Mid-session IV Report May 11, 2023

Mid-session IV Report May 11, 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 GT ORCL HBAN

Popular stocks increasing options volume: DIS HOOD PLTR PACW JD PYPL U MARA UPST SHOP

Disney (DIS) May weekly call option implied volatility is at 44, May is at 28; compared to its 52-week range of 28 to 58 after quarter results and outlook.

Salesforce (CRM) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 62.

Freeport-McMoran (FCX) 30-day option implied volatility is at 42; compared to its 52-week range of 37 to 66 as copper trades near November lows.

Peloton (PTON) 30-day option implied volatility is at 81; compared to its 52-week range of 70 to 137 after recalling 2.2M bikes.

Option IV into quarter results

Alibaba (BABA) May call option implied volatility is at 60, 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 3.9 calls to 1 put.

Home Depot (HD) May call option implied volatility is at 42, June is at 30; compared to its 52-week range of 22 to 46 into the expected release of quarter results before the bell on May 16.

Options with decreasing option implied volatility: UPST ISB TEAM WAL ZION VLY FHN CMA LYFT
Increasing unusual option volume: FRG MODG IBRX GT APP CAKE ENTG IEP MGNI DM
Increasing unusual call volume: GT APP ASTL OSCR MGNI IBRX MVST
Increasing unusual put volume: GT SPT DM SONO LTHM BE FVRR IEP
Active options: GOOGL TSLA AMZN GOOG DIS AMD MSFT NVDA HOOD AAPL PLTR PACW JD TTD PYPL U BYND MARA UPST SHOP