Mid-session IV Report April 16, 2024

Mid-session IV Report April 16, 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: SE CYTK ONON LYV STNE ABR CSCO SONY DE TTWO WMT AGNC HD DUK SCHD

Popular stocks with increasing volume: BAC MU MS JPM UNH SOFI COIN NIO INTC

Active options: TSLA AMD AAPL NVDA BAC AMZN MU MS PLTR META MARA GOOGL DJT JPM UNH SOFI COIN NIO MSFT INTC

Super Micro Computer (SMCI) 30-day option implied volatility is at 90; compared to its 52-week range of 54 to 118. Call put ratio 1.3 calls to 1 put as share price up 3.7%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 40. Call put ratio 2.7 calls to 1 put as share price down 1.3%.

United States Oil Fund (USO) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 42. Call put ratio 3.3 calls to 1 put with focus on April calls.

Option IV into quarter results and outlook

Taiwan Semiconductor (TSM) April call option implied volatility is at 86, May is at 47; compared to its 52-week range of 22 to 48 into the expected release of quarter results before the bell on April 18. Call put ratio 3.6 calls to 1 put.

Netflix (NFLX) April call option implied volatility is at 118, May is at 51; compared to its 52-week range of 24 to 52 into the expected release of quarter results after the bell on April 18.

Intuitive Surgical (ISRG) April call option implied volatility is at 88, May is at 40; compared to its 52-week range of 21 to 47 into the expected release of quarter results after the bell on April 18.

Blackstone (BX) April call option implied volatility is at 66, May is at 38; compared to its 52-week range of 25 to 43 into the expected release of quarter results before the bell on April 18. Call put ratio 1 call to 13.4 puts with focus on June 100 puts.

Seagate Technology (STX) April call option implied volatility is at 52, May is at 47; compared to its 52-week range of 25 to 46 into the expected release of quarter results on April 18.

Alaska (ALK) April call option implied volatility is at 71, May is at 45; compared to its 52-week range of 25 to 80 into the expected release of quarter results before the bell on April 18.

Comerica (CMA) April call option implied volatility is at 88, May is at 46; compared to its 52-week range of 32 to 146 into the expected release of quarter results before the bell on April 18. Call put ratio 1 call to 2 puts with focus on December 37.50 puts.

Keycorp (KEY) April call option implied volatility is at 83, May is at 43; compared to its 52-week range of 31 to 107 into the expected release of quarter results before the bell on April 18. Call put ratio 2.5 calls to 1 put with focus on April calls.

Options with decreasing option implied volatility: BHC KMX FAST SWN RITM
Increasing unusual option volume: BNED DNUT TH ERIC METC YELP
Increasing unusual call option volume: METC TH SLV ANVS LYV SARK SPGI
Increasing unusual put option volume: BHP BTG MT LYV FI VNO ITCI HBAN SIL PLAY