Mid-session IV Report March 14, 2023

Mid-session IV Report March 14, 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: NYCB VRNS KBAL ZIM KEY ALT NYCB TFC FITB RF ALLY SCHW HBAN KRE USB LNC FIS SYF

Popular stocks with increasing volume: COIN CHPT UBER PINS BBBY FRC LYFT WFC DASH

Payment Companies option IV steady as shares rally

Square (SQ) 30-day option implied volatility is at 59; compared to its 52-week range 51 to 109.

PayPal (PYPL) 30-day option implied volatility is at 40; compared to its 52-week range of 36 to 84.

American Express (AXP) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 46.

MasterCard (MA) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 44.

Visa (V) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 43.

SoFi Technologies (SOFI) 30-day option implied volatility is at 70; compared to its 52-week range of 52 to 122.

Insurance stock option implied volatility steady

AIG (AIG) 30-day call option implied volatility is at 38; compared to its 52-week range of 21 to 46 as shares rally 3.4%.

Hartford Financial (HIG) 30-day call option implied volatility is at 32; compared to its 52-week range of 17 to 37.

Travelers (TRV) 30-day call option implied volatility is at 27; compared to its 52-week range of 18 to 62.

Chubb Corp. (CB) 30-day call option implied volatility is at 27; compared to its 52-week range of 16 to 69.

MetLife (MET) 30-day call option implied volatility is at 34; compared to its 52-week range of 18 to 41.

Prudential Financial (PRU) 30-day call option implied volatility is at 35; compared to its 52-week range of 20 to 62.

Berkshire Hathaway (BRK.B) 30-day call option implied volatility is at 23; compared to its 52-week range of 15 to 31.

Allstate (ALL) 30-day call option implied volatility is at 31; compared to its 52-week range of 21 to 72.

Aon plc (AON) 30-day call option implied volatility is at 26; compared to its 52-week range of 18 to 72.

Movers

TAL Education (TAL) 30-day option implied volatility is at 77; compared to its 52-week range of 70 to 125 as shares sell off 16%.

New Oriental Education (EDU) 30-day option implied volatility is at 68; compared to its 52-week range of 21 to 134 as shares sell off 14%.

Options with decreasing option implied volatility: ASAN AVXL MDB CRWD ULTA UNVR CVT
Increasing unusual option volume: WWE ZION DPST CIFR GTLB KEY SCHW VOYA HEAR
Increasing unusual call volume: WWE DPST KEY CIFR GTLB SCHW BG KRE CTLT
Increasing unusual put option volume: MQ GTLB KEY HPE SCHW HTGC WWE HBAN FIS
Active options: TSLA META NVDA AAPL BAC MARA AMZN SCHW AMD COIN CHPT MSFT GOOGL UBER PINS GOOG BBBY FRC LYFT WFC