Mid-session IV Report May 8, 2023

Mid-session IV Report May 8, 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: IMGN BILL AMC W TRUP GME ABNB

Popular stocks increasing options volume: WAL PACW ZS CVNA SPCE

Option IV into quarter results

PayPal (PYPL) May weekly call option implied volatility is at 92, May is at 62; compared to its 52-week range of 36 to 76 into the expected release of quarter results today after the bell.

Devon (DVN) May weekly call option implied volatility is at 66, May is at 51; compared to its 52-week range of 35 to 70 into the expected release of quarter results today after the bell.

Palantir (PLTR) May weekly call option implied volatility is at 134, May is at 97; compared to its 52-week range of 49 to 102 into the expected release of quarter results today after the bell.

Lucid Group (LCID) May weekly call option implied volatility is at 188, May is at 131; compared to its 52-week range of 70 to 172 into the expected release of quarter results today after the bell.

Airbnb (ABNB) May weekly call option implied volatility is at 99, May is at 68; compared to its 52-week range of 41 to 77 into the expected release of quarter results after the bell on May 9.

Occidental (OXY) May weekly call option implied volatility is at 50, May is at 39; compared to its 52-week range of 33 to 77 into the expected release of quarter results after the bell on May 9.

Electronic Arts (EA) May weekly call option implied volatility is at 55, May is at 41; compared to its 52-week range of 20 to 45 into the expected release of quarter results after the bell on May 9.

Twilio (TWLO) May weekly call option implied volatility is at 158, May is at 106; compared to its 52-week range of 54 to 97 into the expected release of quarter results after the bell on May 9.

Rivian Automotive (RIVN) May weekly call option implied volatility is at 180, May is at 128; compared to its 52-week range of 54 to 97 into the expected release of quarter results after the bell on May 9.

Disney (DIS) May weekly call option implied volatility is at ,72 May is at 50; compared to its 52-week range of 28 to 58 into the expected release of quarter results after the bell on May 10.

Options with decreasing option implied volatility: LYFT AMC PTON
Increasing unusual option volume: TWM TRUP PBI
Increasing unusual call volume: IEP HELE SIX
Increasing unusual put volume: YANG GFI AMR TSN
Active options: TSLA AAPL AMD MSFT NFLX BABA GOOGL