Mid-session IV Report February 28, 2023

Mid-session IV Report February 28, 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: PBR RIVN RETA CRM SBSW ROST ANF KSS

Popular stocks with increasing volume: TGT ZM OXY COIN BBBY FSR PLTK SNAP CIEN PBR

Option IV into final trading day of month

Tesla (TSLA) March weekly call option implied volatility is at 97, March is at 71; compared to its 52-week range of 49 to 96 into 2023 Investor Day on March 1, 2023. Call put ratio 1.7 calls to 1 put.

Option IV into quarter results

Salesforce (CRM) March weekly call option implied volatility is at 105, March is at 56; compared to its 52-week range of 30 to 62 into the expected release of quarter results today after the bell.

Rivian (RIVN) March weekly call option implied volatility is at 196, March is at 112; compared to its 52-week range of 65 to 143 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

AMC Entertainment (AMC) March weekly call option implied volatility is at 260, March is at 215; compared to its 52-week range of 100 to 528 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put.

Monster Beverage (MNST) March call option implied volatility is at 44, April is at 28; compared to its 52-week range of 21 to 43 into the expected release of quarter results today after the bell. Call put ratio 4.3 calls to 1 put.

Ross Stores (ROST) March weekly call option implied volatility is at 81, March is at 43; compared to its 52-week range of 25 to 57 into the expected release of quarter results today after the bell.

First Solar (FSLR) March weekly call option implied volatility is at 94, March is at 60; compared to its 52-week range of 44 to 69 into the expected release of quarter results today after the bell.

Urban Outfitters (URBN) March weekly call option implied volatility is at 145, March is at 67; compared to its 52-week range of 38 to 90 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.6 puts.

Rocket Lab (RKLB) March weekly call option implied volatility is at 100, March is at 75; compared to its 52-week range of 57 to 122 into the expected release of quarter results today after the bell. Call put ratio 9.6 calls to 1 put.

Luminar (LAZR) March weekly call option implied volatility is at 290, March is at 156; compared to its 52-week range of 65 to 134 into the expected release of quarter results today. Call put ratio 12 calls to 1 put.

Lowe’s Cos. (LOW) March weekly call option implied volatility is at 63, March is at 38; compared to its 52-week range of 26 to 49 into the expected release of quarter results before the bell of March 1.

Snowflake (SNOW) March weekly call option implied volatility is at 130, March is at 78; compared to its 52-week range of 56 to 114 into the expected release of quarter results after the bell of March 1.

Dollar Tree (DLTR) March weekly call option implied volatility is at 98, March is at 50; compared to its 52-week range of 25 to 65 into the expected release of quarter results before the bell of March 1. Call put ratio 1 call to 1.8 puts.

NIO (NIO) March weekly call option implied volatility is at 145, March is at 93; compared to its 52-week range of 63 to 131 into the expected release of quarter results before the bell of March 1. Call put ratio 2.6 calls to 1 put.

Splunk (SPLK) March weekly call option implied volatility is at 137, March is at 72; compared to its 52-week range of 40 to 85 into the expected release of quarter results after the bell of March 1.

Pure Storage (PSTG) March weekly call option implied volatility is at 77, March is at 51; compared to its 52-week range of 37 to 94 into the expected release of quarter results after the bell of March 1.

Plug Power (PLUG) March weekly call option implied volatility is at 136, March is at 85; compared to its 52-week range of 66 to 111 into the expected release of quarter results after the bell of March 1. Call put ratio 3.6 calls to 1 put.

Box (BOX) March call option implied volatility is at 51, April is at 37; compared to its 52-week range of 30 to 88 into the expected release of quarter results after the bell of March 1. Call put ratio 1 call to 3.1 puts.

Kohl’s (KSS) March weekly call option implied volatility is at 140, March is at 76; compared to its 52-week range of 41 to 122 into the expected release of quarter results before the bell of March 1. Call put ratio 1 call to 2 puts.

Abercrombie (ANF) March weekly call option implied volatility is at 175, March is at 88; compared to its 52-week range of 45 to 97 into the expected release of quarter results before the bell of March 1. Call put ratio 1 call to 1.6 puts.

Coinbase (COIN) 30-day option implied volatility is at 108; compared to its 52-week range of 62 to 174. Call put ratio 1 call to 1.1 puts as shares rally 10%.

Ciena (CIEN) call put ratio 143 calls to 1 put with focus on March 50 calls into expected release of quarter results on March 6.

Snap (SNAP) call put ratio 7 calls to 1 put with focus on March weekly calls as shares rally 2%.

C3 AI (AI) call put ratio 4.5 calls to 1 put with focus on March weekly calls as shares rally 2.9% into expected release of quarter results on March 2.

Petrobras (PBR) call put ratio 1 calls to 1.4 puts into expected release of quarter results on March 1.

Options with decreasing option implied volatility: TGT CVNA BYND LCID OSTK FTCH TDOC ENVX ZM U BMBL YETI
Increasing unusual option volume: SFM TXRH HST BBAI INSW CIEN HIMS TDW RETA FSTX BMRN
Increasing unusual call volume: CIEN INSW MLCO HIMS NTR UAN BBAI SAN RBA LAZR
Increasing unusual put option volume: WBD MLCO FOUR DQ PFE SBSW BXMT BLDR NGG SAVE RETA AAP
Active options: TSLA AMC META NVDA AAPL TGT ZM AMD OXY AMZN BABA GOOGL COIN BBBY NFLX FSR MSFT GOOG PLTK SNAP