Mid-session IV Report April 12, 2024

Mid-session IV Report April 12, 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: BYND HIMS APP RBLX TOST TTD TSN AGQ SLV USO GLD XSP

Popular stocks with increasing volume: RIVN C MU MSFT INTC BA BAC COIN PLTR BABA MS

Active options: TSLA AAPL NVDA AMZN GOOGL RIVN META C MU MSFT INTC BA NKLA BAC GOOG COIN PLTR BABA MS

Option IV into quarter results

Goldman Sachs (GS) April call option implied volatility is at 38, May is at 27; compared to its 52-week range of 17 to 32 into the expected release of quarter results before the bell on April 15.

The Charles Schwab Company (SCWH) April call option implied volatility is at 50, May is at 32; compared to its 52-week range of 24 to 57 into the expected release of quarter results before the bell on April 15.

M&T Bank (MTB) April call option implied volatility is at 47, May is at 35; compared to its 52-week range of 25 to 90 into the expected release of quarter results before the bell on April 15. Call put ratio 1 call to 70 puts with a focus on September 115 puts.

UnitedHealth Group (UNH) April call option implied volatility is at 44, May is at 28; compared to its 52-week range of 15 to 28 into the expected release of quarter results before the bell on April 16.

Johnson & Johnson (JNJ) April call option implied volatility is at 25, May is at 19; compared to its 52-week range of 11 to 21 into the expected release of quarter results before the bell on April 16. Call put ratio 3.2 calls to 1 put.

Morgan Stanely (MS) April call option implied volatility is at 48, May is at 33; compared to its 52-week range of 18 to 33 into the expected release of quarter results before the bell on April 16.

Bank of America (BAC) April call option implied volatility is at 42, May is at 28; compared to its 52-week range of 20 to 37 into the expected release of quarter results before the bell on April 16.

PNC Financial Servies (PNC) April call option implied volatility is at 40, May is at 32; compared to its 52-week range of 22 to 48 into the expected release of quarter results before the bell on April 16. Call put ratio 1 call to 3.2 puts.

Bank of New York (BK) April call option implied volatility is at 50, May is at 27; compared to its 52-week range of 16 to 73 into the expected release of quarter results before the bell on April 16.

J.B. Hunt (JBHT) April call option implied volatility is at 47, May is at 33; compared to its 52-week range of 20 to 75 into the expected release of quarter results after the bell on April 16. Call put ratio 1 call to 21 puts with focus on April 190 puts.

Northern Trust (NTRS) April call option implied volatility is at 51, May is at 32; compared to its 52-week range of 20 to 215 into the expected release of quarter results before the bell on April 16.

Western Alliance (WAL) April call option implied volatility is at 67, April is at 51; compared to its 52-week range of 38 to 304 into the expected release of quarter results on April 16.

United Airlines (UAL) April call option implied volatility is at 82, April is at 52; compared to its 52-week range of 30 to 54 into the expected release of quarter results after the bell on April 16. Call put ratio 3.8 calls to 1 put.

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 35; compared to its 52-week range of 24 to 67. Call put ratio 1 call to 2.2 puts.

Options with decreasing option implied volatility: FAST KMX STZ
Increasing unusual option volume: ACB PTEN AZUL DM HELE ZG APLD BTG NGD SNV SILV
Increasing unusual call option volume: ACB PTEN ZG BTG ICE NGD DM SILV CRMD
Increasing unusual put option volume: VFC APLD ZTS