Mid-session IV Report February 8, 2023

Mid-session IV Report February 8, 2023

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

Option IV increases: GOOG GOOGL HOOD MGM DIS PYPL EXPE K AFRM AI CAR MPW CRWD DKS ULTA

Popular stocks with increasing volume: UBER LUMN BBBY AMD ATVI CVS AI DIS BABA

Option IV

Alphabet (GOOG) February weekly call option implied volatility is at 44, February is at 38; compared to its 52-week range of 26 to 49 as shares sell off 7.6%.

Option IV into quarter results

Walt Disney (DIS) February weekly call option implied volatility is at 100, February is at 56; compared to its 52-week range of 25 to 57 into the expected release of quarter results today after the bell.

MGM Resorts (MGM) February weekly call option implied volatility is at 92, February is at 55; compared to its 52-week range of 37 to 62 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

Robin Hood (HOOD) February weekly call option implied volatility is at 174, February is at 100; compared to its 52-week range of 63 to 115 into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put.

Mattel (MAT) February call option implied volatility is at 68, March is at 45; compared to its 2-week range of 31 to 55 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

Affirm Holding (AFRM) February weekly call option implied volatility is at 320, February is at 190; compared to its 52-week range of 91 to 214 into the expected release of quarter results today after the bell.

AbbVie (ABBV) February weekly call option implied volatility is at 55, February is at 32; compared to its 52-week range of 20 to 35 into the expected release of quarter results before the bell of February 9. Call put ratio 2.6 calls to 1 put.

PepsiCo (PEP) February weekly call option implied volatility is at 39, February is at 26; compared to its 52-week range of 16 to 29 into the expected release of quarter results before the bell of February 9. Call put ratio 2.4 calls to 1 put.

Philip Morris (PM) February weekly call option implied volatility is at 48, February is at 29; compared to its 52-week range of 18 to 35 into the expected release of quarter results before the bell of February 9. Call put ratio 3.6 calls to 1 put.

PayPal (PYPL) February weekly call option implied volatility is at 143, February is at 82; compared to its 52-week range of 42 to 85 into the expected release of quarter results after the bell of February 9.

Hilton (HLT) February call option implied volatility is at 39, March is at 30; compared to its 52-week range of 27 to 85 into the expected release of quarter results before the bell of February 9.

Baxter (BAX) February weekly call option implied volatility is at 87, February is at 49; compared to its 52-week range of 22 to 37 into the expected release of quarter results before the bell of February 9. Call put ratio 10.8 calls to 1 put.

Kellogg (K) February call option implied volatility is at 35, March is at 24; compared to its 52-week range of 16 to 62 into the expected release of quarter results before the bell of February 9. Call put ratio 1 call to 7.9 puts.

Expedia (EXPE) February weekly call option implied volatility is at 124, February is at 72; compared to its 52-week range of 42 to 71 into the expected release of quarter results after the bell of February 9.

Cloudflare (NET) February weekly call option implied volatility is at 222, February is at 124; compared to its 52-week range of 68 to 106 into the expected release of quarter results after the bell of February 9.

Lyft (LYFT) February weekly call option implied volatility is at 239, February is at 130; compared to its 52-week range of 50 to 110 into the expected release of quarter results after the bell of February 9.

Yelp (YELP) February call option implied volatility is at 78, March is at 49; compared to its 52-week range of 35 to 102 into the expected release of quarter results after the bell of February 9. Call put ratio 1 call to 3.2 puts.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 217; compared to its 52-week range of 93 to 633. Call put ratio 1.3 calls to 1 put as shares trade down 8.8%.

C3.ai (AI) 30-day option implied volatility is at 175; compared to its 52-week range of 54 to 162. Call put ratio 4.6 calls to 1 put as shares rally 14%.

GameStop (GME) 30-day option implied volatility is at 92; compared to its 52-week range of 86 to 157. Call put ratio 4 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 145; compared to its 52-week range of 100 to 437. Call put ratio 2.1 calls to 1 put as shares sell off 5.4%.

Carvana Co. (CVNA) 30-day option implied volatility is at 259; compared to its 52-week range of 77 to 267. Call put ratio 3.2 calls to 1 put as shares rally 21%.

DraftKings (DKNG) February weekly call option implied volatility is at 72, February is at 105; compared to its 52-week range of 64 to 111 into Super Bowl weekend. Call put ratio 2.3 calls to 1 put.

Options with decreasing option implied volatility: OSH BILL TEAM PINS GOOS FL ALGN UBER GPRO UAA HOG META TSN CMG SBUX
Increasing unusual option volume: AI LUMN VOYA CPRI DT OSH TUR KD RL
Increasing unusual call volume: AI TRIP LUMN CPRI FTNT UBER
Increasing unusual put option volume: LUMN AI CPRI TPR OSH TUR RL SNY
Active options: MSFT TSLA GOOGL GOOG UBER NVDA GOOG LUMN AMZN BBBY AMD AAPL AMC META ENPH ATVI CVS AI DIS BABA NFLX