Mid-session IV Report April 25, 2024

Mid-session IV Report April 25, 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: FXY AY TGT ROST PANW NVDA MSFT SNAP GOOG GOOGL XOM CVX

Popular stocks with increasing volume: BAC F MARA PLTR SNAP PEP BA AAL SOFI IBM

Active options: TSLA META NVDA AMZN AAPL GOOGL AMD MSFT GOOG F MARA PLTR SNAP PEP BA AAL RIOT SOFI IBM BAC

Option IV into quarter results

Microsoft (MSFT) April weekly call option implied volatility is at 114, May is at 37; compared to its 52-week range of 18 to 33 into the expected release of quarter results today after the bell.

Alphabet (GOOG) April weekly call option implied volatility is at 129, May is at 44; compared to its 52-week range of 19 to 38 into the expected release of quarter results today after the bell.

Intel (INTC) April weekly call option implied volatility is at 153, May is at 50; compared to its 52-week range of 28 to 49 into the expected release of quarter results today after the bell.

Capital One (COF) April weekly call option implied volatility is at 92, May is at 37; compared to its 52-week range of 24 to 47 into the expected release of quarter results today after the bell.

Western Digital (WDC) April weekly call option implied volatility is at 179, May is at 59; compared to its 52-week range of 28 to 53 into the expected release of quarter results today after the bell.

Snap (SNAP) April weekly call option implied volatility is at 460, May is at 130; compared to its 52-week range of 41 to 116 into the expected release of quarter results today after the bell.

Exxon (XOM) April weekly call option implied volatility is at 42, May is at 24; compared to its 52-week range of 18 to 30 into the expected release of quarter results before the bell on April 26.

Chevron (CVX) April weekly call option implied volatility is at 45, May is at 23; compared to its 52-week range of 17 to 28 into the expected release of quarter results before the bell on April 26.

AbbVie (ABBV) April weekly call option implied volatility is at 89, May is at 28; compared to its 52-week range of into the expected release of quarter results before the bell on April 26.

Colgate (CL) April weekly call option implied volatility is at 62, May is at 19; compared to its 52-week range of into the expected release of quarter results before the bell on April 26.

Phillips 66 (PSX) April weekly call option implied volatility is at 63, May is at 31; compared to its 52-week range of 22 to 37 into the expected release of quarter results before the bell on April 26.

Auto Nation (AN) April weekly call option implied volatility is at 45, May is at 38; compared to its 52-week range of 27 to 84 into the expected release of quarter results before the bell on April 26.

New York Community Bancorp (NYCB) April weekly call option implied volatility is at 150, May is at 87; compared to its 52-week range of 24 to 231 into the expected release of quarter results before the bell on April 26.

Options with decreasing option implied volatility: HCP IBRX PAAS CPRI ALGN ENPH NFLX SPOT HAS CLS QS JBLU VRT DUK NEP ISRG TSLA HOG STX
Increasing unusual option volume: PTEN HCP SB EWH CP HTZ AKRO SNY UL MNST
Increasing unusual call option volume: HCP CP EWH HTZ MNST GEO TECK PEP NMM EDU UL OMF
Increasing unusual put option volume: HTZ HCP HOG CARR HON DNN NLY