Mid-session IV Report May 19, 2022

Mid-session IV Report May 19, 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: AMAT DE PANW COST TWTR DLTR DG UAA UA BBAI

Popular stocks with increasing volume: CSCO AMC WMT NKLA KSS TGT BAC OXY

IV into events

JPMorgan (JPM) 30-day option implied volatility is at 35; compared to its 52-week range of 18 to 44 into a company sponsored investors meeting on May 23.

NVIDIA (NVDA) 30-day option implied volatility is at 74; compared to its 52-week range of 31 to 82 into the expected release of quarter results on May 25.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 65; compared to its 52-week range of 29 to 73 into a financial analyst day on June 9.

Tesla (TSLA) 30-day option implied volatility is at 76; compared to its 52-week range of 36 to 84.

Twitter (TWTR) 30-day option implied volatility is at 73; compared to its 52-week range of 21 to 88.

Akamai Technologies (AKAM) May call option implied volatility is at 84, June is at 39; compared to its 52-week range of 18 to 40. Call put ratio 1 call to 2.7 puts.
Option movers into quarter results.

Applied Material (AMAT) May call option implied volatility is at 144, June is at 55; compared to its 52-week range of 29 to 59 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.6 puts.

Palo Alto Networks (PANW) May call option implied volatility is at 256, June is at 71; compared to its 52-week range of 24 to 67 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2 puts.

Ross Stores (ROST) May call option implied volatility is at 240, June is at 56; compared to its 52-week range of 23 to 57 into the expected release of quarter results today after the bell. Call put ratio 1 call to 3.1 puts.

Deere (DE) May call option implied volatility is at 144, June is at 47; compared to its 52-week range of 23 to 46 into the expected release of quarter results before the bell on May 20. Call put ratio 1 call to 3.2 puts.

Options with decreasing option implied volatility: AFRM TOST MSTR WRBY CVNA COIN MARA
Increasing unusual option volume: BJ VERU KTOS DO BBWI GOOS TNK GDS AKAM CWH
Increasing unusual call option volume: KTOS DO GDS GOOS BJ TNK HOG
Increasing unusual put option volume: PSTG BBWI ROST GOOS KSS DELL
Active options: AAPL TSLA AMD NVDA CSCO AMC WMT NKLA FB MSFT NIO KSS UPST AMZN BBIG RBLX TGT BAC F OXY