Mid-session IV Report March 1, 2023

Mid-session IV Report March 1, 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: CRM PRVB AUY COST M ANF PLUG FHN AMPY

Popular stocks with increasing volume: NIO LAZR RIVN FSLR COIN MARA SNAP

Tesla ption IV

Tesla (TSLA) March weekly call option implied volatility is at 108, March is at 78; compared to its 52-week range of 49 to 96 into 2023 Investor Day. Call put ratio 1.3 calls to 1 put.

Option implied volatility for Social Media amid Washington DC TikTok headlines

Meta Platforms (META) 30-day option implied volatility is at 40; compared to its 52-week range of 37 to 79. Call put ratio 2.5 calls to 1 put.

Snap (SNAP) 30-day option implied volatility is at 63; compared to its 52-week range of 60 to 128. Call put ratio 10.7 calls to 1 put.

Pinterest (PINS) 30-day option implied volatility is at 50; compared to its 52-week range of 48 to 107.

Yelp (YELP) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 102.

Alphabet (GOOG) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 49.

Option IV into quarter results

Salesforce (CRM) March weekly call option implied volatility is at 130, March is at 60; compared to its 52-week range of 30 to 62 into the expected release of quarter results today after the bell.

Splunk (SPLK) March weekly call option implied volatility is at 159, March is at 72; compared to its 52-week range of 40 to 85 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put.

Petrobras (PBR) March weekly call option implied volatility is at 120, March is at 66; compared to its 52-week range of 37 to 103 into expected release of quarter results today.

Snowflake (SNOW) March weekly call option implied volatility is at 150, March is at 79; compared to its 52-week range of 55 to 114 into the expected release of quarter results today after the bell.

Broadcom (AVGO) March weekly call option implied volatility is at 158, March is at 35; compared to its 52-week range of 27 to 48 into the expected release of quarter results after the bell of March 2.

Costco (COST) March weekly call option implied volatility is at 58, March is at 32; compared to its 52-week range of 21 to 51 into the expected release of quarter results after the bell of March 2.

Marvell Tech (MRVL) March weekly call option implied volatility is at 120, March is at 65; compared to its 52-week range of 42 to 81 into the expected release of quarter results after the bell of March 2.

Kroger (KR) March weekly call option implied volatility is at 83, March is at 39; compared to its 52-week range of 23 to 52 into the expected release of quarter results before the bell of March 2. Call put ratio 2 calls to 1 put.

Dell Technology (DELL) March weekly call option implied volatility is at 104, March is at 51; compared to its 52-week range of 26 to 236 into the expected release of quarter results after the bell of March 2. Call put ratio 3.8 calls to 1 put.
Hormel (HRL) March weekly call option implied volatility is at 61, March is at 27; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell of March 2.

Burlington Stores (BURL) March weekly call option implied volatility is at 138, March is at 59; compared to its 52-week range of 36 to 71 into the expected release of quarter results before the bell of March 2. Call put ratio 3.3 calls to 1 put.

Hewlett Packard (HPE) March call option implied volatility is at 43, April is at 28; compared to its 52-week range of 24 to 82 into the expected release of quarter results after the bell of March 2. Call put ratio 2 calls to 1 put.

Zscaler (ZS) March weekly call option implied volatility is at 177, March is at 84; compared to its 52-week range of 48 to 107 into the expected release of quarter results after the bell of March 2.

Best Buy (BBY) March weekly call option implied volatility is at 112, March is at 51; compared to its 52-week range of 31 to 88 into the expected release of quarter results before the bell of March 2. Call put ratio 2.2 calls to 1 put.

Macy’s (M) March weekly call option implied volatility is at 151, March is at 71; compared to its 52-week range of 43 to 99 into the expected release of quarter results after the bell of March 2. Call put ratio 1 call to 1.1 puts.

Nordstrom (JWN) March weekly call option implied volatility is at 165, March is at 79; compared to its 52-week range of 45 to 109 into the expected release of quarter results after the bell of March 2. Call put ratio 1 call to 1.8 puts.

C3.ai, Inc (AI) March weekly call option implied volatility is at 217, March is at 117; compared to its 52-week range of 54 to 181 into the expected release of quarter results after the bell of March 2. Call put ratio 2 calls to 1 put as shares sell off 7%.

Portillo’s (PTLO) March call option implied volatility is at 68, April is at 55; compared to its 52-week range of 4 to 127 into the expected release of quarter results before the bell of March 2. Call put ratio 1 call to 23 puts.

Options with decreasing option implied volatility: RETA CVNA BYND LCID BMBL ENVX FTCH TDOC ZM BHC RIVN YETI DLTR ETSY SQ BBWI
Increasing unusual option volume: MQ RETA IMGN CARG DUOL TUP ALGM CP EOSE
Increasing unusual call volume: RETA BGS IMGN EOSE MQ DDD ANF PL AMPY CLNE
Increasing unusual put option volume: MQ RETA IMGN CP EC SRPT MSOS FOUR MCHI
Active options: TSLA NVDA AMC NIO AAPL LAZR RIVN BABA META MSFT AMZN RETA MQ F AMD FSLR GOOGL COIN MARA SNAP