Mid-session IV Report May 12, 2023

Mid-session IV Report May 12, 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 NATI FSLR

Popular stocks increasing options volume: DIS BABA FSLR SHOP PYPL PLTR NIO SCHW

Solar stocks option IV as share movement increases

First Solar (FSLR) 30-day option implied volatility is at 50; compared to its 52-week range of 40 to 69.

Array Technologies Inc. (ARRY) 30-day option implied volatility is at 70; compared to its 52-week range of 63 to 139 as shares rally 18%. Call put ratio 5.4 calls to 1 put.

Sunnova Energy International Inc. (NOVA) 30-day option implied volatility is at 73; compared to its 52-week range of 66 to 146.

SunPower Corporation (SPWR) 30-day option implied volatility is at 63; compared to its 52-week range of 58 to 90. Call put ratio 16.5 calls to 1 put.

Sunrun (RUN) 30-day option implied volatility is at 74; compared to its 52-week range of 68 to 139.

Canadian Solar (CSIQ) 30-day option implied volatility is at 55; compared to its 52-week range of 50 to 83. Call put ratio 4.3 calls to 1 put.

SolarEdge Technologies (SEDG) 30-day option implied volatility is at 51; compared to its 52 range of 50 to 119 as shares rally 2.2%. Call put ratio 3.3 calls to 1 put.

Enphase Energy, Inc. (ENPH) 30-day option implied volatility is at 51; compared to its 52-week range of 49 to 89 as shares rally 3.9%.

Invesco Solar ETF (TAN) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 58. Call put ratio 6.6 calls to 1 put.

Option IV into quarter results

Home Depot (HD) May call option implied volatility is at 46, 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.

Alibaba (BABA) May call option implied volatility is at 60, June is at 47; compared to its 52-week range of 42 to 85 into the expected release of quarter results before the bell on May 18. Call put ratio 2.6 calls to 1 put.

Options with decreasing option implied volatility: AMC WAL VLY ZION MCB AFRM UPST NVAX U RNG FSR TTD LCID TWLO PLUG IMGN RBLX TOST OZK YETI PLTR COTY WDC VTRS TSN PYPL DIS TSN SWKS EA
Increasing unusual option volume: CG NNOX AMTX ARRY TA WEN DBX
Increasing unusual call volume: NEP NRG NNOX DBX ARRY WEN IEP AMLX
Increasing unusual put volume: BKR CG MTB IEP BBIG LEVI
Active options: TSLA GOOGL NVDA AAPL AMZN AMD META GOOG DIS NFLX MSFT BABA FSLR MARA SHOP PYPL ENPH PLTR NIO SCHW