Mid-session IV Report February 7, 2024

Mid-session IV Report February 7, 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: ANF VLY SGML SE ABR MDB BURL TGT CRWD CPRI KR NYCB X

Popular stocks with increasing volume: PLTR SNAP BABA UBER RBLX NYCB PYPL WBA SOFI SMCI DIS

Option IV into release quarter results

Walt Disney (DIS) February weekly call option implied volatility is at 93, February is at 52; compared to its 52-week range of 20 to 39 into the expected release of quarter results after the bell on February 7. Call put ratio 1.4 calls to 1 put.

PayPal (PYPL) February weekly call option implied volatility is at 130, February is at 73; compared to its 52-week range of 27 to 57 into the expected release of quarter today after the bell. Call put ratio 3.2 calls to 1 put.

Wynn Resorts Ltd (WYNN) February weekly call option implied volatility is at 95, February is at 58; compared to its 52-week range of 28 to 44 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put.

Coty (COTY) February weekly call option implied volatility is at 130, February is at 68; compared to its 52-week range of 24 to 56 into the expected release of quarter results today after the bell.

Mattel (MAT) February call option implied volatility is at 78, March is at 43; compared to its 52-week range of 23 to 51 into the expected release of quarter results today after the bell.

ConocoPhillips (COP) February weekly call option implied volatility is at 50, February is at 35; compared to its 52-week range of 21 to 47 into the expected release of quarter results before the bell on February 8.

Kenvue (KVUE) February weekly call option implied volatility is at 66, February is at 37; compared to its 52-week range of 16 to 53 into the expected release of quarter results before the bell on February 8.

Take-Two (TTWO) February weekly call option implied volatility is at 88, February is at 48; compared to its 52-week range of 21 to 47 into the expected release of quarter results after the bell on February 8.

Cloudflare (NET) February weekly call option implied volatility is at 188, February is at 105; compared to its 52-week range of 40 to 89 into the expected release of quarter results after the bell on February 8. Call put ratio 2 calls to 1 put.

Illumina (ILMN) February weekly call option implied volatility is at 134, February is at 76; compared to its 52-week range of 31 to 69 into the expected release of quarter results after the bell on February 8. Call put ratio 7.8 calls to 1 put.

VeriSign (VRSN) February call option implied volatility is at 41, March is at 25; compared to its 52-week range of 15 to 65 into the expected release of quarter results after the bell on February 8.

Pinterest (PINS) February weekly call option implied volatility is at 182, February is at 94; compared to its 52-week range of 29 to 65 into the expected release of quarter results after the bell on February 8. Call put ratio 2.9 calls to 1 put.

China option IV

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 67. Call put ratio 1.4 calls to 1 put.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 35.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 51. Call put ratio 8.2 calls to 1 put with focus on March calls.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 27. Call put ratio 22 calls to 1 put with focus on July 28 calls.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 81. Call put ratio 1 call to 2.6 puts as share price down 1.6%.

M&T Bank Corp. (MTB) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 90. Call put ratio 1 call to 8.3 puts as share price down 2.3%.

Options with decreasing option implied volatility: SYM SNAP GOOS ALGN RBLX WOLF TEAM MOR
Increasing unusual option volume: NYCB LXRX VNET NVEI RITM SONO BSC FOXA FRSH KOPN
Increasing unusual call option volume: LXRX VNET NYCB SONO BCS RITM WU EMR FROG
Increasing unusual put option volume: VLY NYCB RITM CHGG WAL UAA CTLT RUM SNAP BCS
Active options: TSLA PLTR SNAP NVDA META BABA F AAPL AMD UBER RBLX AMZN NYCB MSFT ENPH PYPL WBA SOFI SMCI DIS