Mid-session IV Report May 17, 2022

Mid-session IV Report May 17, 2022

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: TWTR BBAI CROX TGT PANW

Popular stocks with increasing volume: WBD C WMT PARA

Tech option IV stays bid

NVIDIA (NVDA) 30-day option implied volatility is at 71; compared to its 52-week range of 31 to 82 into the expected release of quarter results on May 25.

Airbnb (ABNB) 30-day option implied volatility is at 66; compared to its 52-week range of 35 to 77.

DoorDash (DASH) 30-day option implied volatility is at 98; compared to its 52-week range of 44 to 120.

Uber (UBER) 30-day option implied volatility is at 67; compared to its 52-week range of 37 to 78. Call put ratio 3.4 calls to 1 put.

Lyft (LYFT) 30-day option implied volatility is at 68; compared to its 52-week range of 41 to 84.

Spotify (SPOT) 30-day option implied volatility is at 72; compared to its 52-week range of 34 to 89.

Veru, Inc. (VERU) 30-day option implied volatility is at 157; compared to its 52-week range of 71 to 256. Call put ratio 2.9 calls to 1 put.

Option movers into quarter results

Target (TGT) May call option implied volatility is at 85, June is at 43; compared to its 52-week range of 17 to 47 into the expected release of quarter results before the bell on May 18.

Analog Devices (ADI) May call option implied volatility is at 70, June is at 42; compared to its 52-week range of into the expected release of quarter results after the bell on May 18. Call put ratio 5.9 calls to 1 put.

Cisco (CSCO) May call option implied volatility is at 72, June is at 34; compared to its 52-week range of 16 to 40 into the expected release of quarter results after the bell on May 18. Call ratio 2.2 calls to 1 put.

Increasing unusual put option volume: JOBY BGS LPX DM JBLU PFSI CHPT

TJX (TJX) May call option implied volatility is at 89, June is at 45; compared to its 52-week range of 20 to 47into the expected release of quarter results on May 18. Call put ratio 1 call to 2.2 puts.

Lowe’s Cos. (LOW) May call option implied volatility is at 91, June is at 48; compared to its 52-week range of 19 to 49 into the expected release of quarter results before the open on May 18. Call put ratio 1 calls to 2 puts.

Applied Material (AMAT) May call option implied volatility is at 80, June is at 50; compared to its 52-week range of 29 to 59 into the expected release of quarter results after the bell on May 19. Call put ratio 2.1 calls to 1 put.

Palo Alto Networks (PANW) May call option implied volatility is at 133, June is at 61; compared to its 52-week range of 24 to 67 into the expected release of quarter results after the bell on May 19.

Options with decreasing option implied volatility: HD
Increasing unusual option volume: ELAN VERU GLBE ATOS AMPL JOBY
Increasing unusual call option volume VERU EWU EGO CMA AMPL WBA
Increasing unusual put option volume: JOBY BGS LPX DM JBLU PFSI CHPT
Active options: AAPL AMD TSLA NVDA WMT NIO TWTR BABA JD WBA C FB WBD MSFT AMC F BAC AMZN PARA