Mid-session IV Report May 5, 2023

Mid-session IV Report May 5, 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: CVAC DOLE FAZ DB

Popular stocks increasing options volume: SHOP UBER SOFI GOOGL SCHW COIN WFC

Apple (AAPL) May weekly (12) call option implied volatility is at 25, May is at 24; compared to its 52-week range of 23 to 45 into annual Worldwide Developers Conference (WWDC) in an online format from June 5 through 9.

Alphabet (GOOG) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 47 into Google I/O 2023 on May 10.

Option IV into quarter results

PayPal (PYPL) May weekly call option implied volatility is at 68, May is at 55; compared to its 52-week range of 36 to 76 into the expected release of quarter results after the bell on May 8.

KKR & Co. (KKR) May weekly call option implied volatility is at 60, May is at 50; compared to its 52-week range of 30 to 56 into the expected release of quarter results before the bell on May 8.

Suncor (SU) May weekly call option implied volatility is at 43, May is at 40; compared to its 52-week range of 30 to 57 into the expected release of quarter results before the bell on May 8.

Devon (DVN) May weekly call option implied volatility is at 57, May is at 50; compared to its 52-week range of 35 to 70 into the expected release of quarter results after the bell on May 8.

Tyson (TSN) May call option implied volatility is at 40, June is at 39; compared to its 52-week range of 18 to 71 into the expected release of quarter results before the bell on May 8.

Palantir (PLTR) May weekly call option implied volatility is at 80, May is at 64; compared to its 52-week range of 49 to 102 into the expected release of quarter results after the bell on May 8.

Lucid Group (LCID) May weekly call option implied volatility is at 130, May is at 105; compared to its 52-week range of 70 to 172 into the expected release of quarter results after the bell on May 8.

Airbnb (ABNB) May weekly call option implied volatility is at 82, May is at 65; compared to its 52-week range of 41 to 77 into the expected release of quarter results after the bell on May 9.

Options with decreasing option implied volatility: ISEE IMGN AMC BILL LYFT ZI GNRC FTNT BIIB CLX EL QCOM SBUX
Increasing unusual option volume: FLR NNOX WRK PZZA KBWB IEP LPSN TRUP GRMN BWA
Increasing unusual call volume: BWA NNOX IEP FIGS GT HLF IBRX MCRB FUBO JCI EXPE
Increasing unusual put volume: AZN IEP COTY LYV WBD IMGN MCB WISH NANOS CG PENN GH TEAM
Active options: AMD TSLA AAPL ET NVDA AMC SHOP AMZN BAC MSFT PACW META UBER PARA SOFI GOOGL SCHW COIN WFC