Mid-session IV Report March 15, 2023

Mid-session IV Report March 15, 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: KEY FITB ALT HBAN TFC ALLY SCHW KRE RF NYCB ABR TAL PACW HBAN GUSH ZIONI C WFC

Popular stocks with increasing volume: CS SCHW F COIN WFC AMC JPM OXY

Bank IV elevated amid wide price movement

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 50; compared to its 52-week range of 22 to 49.

Bank of America (BAC) 30-day option implied volatility is at 49; compared to its 52-week range of 22 to 48.

Citigroup (C) 30-day option implied volatility is at 49; compared to its 52-week range of 23 to 51.

Goldman Sachs (GS) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 44.

Morgan Stanley (MS) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 46.

U.S. Bancorp (USB) 30-day option implied volatility is at 59; compared to its 52-week range of 20 to 59.

KeyCorp (KEY) 30-day option implied volatility is at 107; compared to its 52-week range of 24 to 187.

Truist (TFC) 30-day option implied volatility is at 84; compared to its 52-week range of 23 to 99. Call put ratio 7.4 calls to 1 put.

PNC Financial (PNC) 30-day option implied volatility is at 53; compared to its 52-week range of 22 to 48.

Charles Schwab (SCHW) 30-day option implied volatility is at 82; compared to its 52-week range of 26 to 104.

First Republic Bank (FRC) 30-day option implied volatility is at 264; compared to its 52-week range of 24 to 407.

Comerica (CMA) 30-day option implied volatility is at 85; compared to its 52-week range of 26 to 163.

Bank OZK (OZK) 30-day option implied volatility is at 68; compared to its 52-week range of 24 to 96. Call put ratio 1 call to 11 puts.

Capital One Financial (COF) 30-day option implied volatility is at 53; compared to its 52-week range of 30 to 53.

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 77; compared to its 52-week range of 24 to 122.

M&T Bank Corp. (MTB) 30-day option implied volatility is at 54; compared to its 52-week range of 21 to 80.

Citizens Financial Group (CFG) 30-day option implied volatility is at 70; compared to its 52-week range of 23 to 90.

Western Alliance Bancorporation (WAL) 30-day option implied volatility is at 204; compared to its 52-week range of 30 to 398.

East-West Bancorp (EWBC) 30-day option implied volatility is at 93; compared to its 52-week range of 23 to 147.

Huntington Bancshares (HBAN) 30-day option implied volatility is at 83; compared to its 52-week range of 20 to 93.

Fifth Third Bancorp (FITB) 30-day option implied volatility is at 93; compared to its 52-week range of 24 to 108.

BankUnited (BKU) 30-day option implied volatility is at 104; compared to its 52-week range of 27 to 89.

Northern Trust (NTRS) 30-day option implied volatility is at 47; compared to its 52-week range 22 to 48.

BankUnited (BKU) 30-day option implied volatility is at 109; compared to its 52-week range 27 to 89.

Zions Bancorp (ZION) 30-day option implied volatility is at 114; compared to its 52-week range of 27 to 149.

Bank Of Hawaii Corp. (BOH) 30-day option implied volatility is at 104; compared to its 52-week range of 19 to 156.

Bank of New York (BK) 30-day option implied volatility is at 47; compared to its 52-week range of 20 to 52. Call put ratio 1 call to 1.7 puts.

BlackRock (BLK) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 46. Call put ratio 1 call to 3.7 puts.

Credit Suisse (CS) 30-day option implied volatility is at 221; compared to its 52-week range of 30 to 113.

Deutsche Bank (DB) 30-day option implied volatility is at 56; compared to its 52-week range of 25 to 69.

UBS AG (UBS) 30-day option implied volatility is at 58; compared to its 52-week range of 19 to 52.

HSBC Holdings (HSBC) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 40.

Barclays plc (BCS) 30-day option implied volatility is at 51; compared to its 52-week range of 24 to 84. Call put ratio 1 call to 1 call to 4.2 puts.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 35; compared to its 52-week range of 17 to 37.

Apollo Global Management (APO) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 54 as shares sell off 3.6%.

Blackstone (BX) 30-day option implied volatility is at 55; compared to its 52-week range of 35 to 59. Call put ratio 1 call to 13 puts.

The Carlyle Group (CG) 30-day option implied volatility is at 49; compared to its 52-week range of 31 to 99. Call put ratio 1 call to 419 puts with focus on June 25 puts as shares sell off 1.9%.

KKR & Co. (KKR) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 56. Call put ratio 1 call to 3.4 puts.

Options with decreasing option implied volatility: AUPH ASAN AVXL MDB STNE ULTA
Increasing unusual option volume: FTI URA NOVA DPST CS KBH ZION CG ALLY
Increasing unusual call volume: DPST NOVA CS URA KEY SMAR NGL DXD GFI DO KBE
Increasing unusual put option volume: URA CG NOVA CS KDP KBH SLG BG HBAN DB STWD GPN
Active options: TSLA AAPL BAC NVDA META AMZN CS AMD MSFT GOOGL FRC SCHW F COIN WFC AMC JPM GOOG MARA OXY