Mid-session IV Report May 19, 2023

Mid-session IV Report May 19, 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: ISEE PLTR IMGN

Popular stocks increasing options volume: BABA OXY SHOP FL BAC PYPL DIS NIO

SPY & QQQ option implied volatility IV into Federal Reserve Chairman Powell comments on the economy.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 14; compared to its 52-week range of 13 to 31 into FOMC Chairman Powell comments on the economy.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 39.

Option IV for athletics-casual retailers after Foot Locker (FL) results

Foot Locker (FL) May call option implied volatility is at 185, June is at 47; compared to its 52-week range of 36 to 88 as shares sell off 25%.

On Holding AG (ONON) 30-day option implied volatility is at 50; compared to its 52-week range of 47 to 111.

lululemon athletica (LULU) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 70.

Skechers USA (SKX) 30-day option implied volatility is at 28; compared to its 52-week range of 28 to 72.

Nike (NKE) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 52.

Under Armour Inc (UAA) 30-day option implied volatility is at 40; compared to its 52-week range of 37 to 83.

Exponent, Inc. (EXPO) 30-day option implied volatility is at 49; compared to its 52-week range of 45 to 87.

Kohl’s (KSS) 30-day option implied volatility is at 78; compared to its 52-week range of 44 to 112.

Nordstrom (JWN) 30-day option implied volatility is at 69; compared to its 52-week range of 45 to 109.

Macy’s (M) 30-day option implied volatility is at 69; compared to its 52-week range of 40 to 99.

Five Below (FIVE) 30-day option implied volatility is at 40; compared to its 52-week range of 30 to 75. Call put ratio 1 call to 4 puts.

Estee Lauder (EL) 30-day option implied volatility is at 24; compared to its 52-week range of 24 to 89.

Dutch Bros Inc. (BROS) 30-day option implied volatility is at 45; compared to its 52-week range of 45 to 106.

Celsius Holdings Inc. (CELH) 30-day option implied volatility is at 45; compared to its 52-week range of 45 to 134.

Wingstop (WING) 30-day option implied volatility is at 36; compared to its 52-week range of 36 to 107.

DraftKings (DKNG) 30-day option implied volatility is at 50; compared to its 52-week range of 50 to 108.

Logitech (LOGI) tech 30-day option implied volatility is at 24; compared to its 52-week range of 24 to 85.

Eagle Materials (EXP) 30-day option implied volatility is at 24; compared to its 52-week range of 24 to 45.

Options with decreasing option implied volatility: XELA SRPT MCB CTLT WAL VKTX IEP IQ CMA VLY XP STNE
Increasing unusual option volume: FTCH AMTX RMBS CBRE FE GEN EWW ARGX BKU FL RYAM NNOX
Increasing unusual call volume: DE NVCR PLTR GEN FE NNOX SDGR FL RMBS IMGN FTCH
Increasing unusual put volume: EVGO IQ PCG MULN EWW FL TRUP FTCH ROST
Active options: TSLA PLTR GOOGL NVDA AAPL AMD GOOG META AMZN NFLX MSFT BABA OXY FTCH SHOP FL BAC PYPL DIS NIO