Mid-session IV Report March 6, 2023

Mid-session IV Report March 6, 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: CHGG SI KOLD UNG AMAM VST ACI NVRO SSYS

Popular stocks with increasing volume: SNAP SI AMC BBBY CVS ROKU BABA MARA AI

Option IV into quarter results

CrowdStrike (CRWD) March weekly call option implied volatility is at 133, March is at 92; compared to its 52-week range of 48 to 93 into the expected release of quarter results before the bell on March 7.

Dick’s Sporting Goods (DKS) March weekly call option implied volatility is at 100, March is at 69; compared to its 52-week range of 35 to 86 into the expected release of quarter results on March 7.

Manchester United plc (MANU) March weekly call option implied volatility is at 150, March is at 130; compared to its 52-week range of 25 to 112 into the expected release of quarter results on March 7. Call put ratio 1 call to 2.5 puts as shares rally 2%.

Stitch Fix (SFIX) March weekly call option implied volatility is at 200, March is at 142; compared to its 52-week range of 69 to 142 into the expected release of quarter results after the bell on March 7.

Campbells Soup (CPB) March weekly call option implied volatility is at 48, March is at 34; compared to its 52-week range of 19 to 37 into the expected release of quarter results before the bell on March 8.

Asana (ASAN) March weekly call option implied volatility is at 194, March is at 41; compared to its 52-week range of 75 to 305 into the expected release of quarter results after the bell on March 8. Call put ratio 1.4 calls to 1 put as shares rally 5.5%.

Oracle (ORCL) March weekly call option implied volatility is at 63, March is at 42; compared to its 52-week range of 22 to 52 into the expected release of quarter results after the bell on March 9.

JD.com (JD) March weekly call option implied volatility is at 79, March is at 63; compared to its 52-week range of 44 to 96 into the expected release of quarter results after the bell on March 9. Call put ratio 2 calls to 1 put as shares rally 2.1%.

Infinera (INFN) 30-day option implied volatility is at 45; compared to its 52-week range of 28 to 75 into a company hosted investor day on March 7. December 10 calls active.

Movers

Activision Blizzard (ATVI) 30-day option implied volatility is at 27; compared to its 52-week range of 10 to 46. Call put ratio 1.8 calls to 1 put with as shares trade $79.50.

C3.ai, Inc (AI) March weekly call option implied volatility is at 185, March is at 148; compared to its 52-week range of 54 to 181 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put as shares rally 2.5%.

Coinbase (COIN) 30-day option implied volatility is at 103; compared to its 52-week range of 62 to 173. Call put ratio 1.5 calls to 1 put.

Silvergate Capital (SI) 30-day option implied volatility is at 309; compared to its 52-week range of 74 to 315. Call put ratio 1 call to 3.5 puts.

Snap (SNAP) 30-day option implied volatility is at 67; compared to its 52-week range of 57 to 128. Call put ratio 2.9 calls to 1 put as shares rally 12%.

Natural Gas stocks option IV as Natural gas sells off 14%.

Chesapeake Energy (CHK) 30-day option implied volatility is at 35; compared to its 52-week range of 33 to 112 as shares sell off 3.5%.

Diamondback Energy (FANG) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 93 as shares sell off 2.1%.

Devon Energy (DVN) 30-day option implied volatility is at 37; compared to its 52-week range of 35 to 70.

Range Resources (RRC) 30-day option implied volatility is at 50; compared to its 52-week range of 47 to 81. Call put ratio 1 call to 3.4 puts as shares sell off 4.1%.

Southwestern Energy (SWN) 30-day option implied volatility is at 47; compared to its 52-week range of 46 to 82. Call put ratio 2.2 calls to 1 put as shares sell off 4.7%.

EQT (EQT) 30-day option implied volatility is at 47; compared to its 52-week range of 46 to 77. Call put ratio 1.2 calls to 1 put as shares sell off 4.8%.

Coterra Energy (CTRA) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 61. Call put ratio 1.5 calls to 1 put as shares sell off 3%.

Antero Resources (AR) 30-day option implied volatility is at 51; compared to its 52-week range of 48 to 89. Call put ratio 2 calls to 1 put as shares sell off 5.3%.

Cheniere Energy (LNG) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 87 as shares sell off 3.6%.

Tellurian (TELL) 30-day option implied volatility is at 76; compared to its 52-week range of 68 to 169. Call put ratio 8 calls to 1 put as shares sell off 3.5%.

Kinder Morgan (KMI) 30-day option implied volatility is at 20; compared to its 52-week range of 20 to 38.

Options with decreasing option implied volatility: RETA VTNR PRVB LAZR DDD TGTX AEO OKTA PSTG ZM CPNG SPCE
Increasing unusual option volume: XM GOL CIEN AZUL CTIC ESPR INVZ GNK
Increasing unusual call volume: XM CIEN AZUL GNK CTIC INVZ WIX HSY STWD IMUX DUK CHPT
Increasing unusual put option volume: XM ALT AI TTCF SH CLOV CPB
Active options: AAPL TSLA CHPT NVDA META SNAP AMD AMZN SI GOOGL AMC MSFT BBBY GOOG CVS NFLX ROKU BABA MARA AI