Mid-session IV Report March 8, 2023

Mid-session IV Report March 8, 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: ALT TAP KBAL UNFI HL ASAN GPS FCEL

Popular stocks with increasing volume: SNAP NKLA RIVN AMC SE MSFT BAC UBER COIN BBBY

Movers

Tesla (TSLA) March weekly (10) call option implied volatility is at 70, March is at 61; compared to its 52-week range of 49 to 96. Call put ratio 1.1 calls to 1 put as shares sell off 3.4%.

Snap (SNAP) 30-day option implied volatility is at 61; compared to its 52-week range of 57 to 128. Call put ratio 1.2 calls to 1 put as shares sell off 5%.

NVIDIA (NVDA) 30-day option implied volatility is at 50; compared to its 52-week range of 46 to 82 as shares rally 2.7%.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 46; compared to its 52-week range of 44 to 73. Call put ratio 1.4 calls to 1 put as shares rally 3.2%.

Micron Technology (MU) 30-day option implied volatility is at 47; compared to its 52-week range of 36 to 68. Call put ratio 1.8 calls to 1 put as shares as share rally 1.2%.

Coinbase (COIN) 30-day option implied volatility is at 101; compared to its 52-week range of 62 to 174 as shares rally 4.8%.

Activision Blizzard (ATVI) 30-day option implied volatility is at 26; compared to its 52-week range of 10 to 46. Call put ratio 2.4 call to 1 put with as shares trade $79.48.

Chargepoint Holdings Inc. (CHPT) 30-day option implied volatility is at 71; compared to its 52-week range of 63 to 108.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 39. Call put ratio 1 call to 1.8 puts.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 51. Call put ratio 2.3 calls to 1 put as shares rally 1%.

Option IV into quarter results

Asana (ASAN) March weekly call option implied volatility is at 290, March is at 162; compared to its 52-week range of 75 to 305 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put as shares rally 1.7%.

Oracle (ORCL) March weekly call option implied volatility is at 80, March is at 44; compared to its 52-week range of 22 to 52 into the expected release of quarter results after the bell on March 9. Call put ratio 1.8 calls to 1 put.

JD.com (JD) March weekly call option implied volatility is at 103, March is at 66; 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 4.9 calls to 1 put.

Gap, Inc. (GPS) March weekly call option implied volatility is at 166, March is at 100; compared to its 52-week range of 42 to 102 into the expected release of quarter results after the bell on March 9. Call put ratio 1 call to 1.7 puts.

National Beverage (FIZZ) March call option implied volatility is at 78, April is at 65; compared to its 52-week range of 31 to 91 into the expected release of quarter results on March 9.

DocuSign (DOCU) March weekly call option implied volatility is at 198, March is at 111; compared to its 52-week range of 53 to 113 into the expected release of quarter results after the bell on March 9.

FuelCell Energy (FCEL) March weekly call option implied volatility is at 200, March is at 124; compared to its 52-week range of 72 to 128 into the expected release of quarter results on March 9.

General Electric (GE) March weekly call option implied volatility is at 48, March is at 34; compared to its 52-week range of 25 to 252 into company hosted investor meeting on March 9. Call put ratio 1 call to 1.1 puts.

Options with decreasing option implied volatility: PRVB MANU BIG NTNX OKTA SE PSTG CRWD ZS CELH AEO SPLK BILI DKS BURL JWN SNOW CRM M
Increasing unusual option volume: WW TAP MAXN UNFI OPK SHLS RIGL AMAM KR
Increasing unusual call volume: TAP WW MAXN RIGL AMAM CPB KR CRWD
Increasing unusual put option volume: BALL SHLS AZUL FSM AI KR PHG
Active options: TSLA AAPL NVDA SNAP NKLA AMZN AMD META RIVN AMC GOOGL SE MSFT BAC UBER COIN BABA GOOG BBBY NFLX