Mid-session IV Report May 15, 2023

Mid-session IV Report May 15, 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: ORCL ISEE AI OKE DBX HRB EPD NDX XSP SPX HD TGT WMT

Popular stocks increasing options volume: ATVI SOFI HRB INTU PACW META PLTR PYPL DIS AI RIOT SHCW MAR

Tesla (TSLA) 30-day option implied volatility is at 48; compared to its 52-week range of 45 to 96 into annual shareholder meeting on May 16.

Option IV into quarter results

Home Depot (HD) May call option implied volatility is at 59, June is at 32; 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 80, June is at 51; compared to its 52-week range of 42 to 85 into the expected release of quarter results before the bell on May 17.

Target (TGT) May call option implied volatility is at 90, June is at 45; compared to its 52-week range of 26 to 52 into the expected release of quarter results before the bell on May 17.

Cisco Systems (CSCO) May call option implied volatility is at 60, June is at 25; compared to its 52-week range of 18 to 42 into the expected release of quarter results after the bell on May 17.

Take-Two Interactive Software (TTWO) May call option implied volatility is at 89, June is at 41; compared to its 52-week range of 29 to 59 into the expected release of quarter results after the bell on May 17.

TJX Cos. (TJX) May call option implied volatility is at 57, June is at 26; compared to its 52-week range of 20 to 44 into the expected release of quarter results before the bell on May 17.

Walmart (WMT) May call option implied volatility is at 49, June is at 27; compared to its 52-week range of 16 to 34 into the expected release of quarter results before the bell on May 18.

ServiceNow (NOW) 30-day option implied volatility is at 33; compared to its 52-week range of 33 to 61 into company hosted investor meeting on May 16.

ON Semiconductor (ON) 30-day option implied volatility is at 43; compared to its 52-week range of 42 to 74 into company hosted investor meeting on May 16.

Movers

Western Digital (WDC) 30-day option implied volatility is at 40; compared to its 52-week range of 36 to 73 as shares rally 9%.

iShares MSCI Turkey ETF (TUR) 30-day option implied volatility is at 51; compared to its 52-week range of 29 to 94 into Presidential election runoff vote on May 28. Call put ratio 3.5 calls to 1 put as shares sell off 8.4%.

Turkcell Iletisim Hizmetleri A.S. (TKC) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 52 into Presidential election runoff vote on May 28. Call put ratio 1.5 calls to 1 put as shares sell off 6%.

Global Xftse Argentina 20 Etf (ARGT) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 39.

Sarepta Therapeutics (SRPT) 30-day option implied volatility is at 71; compared to its 52-week range of 39 to 143 into PDUFA on May 29.

Options with decreasing option implied volatility: SRPT WAL VLY UPST MCB ZION HIMS AFRM EBIX RNG NVAX U TWLO VTNR RIVN TTD
Increasing unusual option volume: KODK TUR ICLN OKE NNOX MNDY DBX MMP CSIQ IEP BOH
Increasing unusual call volume: KODK DBX OKE NNOX CSIQ GOOS MMP MNDY SRPT IEP SD NRG
Increasing unusual put volume: ICLN FIGS PLAY DM MNDY SG PACW OKE EWW IEP TAP TUR EQNR
Active options: TSLA AMZN GOOGL SOFI AAPL NVDA AMD GOOG PACW META PLTR PYPL MSFT BABA DIS AI AMC RIOT SHCW MARA