Mid-session IV Report May 6, 2024

Mid-session IV Report May 6, 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 HIMS GTLB ASAN IEP LULU PBR CPRI HRL ACI BYND OM IOTCRWD CEG LULU BBWI ET

Popular stocks with increasing volume: NIO SOFI GME PFE HOOD MU BABA DIS

Active options: TSLA NVDA AAPL PLTR AMD AMZN NIO SOFI META AMC GME MARA PFE HOOD MU MSFT BABA GOOG DIS MPW

Option IV into quarter results

Walt Disney (DIS) May weekly call option implied volatility is at 73, May is at 50; compared to its 52-week range of 20 to 38 into the expected release of quarter results before the bell on May 7.

BP (BP) May weekly call option implied volatility is at 44, May is at 36; compared to its 52-week range of 17 to 33 into the expected release of quarter results before the bell on May 7.

UBS (UBS) May call option implied volatility is at 39, June is at 27; compared to its 52-week range of 18 to 74 into the expected release of quarter results before the bell on May 7.

Ferrari (RACE) May weekly call option implied volatility is at 66, May is at 44; compared to its 52-week range of 17 to 33 into the expected release of quarter results before the bell on May 7.

McKesson (MCK) May weekly call option implied volatility is at 50, May is at 33; compared to its 52-week range of 17 to 28 into the expected release of quarter results after the bell on May 7.

Occidental Petroleum (OXY) May weekly call option implied volatility is at 44, May is at 31; compared to its 52-week range of 19 to 39 into the expected release of quarter results after the bell on May 7.

Suncor (SU) May weekly call option implied volatility is at 43, May is at 33; compared to its 52-week range of 20 to 39 into the expected release of quarter results after the bell on May 7.

Datadog (DDOG) May weekly call option implied volatility is at 132, May is at 85; compared to its 52-week range of 32 to 67 into the expected release of quarter results before the bell on May 7.

Coupang (CPNG) May weekly call option implied volatility is at 99, May is at 66; compared to its 52-week range of 27 to 55 into the expected release of quarter results after the bell on May 7.

Kenvue (KVUE) May weekly call option implied volatility is at 56, May is at 39; compared to its 52-week range 16 to 53 of into the expected release of quarter results before the bell on May 7.

Electronic Arts (EA) May weekly call option implied volatility is at 62, May is at 42; compared to its 52-week range of 14 to 30 into the expected release of quarter results after the bell on May 7.

Rockwell Automation (ROK) May weekly call option implied volatility is at 59, May is at 34; compared to its 52-week range of 19 to 67 into the expected release of quarter results before the bell on May 7.

Global Foundries (GFS) May call option implied volatility is at 58, June is at 42; compared to its 52-week range of 31 to 87 into the expected release of quarter results before the bell on May 7. Call put ratio 1 call to 23 puts with a focus on May 45 puts.

Celsuis (CELH) May weekly call option implied volatility is at 168, May is at 112; compared to its 52-week range of 37 to 80 into the expected release of quarter results before the bell on May 7.

Toast (TOST) May weekly call option implied volatility is at 179, May is at 117; compared to its 52-week range of 40 to 82 into the expected release of quarter results after the bell on May 7.

Twilio (TWLO) May weekly call option implied volatility is at 133, May is at 87; compared to its 52-week range of 33 to 78 into the expected release of quarter results after the bell on May 7.

Wynn Resorts (WYNN) May weekly call option implied volatility is at 55, May is at 42; compared to its 52-week range of 57 to 106 into the expected release of quarter results after the bell on May 7.

Rivian (RIVN) May weekly call option implied volatility is at 187, May is at 133; compared to its 52-week range of into the expected release of quarter results after the bell on May 7.

Match Group (MTCH) May weekly call option implied volatility is at 112, May is at 75; compared to its 52-week range of 34 to 55 into the expected release of quarter results after the bell on May 7. Call put ratio 1 call to 5 puts with focus on May June spread.

Kinross Gold (KGC) May weekly call option implied volatility is at 60, May is at 51; compared to its 52-week range of 29 to 44 into the expected release of quarter results after the bell on May 7.

Crocs (CROX) May weekly call option implied volatility is at 127, May is at 82; compared to its 52-week range of 35 to 64 into the expected release of quarter results before the bell on May 7.

Reddit (RDDT) May weekly call option implied volatility is at 170, May is at 118; compared to its 52-week range of 86 to 166 into the expected release of quarter results before the bell on May 7.

Lyft (LYFT) May weekly call option implied volatility is at 202, May is at 133; compared to its 52-week range of 50 to 99 into the expected release of quarter results after the bell on May 7.

Uber (UBER) May weekly call option implied volatility is at 98, May is at 67; compared to its 52-week range of 30 to 54 into the expected release of quarter results before the bell on May 8.

Options with decreasing option implied volatility: RILY ALCC CAR FSLY WOLF TGTX PINS BILL GL LMND ENVX SMCI FTNT MSOS ETSY NET EXPE CVNA Z
Increasing unusual option volume: GLYC ALCC SIMO TSN LZ TPX INFY TRP ELAN BLMN AMRK CHPT BNED
Increasing unusual call option volume: SIMO ALCC ELAN TSN TPX BCRX BNTX AMTX NVT AMR EBS IVZ NSC CAVA
Increasing unusual put option volume: INFY EH ZI TPX TSN CHPT HIMS QSR GT IBRX NOK INDA LNG NANOS CUTR ROK COHR EYPT BYON