Mid-session IV Report March 3, 2023

Mid-session IV Report March 3, 2023

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option

Options with increasing option implied volatility: DIA SI OSH ASTL AVTA CNCE

Popular stocks with increasing volume: AMC AI MSFT LAZR MARA CHPT SI COIN SNOW RIVN COST

Tesla option IV offered lower

Tesla (TSLA) March weekly (10) call option implied volatility is at 59, March is at 58; compared to its 52-week range of 49 to 96. Call put ratio 1.3 calls to 1 put as shares rally 3%.

Stocks at 52-week highs, IV is low

Booking Holdings (BKNG) 30-day option implied volatility is at 29; compared to its 52-week range of 29 to 58 as shares near 52-week high.

Ferrari N.V (RACE) 30-day option implied volatility is at 23; compared to its 52-week range of 23 to 45 as shares near 52-week high.

First Solar (FSLR) 30-day option implied volatility is at 47; compared to its 52-week range of 44 to 69 as shares near 52-week high. Call put ratio 1.9 calls to 1 put as shares up 2.7%.

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 35; compared to its 52-week range of 34 to 74 as shares near 52-week high.

Steel Dynamics (STLD) 30-day option implied volatility is at 37; compared to its 52-week range of 37 to 97 as shares near 52-week high.

Hyatt Hotels (H) 30-day option implied volatility is at 28; compared to its 52-week range of 29 to 93 as shares near 52-week high.

Jabil (JBL) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 93 as shares near 52-week high.

United Airlines (UAL) 30-day option implied volatility is at 36; compared to its 52-week range of 35 to 87 as shares near 52-week high.

Otis Worldwide (OTIS) 30-day option implied volatility is at 19; compared to its 52-week range of 19 to 79 as shares near 52-week high.

Ingersoll-Rand (IR) 30-day option implied volatility is at 24; compared to its 52-week range of 24 to 46 as shares near 52-week high.

Ishares Msci Mexico Capped Etf (EWW) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 36 as shares near 52-week high. Call put ratio 8.7 calls to 1 put as shares rally 2%.

JBG SMITH (JBGS) March 15 puts active as shares sell off 7%.

Options with decreasing option implied volatility: RETA AMC LAZR ZM DDD OKTA AEO CPNG PSTG BIG RIVN TGT M SPLK COST AI JWN
Increasing unusual option volume: ZTO DM INVH PTRA BBAI AI DBD ALLY NATI JBGS
Increasing unusual call volume: BBAI DM VMW AI ESTC VSCO
Increasing unusual put option volume: INVH AI ALLY ENVX BMBL WB ARDX BBAI JBGS
Active options: TSLA AAPL META AMZN NVDA AMD AMC AI MSFT GOOGL GOOG LAZR MARA CHPT SI COIN SNOW RIVN COST F