Mid-session IV Report April 29, 2024

Mid-session IV Report April 29, 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: OKTA GME AI FL DKS NTAP ULTA ANVS IBRX AI TSLL DELL MDB PDD CRWD MRVL

Popular stocks with increasing volume: XOM INTC T AMC NIO F BAC PHG

Active options: XOM TSLA AAPL AMZN META AMD IBRX GOOGL INTC MSFT T HOOD BIDU GOOG MARA AMC NIO MLCO F BAC

Option IV into quarter results

NXP Semiconductors (NXPI) May weekly call option implied volatility is at 69, May is at 43; compared to its 52-week range of 25 to 41 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

Paramount Global (PARA) May weekly call option implied volatility is at 125, May is at 93; compared to its 52-week range of 40 to 87 into the expected release of quarter results today after the bell.

MicroStrategy (MSTR) May weekly call option implied volatility is at 119, May is at 118; compared to its 52-week range of 55 to 165 into the expected release of quarter results today after the bell.

Amazon (AMZN) May weekly call option implied volatility is at 95, May is at 52; compared to its 52-week range of 23 to 49 into the expected release of quarter results after the bell on April 30.

Advanced Micro Devices (AMD) May weekly call option implied volatility is at 98, May is at 61; compared to its 52-week range of 34 to 58 into the expected release of quarter results after the bell on April 30.

PayPal (PYPL) May weekly call option implied volatility is at 106, May is at 58; compared to its 52-week range of 15 to 36 into the expected release of quarter results before the bell on April 30.

Starbucks (SBUX) May weekly call option implied volatility is at 73, May is at 41; compared to its 52-week range of into the expected release of quarter results after the bell on April 30.

Eli Lilly (LLY) May weekly call option implied volatility is at 70, May is at 42; compared to its 52-week range of 19 to 39 into the expected release of quarter results before the bell on April 30.

Coca-Cola (KO) May weekly call option implied volatility is at 25, May is at 16; compared to its 52-week range of 11 to 24 into the expected release of quarter results before the bell on April 30.

McDonalds (MCD) May weekly call option implied volatility is at 34, May is at 21; compared to its 52-week range of 11 to 23 into the expected release of quarter results before the bell on April 30.

Stryker (SYK) May call option implied volatility is at 29, June is at 22; compared to its 52-week range of 16 to 66 into the expected release of quarter results after the bell on April 30.

Mondelez (MDLZ) May weekly call option implied volatility is at 43, May is at 23; compared to its 52-week range of 12 to 29 into the expected release of quarter results after the bell on April 30.

American Tower (AMT) May call option implied volatility is at 31, June is at 27; compared to its 52-week range of 22 to 33 into the expected release of quarter results before the bell on April 30.

Stellantis (STLA) May call option implied volatility is at 34, June is at 31; compared to its 52-week range of 22 to 252 into the expected release of quarter results before the bell on April 30.

Trane Technologies (TT) May call option implied volatility is at 40, June is at 29; compared to its 52-week range of 17 to 69 into the expected release of quarter results before the bell on April 30.

Marathon Petroleum (MPC) May weekly call option implied volatility is at 49, May is at 35; compared to its 52-week range of 23 to 48 into the expected release of quarter results before the bell on April 30. Call put ratio 4.9 calls to 1 put.

3M (MMM) May weekly call option implied volatility is at 59, May is at 37; compared to its 52-week range of 19 to 34 into the expected release of quarter results before the bell on April 30.

GE HealthCare (GEHC) May weekly call option implied volatility is at 65, May is at 38; compared to its 52-week range of 18 to 35 into the expected release of quarter results before the bell on April 30.

Diamondback Energy (FANG) May weekly call option implied volatility is at 47, May is at 31; compared to its 52-week range of 20 to 79 into the expected release of quarter results before the bell on April 30. Call put ratio 3 calls to 1 put.

Archer Daniels Midland (ADM) May weekly call option implied volatility is at 58, May is at 33; compared to its 52-week range of 17 to 43 into the expected release of quarter results before the bell on April 30.

Corning (GLW) May weekly call option implied volatility is at 66, May is at 34; compared to its 52-week range of 16 to 30 into the expected release of quarter results before the bell on April 30.

Pinterest (PINS) May weekly call option implied volatility is at 160, May is at 83; compared to its 52-week range of 29 to 74 into the expected release of quarter results after the bell on April 30.

Chesapeake (CHK) May call option implied volatility is at 29, June is at 24; compared to its 52-week range of 19 to 76 into the expected release of quarter results after the bell on April 30.

Ecolab (ECL) May call option implied volatility is at 29, June is at 22; compared to its 52-week range of 14 to 65 into the expected release of quarter results before the bell on April 30.

Boston Properties (BXP) May call option implied volatility is at 41, June is at 38; compared to its 52-week range of 28 to 87 into the expected release of quarter results after the bell on April 30.

Caesars (CZR) May weekly call option implied volatility is at 78, May is at 53; compared to its 52-week range of 36 to 58 into the expected release of quarter results after the bell on April 30.

Sirius XM (SIRI) May weekly call option implied volatility is at 100, May is at 70; compared to its 52-week range of 31 to 157 into the expected release of quarter results before the bell on April 30. Call put ratio 4 calls to 1 put.

Clorox (CLX) May weekly call option implied volatility is at 63, May is at 34; compared to its 52-week range of 16 to 36 into the expected release of quarter results after the bell on April 30.

Options with decreasing option implied volatility: HCP SNAP ROKU TDOC CLS ENPH
Increasing unusual option volume: SB AVTR IBRX XFOR BYD MLCO EH
Increasing unusual call option volume: IBRX CHGG MLCO SB UNP COPX KTOS BJ
Increasing unusual put option volume: PSNY AVTR EXEL XPO HTZ IBRX