Mid-session IV Report March 13, 2023

Mid-session IV Report March 13, 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: FITB RF SCHW KEY HBAN TFC ALLY WAL FRC ZION DPST KRE ALT RUN USB, bank IV up

Popular stocks with increasing volume: COIN F SOFI ROKU WFC GOOGL AFRM AMC BBBY

Bank option IV

JPMorgan (JPM) 30-day option implied volatility is at 40; compared to its 52-week range of 20 to 44.

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

Bank of America (BAC) 30-day option implied volatility is at 51; compared to its 52-week range of 22 to 48.

Citigroup (C) 30-day option implied volatility is at 47; compared to its 52-week range of 23 to 51.

Goldman Sachs (GS) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 44.

Morgan Stanley (MS) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 47.

U.S. Bancorp (USB) 30-day option implied volatility is at 54; compared to its 52-week range of 20 to 41.

KeyCorp (KEY) 30-day option implied volatility is at 131; compared to its 52-week range of 25 to 91.

Truist (TFC) 30-day option implied volatility is at 123; compared to its 52-week range of 23 to 88.

PNC Financial (PNC) 30-day option implied volatility is at 50; compared to its 52-week range of 22 to 40.

Charles Schwab (SCHW) 30-day option implied volatility is at 129; compared to its 52-week range of 26 to 65.

First Republic Bank (FRC) 30-day option implied volatility is at 358; compared to its 52-week range of 24 to 184.

Comerica (CMA) 30-day option implied volatility is at 131; compared to its 52-week range of 26 to 81.

East West Bancorp (EWBC) 30-day option implied volatility is at 100; compared to its 52-week range 23 to 55.

Western Alliance (WAL) 30-day option implied volatility is at 336 compared to its 52-week range of 30 to 156.

Northern Trust (NTRS) 30-day option implied volatility is at 38; compared to its 52-week range 22 to 42.

BankUnited (BKU) 30-day option implied volatility is at 37; compared to its 52-week range 27 to 45.

Wintrust Financial (WTFC) 30-day option implied volatility is at 69; compared to its 52-week range of 24 to 45.

Zions Bancorp (ZION) 30-day option implied volatility is at 168; compared to its 52-week range of 27 to 94.

Bank Of Hawaii Corp. (BOH) 30-day option implied volatility is at 190; compared to its 52-week range of 19 to 61.

Bank OZK (OZK) 30-day option implied volatility is at 101; compared to its 52-week range of 24 to 96.

Bank of New York (BK) 30-day option implied volatility is at 49; compared to its 52-week range of 20 to 44.

State Street (STT) 30-day option implied volatility is at 56; compared to its 52-week range of 26 to 89.

Regions Financial (RF) 30-day option implied volatility is at 182; compared to its 52-week range of 24 to 89.

M&T Bank Corp. (MTB) 30-day option implied volatility is at 59; compared to its 52-week range of 21 to 79.

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

Western Alliance Bancorporation (WAL) 30-day option implied volatility is at 131; compared to its 52-week range of 30 to 53.

East-West Bancorp (EWBC) 30-day option implied volatility is at 123; compared to its 52-week range of 24 to 55.

Huntington Bancshares (HBAN) 30-day option implied volatility is at 134; compared to its 52-week range of 20 to 49.
Fifth Third Bancorp (FITB) 30-day option implied volatility is at 193; compared to its 52-week range of 24 to 75.

Options with decreasing option implied volatility: NTNX SAVE AVXL DKS ULTA
Increasing unusual option volume: MQ ZION DPST DM FEZ
Increasing unusual call volume: DPST TNP CBOE EOSE ACAD KRE
Increasing unusual put option volume: MQ DM HTGC KEY ALLY CFG HBAN
Active options: TSLA BAC AAPL NVDA AMZN AMD COIN F MQ JPM SOFI META ROKU WFC GOOGL AFRM MARA AMC BBBY MSFT