Mid-session IV Report May 1, 2023

Mid-session IV Report May 1, 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: LULU NNOX MCB OKTA MDB CRM FHN CFG IEP

Popular stocks increasing options volume: BAC NCLH NIO ET CCL

Real-estate option IV into FOMC policy decision

Boston Properties (BXP) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 108.

SL Green Realty (SLG) 30-day option implied volatility is at 76; compared to its 52-week range of 32 to 158. Call put ratio 1 call to 13 puts.

Vornado Realty Trust (VNO) 30-day option implied volatility is at 66; compared to its 52-week range of 26 to 148. Call put ratio 1 call to 4.4 puts.

Brookfield Asset Management (BAM) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 84.

Starwood Property Trust (STWD) 30-day option implied volatility is at 30; compared to its 52-week range of 17 to 105. Call put ratio 17 calls to 1 put with focus on May calls.

Blackstone (BX) 30-day option implied volatility is at 36; compared to its 52-week range of 33 to 60.

Option IV into quarter results and FOMC decision

NXPI Semiconductor (NXPI) May weekly call option implied volatility is at 64, May is at 41; compared to its 52-week range of 32 to 56 into the expected release of quarter results today after the bell.

Advanced Micro Devices (AMD) May weekly call option implied volatility is at 92, May is at 56; compared to its 52-week range of 44 to 71 into the expected release of quarter results after the bell on May 2.

Starbucks (SBUX) May weekly call option implied volatility is at 61, May is at 34; compared to its 52-week range of 22 to 44 into the expected release of quarter results after the bell on May 2.

Ford (F) May weekly call option implied volatility is at 65, May is at 45; compared to its 52-week range of 33 to 587 into the expected release of quarter results after the bell on May 2.

Uber (UBER) May weekly call option implied volatility is at 103, May is at 57; compared to its 52-week range of 42 to 80 into the expected release of quarter results before the bell on May 2.

Pfizer (PFE) May weekly call option implied volatility is at 42, May is at 26; compared to its 52-week range of 21 to 39 into the expected release of quarter results before the bell on May 2.

BP (BP) May weekly call option implied volatility is at 39, May is at 29; compared to its 52-week range of 24 to 48 into the expected release of quarter results before the bell on May 2.

Simon Property Group (SPG) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 270 into the expected release of quarter results after the bell on May 2.

Marriott (MAR) May weekly call option implied volatility is at 49, May is at 33; compared to its 52-week range of 24 to 48 into the expected release of quarter results before the bell on May 2.

Sysco (SYY) May weekly call option implied volatility is at 44, May is at 26; compared to its 52-week range of 18 to 39 into the expected release of quarter results before the bell on May 2.

Dupont (DD) May weekly call option implied volatility is at 57, May is at 33; compared to its 52-week range of 23 to 45 into the expected release of quarter results before the bell on May 2.

Clorox (CLX) May weekly call option implied volatility is at 57, May is at 38; compared to its 52-week range of 20 to 43 into the expected release of quarter results before the bell on May 2. Call put ratio 16 calls to 1 put.

Expeditors (EXPD) May call option implied volatility is at 39, June is at 31; compared to its 52-week range of 22 to 84 into the expected release of quarter results before the bell on May 2.

Match Group (MTCH) May weekly call option implied volatility is at 115, May is at 68; compared to its 52-week range of 46 to 77 into the expected release of quarter results after the bell on May 2.

Caesars (CZR) May weekly call option implied volatility is at 95, May is at 60; compared to its 52-week range of 47 to 85 into the expected release of quarter results after the bell on May 2. Call put ratio 5.4 calls to 1 put.

Qualcomm (QCOM) May weekly call option implied volatility is at 73, May is at 44; compared to its 52-week range of 32 to 58 into the expected release of quarter results after the bell on May 3.

Options with decreasing option implied volatility: SNAP ISEE TAL ALGN META MBLY HELE TDOC ROKU
Increasing unusual option volume: UPWK MCB INFY VLY NNOX ISEE TUP PACW KRE TFC KEY USB
Increasing unusual call volume: ISEE INFY AMLP GMDA NNOX TUP UPWK
Increasing unusual put volume: IMGN BROS GEO GPN ISEE AMRS CNK MCB YANG LSCC
Active options: TSLA NVDA AMZN SOFI AAPL AMD AMC JPM MSFT META UBER F SNAP BAC NCLH BBBY NIO GOOGL ET CCL