Mid-session IV Report February 9, 2023

Mid-session IV Report February 9, 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 VKTX MANU ULTA LYFT GMED BAX

Popular stocks with increasing volume: DIS AFRM BBBY BAC COIN UBER AMD F HOOD CCJ

Option IV movement

Walt Disney (DIS) February weekly call option implied volatility is at 57, February is at 34; compared to its 52-week range of 25 to 57 as shares rally 1.7%.

Alphabet (GOOG) February weekly call option implied volatility is at 56, February is at 45; compared to its 52-week range of 26 to 49 as shares sell off 3.9%.

Tesla (TSLA) February weekly call option implied volatility is at 87, February is at 76; compared to its 52-week range of 26 to 49 as shares rally 4.9%. Call put ratio 1.8 calls to 1 put with focus on February weekly calls.

Option IV into quarter results

PayPal (PYPL) February weekly call option implied volatility is at 182, February is at 82; compared to its 52-week range of 42 to 85 into the expected release of quarter results today after the bell.

Expedia (EXPE) February weekly call option implied volatility is at 160, February is at 76; compared to its 52-week range of 42 to 71 into the expected release of quarter results today after the bell.

Cloudflare (NET) February weekly call option implied volatility is at 296, February is at 134; compared to its 52-week range of 68 to 106 into the expected release of quarter results after the bell.

Lyft (LYFT) February weekly call option implied volatility is at 339, February is at 147; compared to its 52-week range of 50 to 110 into the expected release of quarter results today after the bell.

Yelp (YELP) February call option implied volatility is at 88, March is at 53; compared to its 52-week range of 35 to 102 into the expected release of quarter results today after the bell.

China implied volatility

Alibaba (BABA) 30-day option implied volatility is at 51; compared8 to its 52-week range of 49 to 99. Call put ratio 5.2 calls to 1 put as shares rally 3.5%.

JD.com (JD) 30-day option implied volatility is at 51; compared to its 52-week range of 44 to 96.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 47; compared to its 52-week range of 43 to 98. Call put ratio 2.3 calls put 1.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 56. Call put ratio 1 call to 1.1 puts.

DraftKings (DKNG) February weekly call option implied volatility is at 95, February is at 114; compared to its 52-week range of 64 to 111 into Super Bowl weekend. Call put ratio 5.2 calls to 1 put.

Catalent (CTLT) 30-day option implied volatility is at 53; compared to its 52-week range of 28 to 97. Call put ratio 4.7 calls to 1 put.

Options with decreasing option implied volatility: OSH BILL AFRM SONO APP TEAM PINS GPRO FL UBER AMZN TTWO COTY
Increasing unusual option volume: SLQT BCLI SONO MAT TNK JBHT AZUL XPO APP FLNC BAX AI
Increasing unusual call volume: APP SONO FLNC AI BAX
Increasing unusual put option volume: JBHT APPH DHT BAX AI MAT
Active options: TSLA GOOGL GOOG DIS AAPL NVDA AFRM AMZN MSFT META BBBY BAC COIN NFLX BABA UBER AMD F HOOD CCJ