Mid-session IV Report April 18, 2024

Mid-session IV Report April 18, 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: IBRX SE ONON STNE NU SONY TTWO CSCO DE WMT TJX

Popular stocks with increasing volume: UAL ARM MU AAL C PLTR SNAP BAC DJT COIN DAL LVS

Active options: TSLA NVDA TSM AAPL AMD UAL ARM AMZN META MU AAL C MSFT PLTR SNAP BAC DJT COIN DAL LVS

Option IV into quarter results

Netflix (NFLX) April call option implied volatility is at 187, May is at 50; compared to its 52-week range of 24 to 52 into the expected release of quarter results today after the bell.

Intuitive Surgical (ISRG) April call option implied volatility is at 125, May is at 40; compared to its 52-week range of 21 to 47 into the expected release of quarter results today after the bell.

Procter & Gamble (PG) April call option implied volatility is at 60, 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 112, 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. Call put ratio 1 call to 1.5 puts.

SLB (SLB) April call option implied volatility is at 79, May is at 31; 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 1 call to 1 put.

Fifth Third Bancorp (FITB) April call option implied volatility is at 63, May is at 34; 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 1 call to 12 puts with a focus on April 34 puts.

Huntington Bancshares (HBAN) April call option implied volatility is at 87, 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.

Regions Financial (RF) April call option implied volatility is at 99, May is at 36; compared to its 52-week range of 26 to 77 into the expected release of quarter results before the bell on April 19.

Movers

Tesla (TSLA) 30-day option implied volatility is at 61; compared to its 52-week range of 40 to 66 as share price down 5%.

Snowflake (SNOW) 30-day option implied volatility is at 46; compared to its 52-week range of 33 to 67.

Fin-tech option IV

Affirm Holdings (AFRM) 30-day option implied volatility is at 101; compared to its 52-week range of 64 to 132.

Upstart Holdings (UPST) 30-day option implied volatility is at 113; compared to its 52-week range of 73 to 158.

PayPal (PYPL) 30-day option implied volatility is at 51; compared to its 52-week range of 27 to 57. Call put ratio 2.2 calls to 1 put.

Block (SQ) 30-day option implied volatility is at 67; compared to its 52-week range of 37 to 80.

SoFi Technologies (SOFI) 30-day option implied volatility is at 77; compared to its 52-week range of 47 to 99. Call put ratio 3.3 calls to 1 put as share price up 1.7%.

Robinhood (HOOD) 30-day option implied volatility is at 76; compared to its 52-week range of 35 to 80.

Options with decreasing option implied volatility: BHC BK IEP ALLY MS PGR SCHW UNH JPM
Increasing unusual option volume: DO CHGG EFX GPC GL GENI UGI BSM ITCI PAGP DFS PNR
Increasing unusual call option volume: GENI WRAP PAGP ALK ITB
Increasing unusual put option volume: BCRX CHGG ITCI PWR LAC LQDA CEG SBSW AZN DFS INFY MOMO UAL LVS EH