Mid-session IV Report May 7, 2024

Mid-session IV Report May 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: GME GTLB ASAN IOT PBR LULU BBWI DOCU ASO EDR MOR NANOS UL
Popular stocks with increasing volume: DIS RIVN AMD PTON CELH

Active options: PLTR TSLA AAPL NVDA DIS AMZN GOOGL RIVN AMD PTON META GOOG DDOG AMC CELH LCID BABA NIO MARA MSFT

Apple (AAPL) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 31 into hosting its annual Worldwide Developers Conference (WWDC) from June 10 through 14, 2024. Call put ratio 2.5 calls to 1 put.

Option IV into quarter results

Coupang (CPNG) May weekly call option implied volatility is at 105, May is at 67; compared to its 52-week range of 27 to 55 into the expected release of quarter results today after the bell.

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 today after the bell.

Toast (TOST) May weekly call option implied volatility is at 210, May is at 119; compared to its 52-week range of 40 to 82 into the expected release of quarter results today after the bell.

Twilio (TWLO) May weekly call option implied volatility is at 140, May is at 87; compared to its 52-week range of 33 to 78 into the expected release of quarter results today after the bell.

Wynn Resorts (WYNN) May weekly call option implied volatility is at 62, May is at 42; compared to its 52-week range of 57 to 106 into the expected release of quarter results today after the bell.

Match Group (MTCH) May weekly call option implied volatility is at 122, May is at 75; compared to its 52-week range of 34 to 55 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Lyft (LYFT) May weekly call option implied volatility is at 231, May is at 141; compared to its 52-week range of 50 to 99 into the expected release of quarter results today after the bell.

Uber (UBER) May weekly call option implied volatility is at 112, May is at 69; compared to its 52-week range of 30 to 54 into the expected release of quarter results before the bell on May 8.

Airbnb (ABNB) May weekly call option implied volatility is at 106, May is at 67; compared to its 52-week range of 31 to 56 into the expected release of quarter results after the bell on May 8.

Anheuser-Busch (BUD) May weekly call option implied volatility is at 47, May is at 30; compared to its 52-week range of 15 to 36 into the expected release of quarter results before the bell on May 8.

Arm Holdings (ARM) May weekly call option implied volatility is at 170, May is at 109; compared to its 52-week range of 36 to 171 into the expected release of quarter results after the bell on May 8.

Shopify (SHOP) May weekly call option implied volatility is at 150, May is at 91; compared to its 52-week range of 36 to 73 into the expected release of quarter results before the bell on May 8.

Emerson Electric (EMR) May weekly call option implied volatility is at 74, May is at 44; compared to its 52-week range of 15 to 29 into the expected release of quarter results before the bell on May 8.

Trade Desk (TTD) May weekly call option implied volatility is at 141, May is at 87; compared to its 52-week range of 56 to 74 into the expected release of quarter results after the bell on May 8.

HubSpot (HUBS) May call option implied volatility is at 98, June is at 57; compared to its 52-week range of 31 to 68 into the expected release of quarter results after the bell on May 8. Call put ratio 25 calls to 1 put with focus on May 660 calls.

Teva (TEVA) May weekly call option implied volatility is at 92, May is at 57; compared to its 52-week range of 25 to 53 into the expected release of quarter results before the bell on May 8. Call put ratio 48 calls to 1 put with focus on May 14 and January 17 calls.

Robinhood (HOOD) May weekly call option implied volatility is at 170, May is at 113; compared to its 52-week range of 35 to 80 into the expected release of quarter results after the bell on May 8.

Affirm (AFRM) May weekly call option implied volatility is at 205, May is at 103; compared to its 52-week range of 64 to 124 into the expected release of quarter results before the bell on May 8.

Duolingo (DUOL) May call option implied volatility is at 111, June is at 65; compared to its 52-week range of 41 to 96 into the expected release of quarter results after the bell on May 8.

Options with decreasing option implied volatility: CGC TGTX FSLY CAR ROOT LMND WOLF BILL MSOS NET PINS RILY SMCI PLTR ENVX FTNT CVNA ETSY SQ
Increasing unusual option volume: TPX GNW ZETA PRKS GRAB ALCC ZI TDC BSM HIMS AXON PTLO
Increasing unusual call option volume: GRAB GNW ZETA TEVA PRKS BIL BAND ALCC PTLO CTVA AMBC PPL DVA FGEN
Increasing unusual put option volume: ZI TPX GFI AXON KVUE PCAR CFG PTON CRBG DRI CLMT ESPR