Mid-session IV Report February 7, 2023

Mid-session IV Report February 7, 2023

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

Option IV increases: SI APLS AI CAR MPW JWN DKS ULTA GNS LAZR

Popular stocks with increasing volume: BBBY PINS AMC SNAP GME BP AI ATVI SOFI

Option IV into Federal Reserve Chair Jerome Powell is scheduled to speak at the Economic Club of Washington, D.C. and State of Union address

SPDR S&P 500 ETF Trust (SPY) February weekly call option implied volatility is at 45, February is at 21; compared to its 52-week range of 15 to 56

PowerShares QQQ Trust (QQQ) February weekly call option implied volatility is at 68, February is at 30; compared to its 52-week range of 22 to 40.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 54; compared to its 52-week range of 48 to 91. Call put ratio 1 call to 3.1 puts.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 228; compared to its 52-week range of 93 to 633 into announcing stock offering. Call put ratio 1.2 calls to 1 put.

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.

Chipotle (CMG) February weekly call option implied volatility is at 88, February is at 56; compared to its 52-week range of 27 to 55 into the expected release of quarter results today after the bell.

Yum China (YUMC) February call option implied volatility is at 53, March is at 42; compared to its 52-week range of 30 to 105 into the expected release of quarter results today after the bell. Call put ratio 5.9 calls to 1 put as shares rally 2.7%.

Illumina (ILMN) February weekly call option implied volatility is at 100, February is at 68; compared to its 52-week range of 37 to 77 into the expected release of quarter results today after the bell. Call put ratio 4 calls to 1 put.

Walt Disney (DIS) February weekly call option implied volatility is at 85, February is at 54; compared to its 52-week range of 25 to 57 into the expected release of quarter results after the bell of February 8.

Uber (UBER) February weekly call option implied volatility is at 142, February is at 87; compared to its 52-week range of 48 to 80 into the expected release of quarter results before the bell of February 8. Call put ratio 2.3 calls to 1 put.

CVS Health (CVS) February weekly call option implied volatility is at 55, February is at 36; compared to its 52-week range of 19 to 37 into the expected release of quarter results after the bell of February 8.

CME Group (CME) February weekly call option implied volatility is at 45, February is at 32; compared to its 52-week range of 18 to 38 into the expected release of quarter results before the bell of February 8.

Yum Brands (YUM) February call option implied volatility is at 28, March is at 21; compared to its 52-week range of 30 to 106 into the expected release of quarter results before the bell of February 8. Call put ratio 3.8 calls to 1 put.

MGM Resorts (MGM) February weekly call option implied volatility is at 80, February is at 55; compared to its 52-week range of 37 to 62 into the expected release of quarter results after the bell of February 8. Call put ratio 2.5 calls to 1 put.

Teva (TEVA) February weekly call option implied volatility is at 91, February is at 59; compared to its 52-week range of 33 to 56 into the expected release of quarter results before the bell of February 8. Call put ratio 4 calls to 1 put.

Robin Hood (HOOD) February weekly call option implied volatility is at 159, February is at 104; compared to its 52-week range of 63 to 115 into the expected release of quarter results after the bell of February 8. Call put ratio 3 calls to 1 put.

Capri Holding (CPRI) February call option implied volatility is at 66, March is at 46; compared to its 52-week range of 38 to 83 into the expected release of quarter results before the bell of February 8.

Coty (COTY) February weekly call option implied volatility is at 111, February is at 71; compared to its 52-week range of 33 to 75 into the expected release of quarter results before the bell of February 8. Call put ratio 4.7 calls to 1 put.

Mattel (MAT) February call option implied volatility is at 63, March is at 43; compared to its 52-week range of 31 to 55into the expected release of quarter results after the bell of February 8.

Affirm Holding (AFRM) February weekly call option implied volatility is at 283, February is at 190; compared to its 52-week range of 91 to 214 into the expected release of quarter results after the bell of February 8.

Under Armor (UA) February call option implied volatility is at 100, March is at 61; compared to its 52-week range of 35 to 77 into the expected release of quarter results before the bell of February 8.

DraftKings (DKNG) February weekly call option implied volatility is at 80, February is at 105; compared to its 52-week range of 64 to 111 into Super Bowl weekend.

Options with decreasing option implied volatility: OSH SNAP BILL PTON TEAM SMCI PINS ALGN META SMG HOG GPRO SBUX
Increasing unusual option volume: IRNT CHGG AI GPRE GETY OSH INCY ABR YETI
Increasing unusual call volume: IRNT IONQ OSH CHGG AI VMW
Increasing unusual put option volume: AI CHGG ABR OSH BBBY IAC FFIE TTWO AXON YETI HTZ
Active options: TSLA BBBY AMZN AAPL PINS MSFT AMC NVDA SNAP META LAZR BIDU GME BP AMD NFLX AI GOOGL ATVI SOFI