Mid-session IV Report March 9, 2023

Mid-session IV Report March 9, 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 AUPH SBNY SIVB HELE PACW ZION

Popular stocks with increasing volume: JD SI BAC SHOP COIN BABA BBBY PYPL WFC MDB INTC

Metals option IV into February employment report

Alcoa (AA) 30-day option implied volatility is at 50; compared to its 52-week range of 47 to 79. Call put ratio 3.1 calls to 1 put.

Freeport-McMoran (FCX) 30-day option implied volatility is at 42; compared to its 52-week range of 38 to 65. Call put ratio 2 calls to 1 put.

Southern Copper Corp. (SCCO) 30-day option implied volatility is at 35; compared to its 52-week range of 31 to 92.

U.S. Steel (X) 30-day option implied volatility is at 48; compared to its 52-week range of 43 to 78.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 47; compared to its 52-week range of 45 to 79.

Nucor (NUE) 30-day option implied volatility is at 35; compared to its 52-week range of 32 to 60. Call put ratio 2.2 calls to 1 put.

Steel Dynamics (STLD) 30-day option implied volatility is at ; compared to its 52-week range of

Option IV into quarter results

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 today after the bell. Call put ratio 1.8 calls to 1 put.

Gap, Inc. (GPS) March weekly call option implied volatility is at 205, March is at 100; compared to its 52-week range of 42 to 102 into the expected release of quarter results today after the bell. Call put ratio 1 call to 3.2 puts.

National Beverage (FIZZ) March call option implied volatility is at 71, April is at 49; compared to its 52-week range of 31 to 91 into the expected release of quarter results today.

DocuSign (DOCU) March weekly call option implied volatility is at 250, March is at 114; compared to its 52-week range of 53 to 113 into the expected release of quarter results today after the bell.

Ulta Beauty (ULTA) March weekly call option implied volatility is at 130, March is at 58; compared to its 52-week range of 24 to 61 into the expected release of quarter results today after the bell.

Vail Resorts (MTN) March call option implied volatility is at 50, April is at 30; compared to its 52-week range of 29 to 89 into the expected release of quarter results today after the bell. Call put ratio 5 calls to 1 put.

Movers

Silvergate Capital (SI) 30-day option implied volatility is at 279; compared to its 52-week range of 74 to 315. Call put ratio 1 call to 3.9 puts. Call put ratio 1 call to 2 puts as shares sell off 30%.

Signature Bank (SBNY) 30-day option implied volatility is at 84 compared to its 52-week range of 40 to 107. Call put ratio 1 call to 4 puts as shares sell off 5.7%.

SVB Financial Group (SIVB) 30-day option implied volatility is at 93; compared to its 52-week range of 39 to 277. Call put ratio 1 call to 1.5 puts as shares sell off 39%.

Options with decreasing option implied volatility: PRVB MDB SAVE SE NTNX MANU ZS SFIX CRWD TGTX JWN DKS TCOM DELL HPE CPB
Increasing unusual option volume: CTIC MAXN ZION SIVB URA ASAN JBL DPST EL ACAD DM SBNY
Increasing unusual call volume: CTIC MAXN EL RXDX ASAN BBW DPST UBS SIVB
Increasing unusual put option volume: URA DM SIVB BK ASAN SBNY KRE GOL MNDY KBE JD FITB
Active options: TSLA AAPL SI AMD AMZN META JD BAC SHOP MSFT COIN GOOGL BABA BBBY PYPL GOOG WFC MDB INTC