Mid-session IV Report April 30, 2024

Mid-session IV Report April 30, 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: GME OKTA AI ANF DELL FL AAP DKS NTAP ULTA BURL DG DLTR SWN HRL PBR ET HYG

Popular stocks with increasing volume: PYPL SOFI INTC SNAP KO LLY NIO MCD

Active options: TSLA SOFI NVDA PYPL AMZN AMD META GOOGL AAPL MSFT CCJ INTC SNAP KO GOOG LLY MARA DJT NIO MCD

Option IV into quarter results and FOMC policy meeting

Amazon (AMZN) May weekly call option implied volatility is at 109, May is at 66; compared to its 52-week range of 23 to 49 into the expected release of quarter results today after the bell.

Advanced Micro Devices (AMD) May weekly call option implied volatility is at 113, May is at 74; compared to its 52-week range of 34 to 58 into the expected release of quarter results today after the bell.

Starbucks (SBUX) May weekly call option implied volatility is at 86, May is at 51; compared to its 52-week range of into the expected release of quarter results today after the bell.

Mondelez (MDLZ) May weekly call option implied volatility is at 44, May is at 27; compared to its 52-week range of 12 to 29 into the expected release of quarter results today after the bell.

Pinterest (PINS) May weekly call option implied volatility is at 177, May is at 102; compared to its 52-week range of 29 to 74 into the expected release of quarter results today after the bell.

Caesars (CZR) May weekly call option implied volatility is at 90, May is at 60; compared to its 52-week range of 36 to 58 into the expected release of quarter results today after the bell.

Mastercard (MA) May weekly call option implied volatility is at 45, May is at 31; compared to its 52-week range of 14 to 27 into the expected release of quarter results before the bell on May 1.

Qualcomm (QCOM) May weekly call option implied volatility is at 94, May is at 57; compared to its 52-week range of 22 to 43 into the expected release of quarter results after the bell on May 1.

Pfizer (PFE) May weekly call option implied volatility is at 57, May is at 38; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on May 1.

KKR (KKR) May weekly call option implied volatility is at 69, May is at 41; compared to its 52-week range of 22 to 44 into the expected release of quarter results before the bell on May 1.

Marriott (MAR) May weekly call option implied volatility is at 59, May is at 33; compared to its 52-week range of 18 to 37 into the expected release of quarter results before the bell on May 1.

Estee Lauder (EL) May weekly call option implied volatility is at 123, May is at 61; compared to its 52-week range of 23 to 73 into the expected release of quarter results before the bell on May 1.

MetLife (MET) May weekly call option implied volatility is at 51, May is at 29; compared to its 52-week range of 17 to 40 into the expected release of quarter results before the bell on May 1.

DoorDash (DASH) May weekly call option implied volatility is at 131, May is at 68; compared to its 52-week range of 32 to 64 into the expected release of quarter results after the bell on May 1.

AIG (AIG) May weekly call option implied volatility is at 77, May is at 41; compared to its 52-week range of 16 to 40 into the expected release of quarter results after the bell on May 1.

Kraft Heinz (KHC) May weekly call option implied volatility is at 51, May is at 27; compared to its 52-week range of 13 to 29 into the expected release of quarter results before the bell on May 1.

Allstate (ALL) May call option implied volatility is at 31, June is at 25; compared to its 52-week range of 18 to 73 into the expected release of quarter results after the bell on May 1.

Yum Brands (YUM) May call option implied volatility is at 25, June is at 20; compared to its 52-week range of 14 to 29 into the expected release of quarter results before the bell on May 1.

Devon Energy (DVN) May weekly call option implied volatility is at 61, May is at 34; compared to its 52-week range of 21 to 47 into the expected release of quarter results after the bell on May 1.

HubSpot (HUBS) May call option implied volatility is at 79, June is at 58; compared to its 52-week range of 31 to 68 into the expected release of quarter results on May 1.

eBay (EBAY) May weekly call option implied volatility is at 87, May is at 42; compared to its 52-week range of 21 to 43 into the expected release of quarter results after the bell on May 1.

Carvana (CVNA) May weekly call option implied volatility is at 223, May is at 126; compared to its 52-week range of 74 to 203 into the expected release of quarter results after the bell on May 1.

MGM Resorts (MGM) May weekly call option implied volatility is at 88, May is at 46; compared to its 52-week range of 26 to 47 into the expected release of quarter results after the bell on May 1.

Etsy (ETSY) May weekly call option implied volatility is at 149, May is at 83; compared to its 52-week range of 38 to 73 into the expected release of quarter results after the bell on May 1. Call put ratio 1 call to 3.8 puts.

C.H. Robinson (CHRW) May call option implied volatility is at 44, June is at 35; compared to its 52-week range of 19 to 70 into the expected release of quarter results after the bell on May 1.

Generac (GNRC) May weekly call option implied volatility is at 124, May is at 63; compared to its 52-week range of 33 to 66 into the expected release of quarter results before the bell on May 1.

Norwegian Cruise Lines (NCLH) May weekly call option implied volatility is at 125, May is at 65; compared to its 52-week range of 37 to 64 into the expected release of quarter results before the bell on May 1.

Zillow (Z) May weekly call option implied volatility is at 139, May is at 75; compared to its 52-week range of 34 to 61 into the expected release of quarter results after the bell on May 1.

Options with decreasing option implied volatility: SNAP BKKT MANU HCP ROKU ENPH TDOC CLS ALGN TEAM HAS
Increasing unusual option volume: CCK LITE CHGG LFMD NVT CNHI LDOS ALCC DO APTV PACB TAN MED
Increasing unusual call option volume: CHGG LITE TAN LDOS MED DOV ALCC ALIT PACB CVI
Increasing unusual put option volume: PACB CHGG APTV YUMC EH ANVS NRG STLA LVS QSR