Mid-session IV Report February 6, 2023

Mid-session IV Report February 6, 2023

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

Option IV increases: AI SI APLS JWN CAR MPW AIRS CRWD MDB ORCL SBSW

Popular stocks with increasing volume: COIN INTC SBUX SOFI CNVA AI BABA BAC SNAP

Option IV into quarter results and Federal Reserve Chair Jerome Powell is scheduled to speak at the Economic Club of Washington, D.C. on Tuesday.

Activision Blizzard (ATVI) February weekly call option implied volatility is at 93, February is at 73; compared to its 52-week range of 9 to 46 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Simon Property (SPG) February call option implied volatility is at 38, March is at 29; compared to its 52-week range of 27 to 270 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Take Two (TTWO) February weekly call option implied volatility is at 103, February is at 69; compared to its 52-week range of 32 to 59 into the expected release of quarter results today after the bell.

Skyworks (SWKS) February weekly call option implied volatility is at 68, February is at 58; compared to its 52-week range of 32 to 56 into the expected release of quarter results today after the bell.

Pinterest (PINS) February weekly call option implied volatility is at 164, February is at 107; compared to its 52-week range of 52 to 114 into the expected release of quarter results today after the bell.

Chegg (CHGG) February call option implied volatility is at 131, March is at 71; compared to its 52-week range of 45 to 131 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Spirit Airlines (SAVE) February weekly call option implied volatility is at 63, February is at 49; compared to its 52-week range of 23 to 108 into the expected release of quarter results after the bell on February 7. Call put ratio 3.1 calls to 1 put.

Royal Caribbean (RCL) February weekly call option implied volatility is at 82, February is at 63; compared to its 52-week range of 46 to 91 into the expected release of quarter results after the bell on February 7. Call put ratio 2.2 calls to 1 put.

Chipotle (CMG) February weekly call option implied volatility is at 78, February is at 52; compared to its 52-week range of 27 to 55 into the expected release of quarter results after the bell of February 7.

BP (BP) February weekly call option implied volatility is at 48, February is at 38; compared to its 52-week range of 26 to 53 into the expected release of quarter results before the bell of February 7.

KKR (KKR) February weekly call option implied volatility is at 55, February is at 46; compared to its 52-week range of 32 to 55 into the expected release of quarter results before the bell of February 7.

DuPont (DD) February weekly call option implied volatility is at 49, February is at 39; compared to its 52-week range of 26 to 45 into the expected release of quarter results before the bell of February 7. Call put ratio 8.5 calls to 1 put.

Yum China (YUMC) February call option implied volatility is at 53, March is at 41; compared to its 52-week range of 30 to 105 into the expected release of quarter results after the bell of February 7.

Illumina (ILMN) February weekly call option implied volatility is at 87, February is at 64; compared to its 52-week range of 37 to 77 into the expected release of quarter results after the bell of February 7.

Carlyle (CG) February call option implied volatility is at 60, March is at 40; compared to its 52-week range of 32 to 99 into the expected release of quarter results after the bell of February 7. Call put ratio 3.4 calls to 1 put.

Walt Disney (DIS) February weekly call option implied volatility is at 72, February is at 50; compared to its 52-week range of 25 to 57 into the expected release of quarter results after the bell of February 8. Call put ratio 2.4 calls to 1 put.

Uber (UBER) February weekly call option implied volatility is at 122, February is at 82; compared to its 52-week range of 48 to 80 into the expected release of quarter results before the bell of February 8.

Alibaba (BABA) 30-day option implied volatility is at 50; compared to its 52-week range of 47 to 99.

JD.com (JD) 30-day option implied volatility is at 50; compared to its 52-week range of 44 to 96.

Newmont (NEM) 30-day option implied volatility is at 37; compared to its 52-week range of 31 to 50 after submits proposal to acquire Newcrest Mining. Call put ratio 2 calls to 1 put as shares sell off 3.9%.

Options with decreasing option implied volatility: LCID SNAP BILL TEAM PTON ALGN GOOS SPOT SMCI META GPRO HOG AMZN TSN SBUX PFE
Increasing unusual option volume: BTG AI IONQ POOL CTLT TMC ABEV TSN OMER ATER AVTR
Increasing unusual call volume: BTG IONQ AI ABEV OMER NOV TMC EXPR FFIE ATER
Increasing unusual put option volume: AI OSH TSN SBSW ATER CNC FFIE APPH PBY CRK SG BKKT FISV
Active options: TSLA AAPL AMZN META AMC GOOGL NVDA F GOOG AMD MSFT COIN NFLX INTC SBUX SOFI CNVA AI BABA BAC