Mid-session IV Report March 30, 2023

Mid-session IV Report March 30, 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: MCB AUPH BB AMC PHG

Popular stocks with increasing volume: INTC BABA F BAC NIO BBBY AMC JD SCHW CRM

Option IV into end of quarter and month

Tesla (TSLA) 30-day option implied volatility is at 64; compared to its 52-week range of 49 to 96 into reporting 1Q delivery units number. Call put ratio 1.4 calls to 1 put.

Walmart (WMT) 30-day option implied volatility at 18; compared to its 52-week range of 16 to 34 into company’s 2023 Investment Community Meeting on April 5, 2023. Call put ratio 3.2 calls to 1 put with focus on March weekly calls.

Activision Blizzard (ATVI) 30-day option implied volatility is at 24; compared to its 52-week range of 9 to 46 into The U.K. Competition and Markets Authority, or CMA, investigation remains due to issue its final report by April 26, 2023. Call put ratio 1 call to 30 puts with focus on January 65,70 and 85 puts.

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 45 to 82 as shares rally 1.4%.

Intel (INTC) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 59. Call put ratio 1.8 calls to 1 put as shares rally 2.9%.

Netflix (NFLX) 30-day option implied volatility is at 53; compared to its 52-week range of 37 to 86 as shares rally 1.5%.

General Electric (GE) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 252.

GE HealthCare (GEHC) 30-day option implied volatility is at 28 as shares rally 2.6% to a new all time high.

Walt Disney (DIS) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 58.

Boeing (BA) 30-day option implied volatility is at 34; compared to its 52-week range of 30 to 63.

AT&T (T) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 36. Call put ratio 4.7 calls to 1 put with focus on March weekly 19 calls into end of month and quarter.

General Motors (GM) 30-day option implied volatility is at 41; compared to its 52-week range of 31 to 60 as shares rally 2%.

Charles Schwab (SCHW) 30-day option implied volatility is at 53; compared to its 52-week range of 26 to 104 as shares sell off 3.4%.

BridgeBio Pharma Inc. (BBIO) 30-day option implied volatility is at 126; compared to its 52-week range of 68 to 159. Call put ratio 6.5 calls to 1 put with focus on April calls.

Metropolitan Bank Holding Corp (MCB) 30-day option implied volatility is at 187; compared to its 52-week range of 35 to 226. Call put ratio 1 call to 6.9 puts as shares sell off 23%.

Option IV into quarter results

Black Berry (BB) March weekly call option implied volatility is at 230, April is at 92; compared to its 52-week range of 52 to 89 into the expected release of quarter results after the bell on March 30. Call put ratio 2.4 calls to 1 put.

Options with decreasing option implied volatility: DB VKTX SLG FAS FAZ VNO CCL GME KEY FUTU FITB CFG TFC KRE SCHW LULU SQ ALLY BAC
Increasing unusual option volume: FRC BTG PACW PH NEXT RH VHC PHG UBS RMBS DPST MCB
Increasing unusual call volume: BTG RH NEXT UBS VHC IBM RMBS EVGO QYLD DPST CHPT DELL MCB
Increasing unusual put option volume: YANG NOVA RH UBS SDS MCB
Active options: TSLA AMZN AAPL MSFT NFLX AMD NVDA GOOGL INTC BABA META F GOOG BAC NIO BBBY AMC JD SCHW CRM