Mid-session IV Report March 21, 2023

Mid-session IV Report March 21, 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: DWAC SNAP DB BCS

Popular stocks with increasing volume: BAC FRC COIN NIO F AMC CS BABA MARA INTC JPM

Ford Motor (F) 30-day option implied volatility is at 40; compared to its 52-week range of 33 to 587 into hosting a teach in where it will share details of its new segment and financial reporting as well as a Q&A session with their CFO and Controller on March 23. Call put ratio 2.6 calls to 1 put.

Canadian bank option IV into FOMC policy decision

BMO Financial Group (BMO) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 79.

Royal Bank of Canada (RY) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 74. Call put ratio 3 calls to 1 put.

Toronto-Dominion Bank (TD) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 80. Call put ratio 2.2 calls to 1 put.

Canadian Imperial Bank (CM) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 75 as shares rally 1.4%.

Bank of Nova Scotia (BNS) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 35. Call put ratio 1 call to 8.4 puts as shares rally 0.8%.

Option IV into quarter results

Nike (NKE) March weekly call option implied volatility is at 101, April is at 406; compared to its 52-week range of 30 to 304 into the expected release of quarter results today after the bell.

Manchester United (MANU) March weekly call option implied volatility is at 170, April is at 93; compared to its 52-week range of 25 to 112 into the expected release of quarter results today. Call put ratio 6.5 calls to 1 put.

Chewy (CHWY) March weekly call option implied volatility is at 145, April is at 74; compared to its 52-week range of 57 to 119 into the expected release of quarter results after the bell on March 22. Call put ratio 1.9 calls to 1 put.

Ollie’s Bargain Outlet (OLLI) April call option implied volatility is at 64, May is at 51; compared to its 52-week range of 42 to 109 into the expected release of quarter results before the bell on March 22. Call put ratio 1 call to 4 puts.

KB Homes (KBH) April call option implied volatility is at 46, May is at 45; compared to its 52-week range of 34 to 94 into the expected release of quarter results after the bell on March 22. Call put ratio 1 call to 1.6 puts.

Petco Health (WOOF) March weekly call option implied volatility is at 61, April is at 60; compared to its 52-week range of 42 to 115 into the expected release of quarter results before the bell on March 22. Call put ratio 2.9 calls to 1 put.

Winnebago (WGO) April call option implied volatility is at 46, May is at 45; compared to its 52-week range of 38 to 105 into the expected release of quarter results before the bell on March 22. Call put ratio 5 calls to 1 put.

Activision Blizzard (ATVI) 30-day option implied volatility is at 25; compared to its 52-week range of 10 to 46. Call put ratio 1.1 calls to 1 put.

Options with decreasing option implied volatility: ALT PCT PATH TAL STNE FITB S AXSM FL SCHW PDD WSM ASO FIS NATI FIVE FDX ADBE DG ALT
Increasing unusual option volume: FRC ONON DPST UBS ALT OTIS KEY GNK SPR CDTX
Increasing unusual call volume: ONON DPST UBS GES KEY KBE ALT GNK ALT KBE
Increasing unusual put option volume: UBS ALT CARR FUBO ETNB ITUB CS SMG BDX WE
Active options: TSLA AAPL NVDA BAC AMD AMZN FRC META MSFT GOOGL COIN NIO GOOG F AMC CS BABA MARA INTC JPM