Mid-session IV Report April 10, 2024

Mid-session IV Report April 10, 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: GRPN BYND APP TTD HIMS CELH RBLX TOST U BMBL TSN BUD ET
Popular stocks with increasing volume: COIN NKE INTC BAC MU PLTR BA C

Active options: TSLA NVDA AMD AAPL AMZN GOOGL META MSFT BABA GOOG COIN NKE INTC BAC ENPH MARA MU PLTR BA C

Option IV into quarter results into CPI

JPMorgan (JPM) April weekly call option implied volatility is at 83, April is at 38; compared to its 52-week range of 15 to 30 into the expected release of quarter results before the bell on April 12. Call put ratio 1.9 calls to 1 put.

Wells Fargo (WFC) April weekly call option implied volatility is at 84, April is at 43; compared to its 52-week range of 20 to 40 into the expected release of quarter results before the bell on April 12.

BlackRock (BLK) April weekly call option implied volatility is at 67, April is at 36; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell on April 12. Call put ratio 1.8 calls to 1 put.

Citigroup (C) April weekly call option implied volatility is at 85, April is at 43; compared to its 52-week range of 21 to 35 into the expected release of quarter results before the bell on April 12.

State Street (STT) April call option implied volatility is at 49, May is at 31; compared to its 52-week range of 20 to 78 into the expected release of quarter results before the bell on April 12. Call put ratio 1 call to 2.6 puts.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 18; compared to its 52-week range of 12 to 25.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 67. Call put ratio 1 call to 6 puts with focus on April (12) 46.50 puts.

AMZN and EWJ option IV as share price near record high

Amazon (AMZN) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 49. Call put ratio 2.1 call to 1 put as share price near record.

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 38; compared to its 52-week range of 12 to 65. Call put ratio 1 call to 1 put as share price near 26-year high.

UNH and WBA option IV as share price trends lower

UnitedHealth Group (UNH) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 28. Call put ratio 1.5 calls to 1 put as share price near two-year low.

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 55. Call put ratio 1.8 calls to 1 put as share price near 25-year low.

Options with decreasing option implied volatility: KMX DAL FAST ACI
Increasing unusual option volume: WB ERIC KMX TMC INOD ACB OMEX STZ
Increasing unusual call option volume: WB KMX ACB STZ
Increasing unusual put option volume: NKLA KMX FAST AIG MAXN BCS
Active ETFs: SPY JETS QQQ XRT SVXY BITO MUB GOLD TLT XME SQQQ IWM GDX QID