Mid-session IV Report May 10, 2023

Mid-session IV Report May 10, 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: MSOS HZNP SGEN DIS IEP JD

Popular stocks increasing options volume: PLTR UPST ABNB PYPL RIVN AFRM BABA NFLX TWLO NIO JD

Option IV amid US debt ceiling debate

SPDR S&P 500 ETF Trust (SPY) May weekly (12) call option implied volatility is at 16, May is at 14, June is at 16; compared to its 52-week range of 13 to 31.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 40.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 38; compared to its 52-week range of 40 to 91.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 37.

Tesla (TSLA) 30-day option implied volatility is at 44; compared to its 52-week range of 45 to 96.

NVIDIA (NVDA) 30-day option implied volatility is at 48; compared to its 52-week range of 41 to 81.

Microsoft (MSFT) 30-day option implied volatility is at 21; compared to its 52-week range of 21 to 43.

Netflix (NFLX) 30-day option implied volatility is at 32; compared to its 52-week range of 31 to 86.

Apple (AAPL) 30-day option implied volatility is at 20; compared to its 52-week range of compared to its 52-week range of 23 to 45.

Alphabet (GOOG) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 47 into Google I/O 2023.

Option IV into quarter results

Disney (DIS) May weekly call option implied volatility is at 94, May is at 52; compared to its 52-week range of 28 to 58 into the expected release of quarter results today after the bell.

Robin Hood (HOOD) May weekly call option implied volatility is at 154, May is at 87; compared to its 52-week range of 51 to 110 into the expected release of quarter results today after the bell.

Unity Software (U) May weekly call option implied volatility is at 232, May is at 130; compared to its 52-week range of 61 to 127 into the expected release of quarter results today after the bell.

JD.com (JD) May weekly call option implied volatility is at 136, May is at 81; compared to its 52-week range of 44 to 89 into the expected release of quarter results before the bell on May 11. Call put ratio 6.1 calls to 1 put.

Alibaba (BABA) May call option implied volatility is at 58, June is at 49; compared to its 52-week range of 42 to 85 into the expected release of quarter results before the bell on May 15. Call put ratio 4 calls to 1 put.

Options with decreasing option implied volatility: LYFT IMGN BILL AFRM FHN AMC IEP
Increasing unusual option volume: BALL EGY OWL CTIC MODG IEP ERIC FRG PBI
Increasing unusual call volume: MVST CTIC MODG IEP WEN EGY MSOS
Increasing unusual put volume: DUOL ERIC IEP BALL OWL COHR VNQ HTGC CELH PACW AKAM
Active options: TSLA AMZN NVDA AAPL AMD PLTR UPST ABNB PYPL GOOGL MSFIncreasing unusual call volumeT RIVN META AFRM BABA GOOG MARA NFLX TWLO NIO