Mid-session IV Report April 1, 2024

Mid-session IV Report April 1, 2024

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: TSLY AVXL WOLF SNAP QS ROKU BHC TDOC TGTX ALGN SOFI VRT PINS SPOT SQ TEAM META NET RBLX WOLF CVNA MESO SMSI SQ

Popular stocks with increasing volume: C INTC MARA NIO BAC T NKLA AMC CLSK

TSLA option IV into quarter delivery report

Tesla (TSLA) 30-day option implied volatility is at 59; compared to its 52-week range of 40 to 66. Call put ratio 1.2 calls to 1 put as share price down 2.6% into quarter delivers report.

Ford Motor (F) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 43.

General Motors (GM) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 43 as share price near two-year high.

Fin-tech option IV

Affirm Holdings (AFRM) 30-day option implied volatility is at 82; compared to its 52-week range of 64 to 132 as share price down 4.2%.

Upstart Holdings (UPST) 30-day option implied volatility is at 82; compared to its 52-week range of 73 to 156 as share price down 3%.

PayPal (PYPL) 30-day option implied volatility is at 37; compared to its 52-week range of 27 to 57. Call put ratio 1.4 calls to 1 put as share price down 1.6%.

Block (SQ) 30-day option implied volatility is at 60; compared to its 52-week range of 37 to 80. Call put ratio 2.3 calls to 1 put as share price down 3.2%.

SoFi Technologies (SOFI) 30-day option implied volatility is at 67; compared to its 52-week range of 47 to 99. Call put ratio 2.1 calls to 1 put as share price down 1.7%.

Option IV into quarter results

PVH Corp. (PVH) April call option implied volatility is at 62, May is at 45; compared to its 52-week range of 27 to 93 into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put with focus on April calls.

Cal-Maine Foods (CALM) April call option implied volatility is at 42, May is at 32; compared to its 52-week range of 23 to 88 into the expected release of quarter results after the bell on April 2.

Paychex (PAYX) April call option implied volatility is at 35, May is at 25; compared to its 52-week range of 15 to 71 into the expected release of quarter results before the bell on April 2. Call put ratio 4.5 calls to1 put with a focus on April and June calls.

Dave & Buster’s Entertainment (PLAY) April call option implied volatility is at 80, May is at 60; compared to its 52-week range of 33 to 109 into the expected release of quarter results after the bell on April 2. Call put ratio 1 call to 2 puts with a focus on April puts.

Movers

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 130 Call put ratio 1 call to 1.1 puts as share price down 14.5%.

Options with decreasing option implied volatility: VKTX DJT GME CCCC CCL COP RM SMTC NXE PAGP RH WBA
Increasing unusual option volume: GLYC MCHI AIG HEAR SMR MTTR IMVT
Increasing unusual call option volume: GYLC MCHI GES SMTC VLD OUST EGY
Increasing unusual put option volume: CRK UWMC ITB DOCS GRTS ICLN EH SPHR
Popular stocks with increasing volume: C GOOGL INTC MARA NIO BAC T NKLA AMC CLSK
Active options: TSLA AMZN MU AAPL NVDA MSFT AMD PLTR META C GOOGL INTC MARA NIO BAC T NKLA AMC CLSK