Mid-session IV Report August 11, 2023

Mid-session IV Report August 11, 2023

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Mid-session IV Report August 11, 2023

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: VMW ZS DOCU AMC MPW

Popular stocks with increasing volume: PLTR RIVN JNJ MARA RBLX NIO

Upcoming event in NVDA has IV at upper end of range

NVIDIA (NVDA) 30-day option implied volatility is at 65; compared to its 52-week range of 39 to 68 as share price down 2%. Call put ratio 1 call to 1 put into expected release of quarter results on August 23.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 49 as share price down 1.4%.

Option IV into quarter results

Home Depot (HD) August option implied volatility is at 37, September is at 24; compared to its 52-week range of 17 to 39 into the expected release of quarter results before the bell on August 15.

Target (TGT) August option implied volatility is at 70, September is at 40; compared to its 52-week range of 26 to 52 into the expected release of quarter results before the bell on August 16.

Walmart (WMT) August option implied volatility is at 33, September is at 20; compared to its 52-week range of 12 to 32 into shares near record high into quarter results on August 17.

Suncor (SU) August option implied volatility is at 40, September is at 31; compared to its 52-week range of 26 to 54 into the expected release of quarter results after the bell on August 14. Call put ratio 2 calls to 1 put.

Monday.com (MNDY) August option implied volatility is at 119, September is at 72; compared to its 52-week range of 52 to 124 into the expected release of quarter results before the bell on August 14. Call put ratio 2 calls to 1 put.

SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 49 as shares trend higher. Call put ratio 1 call to 3.6 puts.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 30 as yields trend higher.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 60 as yields trend higher. Call put ratio 2.7 calls to 1 put.

Goldman Sachs (GS) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 44. Call put ratio 1 call to 1.6 puts

Options with decreasing option implied volatility: CHGG CPRI GRPN BYND AYX UPST PLTR APPS HIMS APP VKTX RBLX IONQ DISH
Increasing unusual option volume: WE EVLV NXE YELL MAXN CANO ACHR PGY AMLX BNS TUP GNS KVUE
Increasing unusual call option volume: EVLV KVUE MAXN ACHR PGY CANO RGTI GFI TUP AMLX EXEL SWKS
Increasing unusual put option volume: ASHR TUP CPRI ACHR BAC ROST PGY EBIX ARCC STLA APP PENN
Active options: TSLA NVDA AAPL BABA DIS AMZN AMD PLUG PLTR MSFT AMC META UPST GOOGL NKLA RIVN JNJ MARA RBLX NIO

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