Mid-session IV Report May 9, 2023

Mid-session IV Report May 9, 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: ACI SGEN ABNB UPST EA TWLO

Popular stocks increasing options volume: PLTR PYPL BA LCID SHOP CVNA INTC BABA NFLX FSR

Option IV into White House debt ceiling meeting Tuesday. President Joe Biden and House Speaker Kevin McCarthy.

SPDR S&P 500 ETF Trust (SPY) May weekly (12) call option implied volatility is at 16, May is at 15, June is at 16; compared to its 52-week range of 13 to 31.

PowerShares QQQ Trust (QQQ) call option implied volatility is at 20, May is at 18, June is at 20; compared to its 52-week range of 18 to 40.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 40; compared to its 52-week range of 40 to 91 into White House debt ceiling meeting Tuesday.

Uber (UBER) 30-day option implied volatility is at 36; compared to its 52-week range of 34 to 80. Call put ratio 1 call to 1.1 puts.

Charles Schwab (SCHW) 30-day option implied volatility is at 46; compared to its 52-week range of 26 to 104. Call put ratio 1 call to 1 put.

Option IV into quarter results

Airbnb (ABNB) May weekly call option implied volatility is at 118, May is at 74; compared to its 52-week range of 41 to 77 into the expected release of quarter results today after the bell.

Wynn Resorts Ltd (WYNN) May weekly call option implied volatility is at 66, May is at 45; compared to its 52-week range of 33 to 74 into the expected release of quarter results today after the bell.

Upstart Holdings (UPST) May weekly call option implied volatility is at 297, May is at 193; compared to its 52-week range of 86 to 165 into the expected release of quarter results today after the bell.

Occidental (OXY) May weekly call option implied volatility is at 53, May is at 41; compared to its 52-week range of 33 to 77 into the expected release of quarter results today after the bell.

Electronic Arts (EA) May weekly call option implied volatility is at 72, May is at 45; compared to its 52-week range of 20 to 45 into the expected release of quarter results today after the bell.

Twilio (TWLO) May weekly call option implied volatility is at 118, May is at 116; compared to its 52-week range of 54 to 97 into the expected release of quarter results today after the bell.

Rivian Automotive (RIVN) May weekly call option implied volatility is at 200, May is at 131; compared to its 52-week range of 54 to 97 into the expected release of quarter results today after the bell.

Disney (DIS) May weekly call option implied volatility is at 80, 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.

Robin Hood (HOOD) May weekly call option implied volatility is at 125, May is at 76; compared to its 52-week range of 51 to 110 into the expected release of quarter results after the bell on May 10. Call put ratio 4.4 calls to 1 put.

Li Auto (LI) May weekly call option implied volatility is at 103, May is at 74; compared to its 52-week range of 55 to 104 into the expected release of quarter results before the bell on May 10.

Teva Pharma (TEVA) May weekly call option implied volatility is at 88, May is at 68; compared to its 52-week range of 29 to 156 into the expected release of quarter results before the bell on May 10.

Unity Software (U) May weekly call option implied volatility is at 200, May is at 126; compared to its 52-week range of 61 to 127 into the expected release of quarter results after the bell on May 10.

JD.com (JD) May weekly call option implied volatility is at 111, May is at 69; compared to its 52-week range of 44 to 89 into the expected release of quarter results before the bell on May 11.

Options with decreasing option implied volatility: W LYFT AMC PTON CFLT FHN BMBL IMGN
Increasing unusual option volume: ARMK TWM OTLY SWAV TH NNON NXE RPD
Increasing unusual call volume: SWAV NXE NNOX RPD NAIL IIPR HIMS CXW SWKS
Increasing unusual put volume: TPX PACW CTLT SWKS HIMS FOXA SHLS AMRS MDY
Active options: PLTR TSLA PYPL NVDA AMD GOOGL AAPL MSFT GOOG BA LCID SHOP META AMZN CVNA INTC BABA NFLX AMC