Mid-session IV Report March 10, 2023

Mid-session IV Report March 10, 2023

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By this often over looked information.

Options with increasing option implied volatility: SBNY ALT AUPH TFC FAS SCHW FITB HBAN RF KRE ALLY KEY BAC ARCC BX WFC PRU LNC JPM BAC KMX PNC BK XLF GS SYF CVS AFL

Popular stocks with increasing volume: COIN DOCU SQ SOFI JPM WFC SCHW AFRM BX

Bank option IV

JPMorgan (JPM) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 44 as shares rally 2%.

Wells Fargo (WFC) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 51.

Bank of America (BAC) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 48.

Citigroup (C) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 51.

Goldman Sachs (GS) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 44.

Morgan Stanley (MS) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 47.

U.S. Bancorp (USB) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 41.

KeyCorp (KEY) 30-day option implied volatility is at 48; compared to its 52-week range of 25 to 91.

Truist (TFC) 30-day option implied volatility is at 56; compared to its 52-week range of 23 to 88.

PNC Financial (PNC) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 40.

Charles Schwab (SCHW) 30-day option implied volatility is at 56; compared to its 52-week range of 26 to 47.

First Republic Bank (FRC) 30-day option implied volatility is at 145; compared to its 52-week range of 24 to 89.

Comerica (CMA) 30-day option implied volatility is at 54; compared to its 52-week range of 26 to 81.

East West Bancorp (EWBC) 30-day option implied volatility is at 51; compared to its 52-week range 23 to 55.

Western Alliance (WAL) 30-day option implied volatility is at 102; compared to its 52-week range of 30 to 53.

Northern Trust (NTRS) 30-day option implied volatility is at 34; compared to its 52-week range 22 to 42.

Wintrust Financial (WTFC) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 45.

Zions Bancorp (ZION) 30-day option implied volatility is at 76; compared to its 52-week range of 27 to 94.

Bank OZK (OZK) 30-day option implied volatility is at 67; compared to its 52-week range of 24 to 96.

Bank of New York (BK) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 44.

State Street (STT) 30-day option implied volatility is at 41; compared to its 52-week range of 26 to 89.

Regions Financial (RF) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 89.

M&T Bank Corp. (MTB) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 79.

Citizens Financial Group (CFG) 30-day option implied volatility is at 44; compared to its 52-week range of 23 to 90.

Western Alliance Bancorporation (WAL) 30-day option implied volatility is at 87; compared to its 52-week range of 30 to 53.

East-West Bancorp (EWBC) 30-day option implied volatility is at 53; compared to its 52-week range of 24 to 55.

Huntington Bancshares (HBAN) 30-day option implied volatility is at 48; compared to its 52-week range of 20 to 49.

Fifth Third Bancorp (FITB) 30-day option implied volatility is at 50; compared to its 52-week range of 24 to 75. Call put ratio 1 call to 6.8 puts.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 35.

Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 43; compared to its 52-week range of 20 to 40.

Silvergate Capital (SI) 30-day option implied volatility is at 285; compared to its 52-week range of 74 to 315.

Signature Bank (SBNY) 30-day option implied volatility is at 137 compared to its 52-week range of 40 to 110.

Apollo Global Management (APO) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 54 as shares sell off 5.8%.

Blackstone (BX) 30-day option implied volatility is at 49; compared to its 52-week range of 35 to 59. Call put ratio 1 call to 15.4 puts.

The Carlyle Group (CG) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 99. Call put ratio 1 call to 16.2 puts as shares sell off 4.7%.

KKR & Co. (KKR) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 56. Call put ratio 1 call to 2.5 puts.

Options with decreasing option implied volatility: MDB NTNX SAVE ASAN SE AVXL DKS CRWD GPS VET ULTA
Increasing unusual option volume: ZION HTGC PFSI BBIO BIRD CMA LAZ
Increasing unusual call volume: IAU AMPY KBE KRE ABB XM AIG WU
Increasing unusual put option volume: HTGC DM KEY CG PFSI TFC OMF CFG RILY NYCB
Active options: TSLA NVDA BAC AAPL COIN AMZN AMD META DOCU SQ GOOG GOOGL NFLX SOFI JPM MSFT WFC SCHW AFRM BX