Mid-session IV Report May 25, 2022

Mid-session IV Report May 25, 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: COST NVDA GPS SNOW WSM NCR WSM COST RDBX WEN

Popular stocks with increasing volume: CCL SNAP JWN XOM

Option IV into quarter release

NVIDIA (NVDA) May weekly call option implied volatility is at 166, June is at 80; compared to its 52-week range of 31 to 82 into the expected release of quarter results today after the bell.

Gap, Inc. (GPS) May weekly call option implied volatility is at 290, June is at 150; compared to its 52-week range of 40 to 92 into the expected release of quarter results today after the bell.

Box (BOX) June call option implied volatility is at 66, July is at 55; compared to its 52-week range of 28 to 60 into the expected release of quarter results today after the bell.

Snowflake (SNOW) May weekly call option implied volatility is at 281, June is at 121; compared to its 52-week range of 36 to 114 into the expected release of quarter results today after the bell.

Williams-Sonoma (WSM) June call option implied volatility is at 103, July is at 89; compared to its 52-week range of 32 to 80 into the expected release of quarter results today after the bell.

American Eagle (AEO) May weekly call option implied volatility is at 254, June is at 105; compared to its 52-week range of into the expected release of 45 to 85 quarter results today after the bell.

Burlington Stores (BURL) May weekly call option implied volatility is at 145, June is at 93; compared to its 52-week range of 26 to 77 into the expected release of quarter results before the bell on May 26.

Costco (COST) May weekly call option implied volatility is at 122, June is at 52; compared to its 52-week range of 15 to 50 into the expected release of quarter results on May 26.

Dell Technologies (DELL) June call option implied volatility is at 54, July is at 40; compared to its 52-week range of 22 to 91 into the expected release of quarter results after the bell on May 26.

Dollar General (DG) May weekly call option implied volatility is at 139, June is at 139; compared to its 52-week range of 16 to 52 into the expected release of quarter results before the bell on May 26.

Dollar Tree (DLTR) May weekly call option implied volatility is at 187, June is at 71; compared to its 52-week range of 21 to 65 into the expected release of quarter results before the bell on May 26.

Farfetch (FTCH) June call option implied volatility is at 154, July is at 131; compared to its 52-week range of 46 to 165 into the expected release of quarter results after the bell on May 26.

iQIYI (IQ) May weekly call option implied volatility is at 240, June is at 130; compared to its 52-week range of 48 to 180 into the expected release of quarter results before the bell on May 26.

Macy’s (M) May weekly call option implied volatility is at 211, June is at 95; compared to its 52-week range of 45 to 99 into the expected release of quarter results before the bell on May 26.

Medtronic (MDT) May weekly call option implied volatility is at 66, June is at 34; compared to its 52-week range of 26 to 34 into the expected release of quarter results before the bell on May 26.

Ulta Beauty (ULTA) May weekly call option implied volatility is at 141, June is at 61; compared to its 52-week range of 27 to 61 into the expected release of quarter results before the bell on May 26.

Workday (WDAY) May weekly call option implied volatility is at 183, June is at 79; compared to its 52-week range of 25 to 69 into the expected release of quarter results after the bell on May 26.

Options with decreasing option implied volatility: ZM BBY JWN BBWI ROST CSCO TGT WMT
Increasing unusual option volume: URBN CAL PMVP AVYA DKS TOL
Increasing unusual call option volume: AVYA URBN TCOM VMW PPG DKS
Increasing unusual put option volume: DKS DJX CCL TOL JWN EXPR A WSM
Active options: CCL TSLA AAPL SNAP NVDA AMD FB JWN XOM AMC NIO AMZN MSFT DKS F BAC ZM TWTR BABA OXY