, March is at 45; compared to its 52-week range of 35 to 89 into the expected release of quarter results today after the bell. Call put ratio 3.3 calls to 1 put.

Rivian (RIVN) March weekly call option implied volatility is at 176, March is at 110; 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 2.2 calls to 1 put.

Target (TGT) March weekly call option implied volatility is at 96, March is at 52; 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.

AMC Entertainment (AMC) March weekly call option implied volatility is at 189, March is at 205; compared to its 52-week range of 100 to 528 into the expected release of quarter results after the bell of February 28. Call put ratio 1 call to 3 puts.

Salesforce (CRM) March weekly call option implied volatility is at 89, March is at 54; compared to its 52-week range of 30 to 62 into the expected release of quarter results after the bell of February 28.

Monster Beverage (MNST) March call option implied volatility is at 40, April is at 27; compared to its 52-week range of 21 to 43 into the expected release of quarter results after the bell of February 28.

AutoZone (AZO) March call option implied volatility is at 59, April is at 34; compared to its 52-week range of 20 to 50 into the expected release of quarter results before the bell of February 28. Call put ratio 1 call to 1.9 puts.

Ross Stores (ROST) March weekly call option implied volatility is at 74, March is at 42; compared to its 52-week range of 25 to 57 into the expected release of quarter results after the bell of February 28.

First Solar (FSLR) March weekly call option implied volatility is at 90, March is at 61; compared to its 52-week range of 44 to 69 into the expected release of quarter results after the bell of February 28. Call put ratio 1 call to 3.9 puts.

J.M Smucker (SJM) March call option implied volatility is at 26, April is at 22; compared to its 52-week range of 16 to 74 into the expected release of quarter results before the bell of February 28. Call put ratio 2.6 calls to 1 put.

Advanced Auto Parts (AAP) March weekly call option implied volatility is at 111, March is at 59; compared to its 52-week range of 27 to 80 into the expected release of quarter results before the bell of February 28. Call put ratio 1 call to 14.5 puts.

Norwegian Cruise Line (NCLH) March weekly call option implied volatility is at 84, March is at 63; compared to its 52-week range of 52 to 100 into the expected release of quarter results before the bell of February 28.

Urban Outfitters (URBN) March weekly call option implied volatility is at 127, March is at 69; compared to its 52-week range of 38 to 90 into the expected release of quarter results after the bell of February 28.

Rocket Lab (RKLB) March weekly call option implied volatility is at , March is at ; compared to its 52-week range of 57 to 122 into the expected release of quarter results after the bell of February 28. Call put ratio 11.9 calls to 1 put.

Options with decreasing option implied volatility: BHP AMC RETA APLS TDOC OSTK FTCH ENVIX BMBL YETI BHC DPZ PANW
Increasing unusual option volume: TGNA CHGG GLNG AAP EOSE SGEN DNMR MANU JWN
Increasing unusual call volume: CHGG EOSE SHEL FSR HIMS SGEN NAT TK BOIL DQ UNP
Increasing unusual put option volume: MANU AAP FUBO BMBL CP AI RRC EBIX UNP
Active options: TSLA NVDA AAPL AMC AMZN FSR NFLX CCL AMD SNAP META GOOGL BBBY MSFT GOOG CLF NIO BABA FUBO COIN