Mid-session IV Report April 15, 2024

Mid-session IV Report April 15, 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: DJT IBRX SE ONON CSCO NU SONY WMT HYG PLL

Popular stocks with increasing volume: C JPM PFE PLTR BAC OXY INTC MS SOFI BABA

Active options: TSLA AAPL AMD NVDA AMZN C JPM MPW PFE PLTR MSFT BAC OXY DJT INTC MARA META MS SOFI BABA

Option IV into quarter results

UnitedHealth Group (UNH) April call option implied volatility is at 56, 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 32, 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 1.7 calls to 1 put.

Morgan Stanely (MS) April call option implied volatility is at 52, May is at 31; 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 48, May is at 27; 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 52, May is at 31; 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 1.4 puts.

United Airlines (UAL) April call option implied volatility is at 95, May is at 51; 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 2.3 calls to 1 put.

ASML Holdings (ASML) April call option implied volatility is at 74, May is at 43; compared to its 52-week range of 23 to 44 release of quarter results before the bell on April 17.

Abbott Laboratories (ABT) April call option implied volatility is at 44, May is at 24; compared to its 52-week range of 15 to 31 into the expected release of quarter results before the bell on April 17.

Prologis (PLD) April call option implied volatility is at 46, May is at 32; compared to its 52-week range of 19 to 71 into the expected release of quarter results before the bell on April 17.

CSX Corp (CSX) April call option implied volatility is at 40, May is at 24; compared to its 52-week range of 15 to 28 into the expected release of quarter results before the bell on April 17.

U.S. Bancorp (USB) April call option implied volatility is at 57, May is at 34; compared to its 52-week range of 25 to 86 into the expected release of quarter results before the bell on April 17.

The Travelers (TRV) April call option implied volatility is at 48, May is at 26; compared to its 52-week range of 13 to 65 into the expected release of quarter results before the bell on April 17.

Crown Castle (CCI) April call option implied volatility is at 58, May is at 34; compared to its 52-week range of 32 to 75 into the expected release of quarter results after the bell on April 17.

Kinder Morgan (KMI) April call option implied volatility is at 28, May is at 21; compared to its 52-week range of 14 to 25 into the expected release of quarter results after the bell on April 17. Cal put ratio 2 calls to 1 put.

Las Vegas Sands (LVS) April call option implied volatility is at 60, May is at 35; compared to its 52-week range of 26 to 41 into the expected release of quarter results on April 17. Call put ratio 2.6 calls to 1 put.

Citizens Financial (CFG) April call option implied volatility is at 62, May is at 42; compared to its 52-week range of 26 to 95 into the expected release of quarter results before the bell on April 17. Call put ratio 5.9 calls to 1 put.

First Horizon (FHN) April call option implied volatility is at 61, May is at 36; compared to its 52-week range of 26 to 129 into the expected release of quarter results before the bell on April 17.

Alcoa (AA) April call option implied volatility is at 81, May is at 56; compared to its 52-week range of 40 to 59 into the expected release of quarter results after the bell on April 17.

Bank of OZK (OZK) April call option implied volatility is at 66, May is at 38; compared to its 52-week range of 28 to 98 into the expected release of quarter results after the bell on April 17. Call put ratio 3.5 calls to 1 put.

SL Green (SLG) April call option implied volatility is at 98, May is at 61; compared to its 52-week range of 48 to 121cinto the expected release of quarter results after the bell on April 17.

BankUnited (BKU) April call option implied volatility is at 100, May is at 64; compared to its 52-week range of 32 to 100 into the expected release of quarter results before the bell on April 17.

Options with decreasing option implied volatility: BHC SOXS KMX FAST ACI STZ
Increasing unusual option volume: FHN EDV TH BUR ABEV DM EXTR BHVN PLL
Increasing unusual call option volume: CPNG FHN SWAV PLL TMF SMTC
Increasing unusual put option volume: DRI SBSI WBD PL XME HRL CIFR