Mid-session IV Report May 1, 2024

Mid-session IV Report May 1, 2024

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: CGC OKTA GME AI ANF FL CHWY AAP DELL DKS MDB ZS ULTA NTAP BURL DG PDD DLTR HRL HPE COST LEG COUR

Popular stocks with increasing volume: SBUX PFE PINS SMCI CGC NCLH PYPL SOFI CVS PLTR INTC

Active options: AMZN AMD TSLA NVDA SBUX AAPL PFE TLRY PINS SMCI CGC NCLH MSFT PYPL SOFI CVS PLTR META INTC DJT

Option IV into quarter results and FOMC

Qualcomm (QCOM) May weekly call option implied volatility is at 105, May is at 48; compared to its 52-week range of 22 to 43 into the expected release of quarter results today after the bell.

DoorDash (DASH) May weekly call option implied volatility is at 171, May is at 75; compared to its 52-week range of 32 to 64 into the expected release of quarter results today after the bell.

eBay (EBAY) May weekly call option implied volatility is at 98, May is at 42; compared to its 52-week range of 21 to 43 into the expected release of quarter results today after the bell. Call put ratio 3.8 calls to 1 put.

Carvana (CVNA) May weekly call option implied volatility is at 268, May is at 122; compared to its 52-week range of 74 to 203 into the expected release of quarter results today after the bell.

MGM Resorts (MGM) May weekly call option implied volatility is at 101, May is at 48; compared to its 52-week range of 26 to 47 into the expected release of quarter results today after the bell.

Etsy (ETSY) May weekly call option implied volatility is at 174, May is at 84; compared to its 52-week range of 38 to 73 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts.

Zillow (Z) May weekly call option implied volatility is at 176, May is at 81; compared to its 52-week range of 34 to 61 into the expected release of quarter results today after the bell.

Apple (AAPL) May weekly call option implied volatility is at 64, May is at 34; compared to its 52-week range of 16 to 31 into the expected release of quarter results after the bell on May 2.

Novo (NVO) May weekly call option implied volatility is at 86, May is at 43; compared to its 52-week range of 20 to 44 into the expected release of quarter results before the bell on May 2.

ConocoPhillips (COP) May weekly call option implied volatility is at 51, May is at 29; compared to its 52-week range of 20 to 37 into the expected release of quarter results before the bell on May 2.

Amgen (AMGN) May weekly call option implied volatility is at 75, May is at 39; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell on May 2.

Booking Holding (BKNG) May weekly call option implied volatility is at 86, May is at 39; compared to its 52-week range of 20 to 38 into the expected release of quarter results after the bell on May 2.

Cigna Group (CI) May weekly call option implied volatility is at 66, May is at 30; compared to its 52-week range of 17 to 38 into the expected release of quarter results before the bell on May 2.

Southern Company (SO) May weekly call option implied volatility is at 33, May is at 19; compared to its 52-week range of 13 to 26 into the expected release of quarter results before the bell on May 2.

Coinbase (COIN) May weekly call option implied volatility is at 199, May is at 108; compared to its 52-week range of 59 to 115 into the expected release of quarter results after the bell on May 2.

Monster Beverage (MNST) May call option implied volatility is at 37, June is at 26; compared to its 52-week range of 16 to 69 into the expected release of quarter results on May 2.

Block (SQ) May weekly call option implied volatility is at 213, May is at 98; compared to its 52-week range of 37 to 80 into the expected release of quarter results after the bell on May 2.

Aers Management (ARES) May call option implied volatility is at 37, June is at 27; compared to its 52-week range of 19 to 74 into the expected release of quarter results before the bell on May 2.

Moderna (MRNA) May weekly call option implied volatility is at 126, May is at 66; compared to its 52-week range of 40 to 66 into the expected release of quarter results before the bell on May 2.

DraftKings (DKNG) May weekly call option implied volatility is at 172, May is at 81; compared to its 52-week range of 37 to 77 into the expected release of quarter results after the bell on May 2.

Cloudflare (NET) May weekly call option implied volatility is at 240, May is at 91; compared to its 52-week range of 40 to 80 into the expected release of quarter results after the bell on May 2.

Rocket Companies (RKT) May weekly call option implied volatility is at 165, May is at 76; compared to its 52-week range of 35 to 68 into the expected release of quarter results after the bell on May 2.

Baxter (BAX) May weekly call option implied volatility is at 100, May is at 39; compared to its 52-week range of 21 to 43 into the expected release of quarter results before the bell on May 2.

Kellanova (K) May call option implied volatility is at 23, June is at 20; compared to its 52-week range of into 13 to 213 the expected release of quarter results before the bell on May 2.

Illumina (ILMN) May weekly call option implied volatility is at 122, May is at 76; compared to its 52-week range of 31 to 69 into the expected release of quarter results after the bell on May 2.

Expedia (EXPE) May weekly call option implied volatility is at 154, May is at 67; compared to its 52-week range of 25 to 55 into the expected release of quarter results after the bell on May 2.

GoDaddy (GDDY) May weekly call option implied volatility is at 123, May is at 49; compared to its 52-week range of 16 to 43 into the expected release of quarter results after the bell on May 2.

Wayfair (W) May weekly call option implied volatility is at 226, May is at 101; compared to its 52-week range of 56 to 108 into the expected release of quarter results before the bell on May 2.

Bill Holdings (BILL) May weekly call option implied volatility is at 241, May is at 100; compared to its 52-week range of 38 to 94 into the expected release of quarter results after the bell on May 2.

Live Nation (LYV) May call option implied volatility is at 52, June is at 39; compared to its 52-week range of 23 to 77 into the expected release of quarter results after the bell on May 2.

Options with decreasing option implied volatility: SNAP PINS ROKU BITI TDOC MANU LMND META ALGN CLS TEAM SOFI MBLY QS PYPL EL ON IBM
Increasing unusual option volume: CCK EXTR EBS ALCC LEG GPN CG GRMN CONL DB TMDX PTLO
Increasing unusual call option volume: CONL ALCC LEG OTLY MTDR UROY GRMN TMDX NCLH
Increasing unusual put option volume: CG GPN JCI SA LEG CRON GSK SMG TLRY IQ QSR SBUX