Mid-session IV Report April 17, 2024

Mid-session IV Report April 17, 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 CYTK SE HE ONON PLD STNE CSCO NU SONY TTWO DE WMT VNDA PLD AMRK APG BSY

Popular stocks with increasing volume: UAL MU AMC DJT BAC SMCI COIN PLTR TSM OXY AAL PFE VALE

Active options: NVDA AAPL AMD UAL MU AMC AMZN DJT META BAC GOOGL SMCI COIN PLTR TSM OXY AAL PFE VALE

Option IV into quarter results

Las Vegas Sands (LVS) April call option implied volatility is at 74, May is at 36; compared to its 52-week range of 26 to 41 into the expected release of quarter results today after the bell.

Taiwan Semiconductor (TSM) April call option implied volatility is at 103, 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 2.4 calls to 1 put.

Netflix (NFLX) April call option implied volatility is at 143, 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 99, 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 72, May is at 34; compared to its 52-week range of 25 to 43 into the expected release of quarter results before the bell on April 18.

Seagate Technology (STX) April call option implied volatility is at 53, May is at 47; compared to its 52-week range of 25 to 46 into the expected release of quarter results on April 18. Call put ratio 3.3 calls to 1 put.

Alaska (ALK) April call option implied volatility is at 81, 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. Call put ratio 4.4 calls to 1 put.

Comerica (CMA) April call option implied volatility is at 92, 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 9.9 puts with focus on January 40 puts.

Keycorp (KEY) April call option implied volatility is at 89, May is at 44; 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 2.3 calls to 1 put with focus on April calls.

Procter & Gamble (PG) April call option implied volatility is at 45, May is at 18; compared to its 52-week range of 12 to 24 into the expected release of quarter results before the bell on April 19.

American Express (AXP) April call option implied volatility is at 84, May is at 32; compared to its 52-week range of 17 to 33 into the expected release of quarter results before the bell on April 19.

SLB (SLB) April call option implied volatility is at 58, May is at 32; compared to its 52-week range of 25 to 41 into the expected release of quarter results before the bell on April 19. Call put ratio 2.1 calls to 1 put.

Fifth Third Bancorp (FITB) April call option implied volatility is at 61, May is at 36; compared to its 52-week range of 24 to 69 into the expected release of quarter results before the bell on April 19. Call put ratio 2.6 calls to 1 put.

Huntington Bancshares (HBAN) April call option implied volatility is at 69, May is at 36; compared to its 52-week range of 22 to 97 into the expected release of quarter results before the bell on April 19. Call put ratio 1 call to 2.6 puts with focus on July 11 puts.

Regions Financial (RF) April call option implied volatility is at 92, May is at 35; compared to its 52-week range of 26 to 77 into the expected release of quarter results before the bell on April 19.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 67.

Options with decreasing option implied volatility: BHC CPRI KMX FAST IEP UAL SWN BK JPM PGR UNH STZ
Increasing unusual option volume: ICLN JBHT ACIC GL RMD STLD CONL TRV
Increasing unusual call option volume: VNDA STLD DHR MAXN IBKR OKE GSL GRAB
Increasing unusual put option volume: JBHT ICLN RMD TRV PLCE ACHR CSX MBLY HRL DJT UAL