Mid-session IV Report August 15, 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: BHP APLS X ORCL HZNP FRHC WAL DFS MITK
Popular stocks with increasing volume: HD X DIS COIN PYPL LYFT C
Option IV into quarter results
Cava Group (CAVA) August call option implied volatility is at 175, September is at 79; compared to its 52-week range of 56 to 92 into the expected release of quarter results today after the bell.
Target (TGT) August option implied volatility is at 99, September is at 40; compared to its 52-week range of 25 to 52 into the expected release of quarter results before the bell on August 16.
Cisco (CSCO) August option implied volatility is at 59, September is at 24; compared to its 52-week range of 14 to 39 into the expected release of quarter results after the bell on August 16.
TJX Companies (TJX) August option implied volatility is at 55, September is at 24; compared to its 52-week range of 14 to 40 into the expected release of quarter results before the bell on August 16.
JD.com (JD) August option implied volatility is at 90, September is at 52; compared to its 52-week range of 41 to 83 into the expected release of quarter results before the bell on August 16.
Brinker (EAT) August option implied volatility is at 125, September is at 51; compared to its 52-week range of 35 to 97 into the expected release of quarter results before the bell on August 16.
Walmart (WMT) August option implied volatility is at 51, September is at 23; compared to its 52-week range of 12 to 32 into quarter results on August 17.
Applied Materials (AMAT) August option implied volatility is at 70, September is at 39; compared to its 52-week range of 29 to 59 into the expected release of quarter results after the bell on August 17.
Ross Stores (ROST) August option implied volatility is at 83, September is at 32; compared to its 52-week range of 18 to 50 into the expected release of quarter results after the bell on August 17.
Fintech option IV
PayPal (PYPL) 30-day option implied volatility is at 32; compared to its 52-week range of 31 to 71 as share price down 3.4%.
Upstart Holdings (UPST) 30-day option implied volatility is at 102; compared to its 52-week range of 86 to 159.
Affirm Holdings (AFRM) 30-day option implied volatility is at 98; compared to its 52-week range of 76 to 146.
Block (SQ) 30-day option implied volatility is at 42; compared to its 52-week range of 41 to 92.
SoFi Technologies (SOFI) 30-day option implied volatility is at 59; compared to its 52-week range of 52 to 106. Call put ratio 1.6 calls to 1 put with focus on August calls.
Option volume movers
Match Group (MTCH) 30-day option implied volatility is at 41; compared to its 52-week range of 39 to 77. Call put ratio 28 calls to 1 put with focus on August calls.
Victoria’s Secret & Co. (VSCO) 30-day option implied volatility is at 78; compared to its 52-week range of 44 to 114. Call put ratio 4.2 calls to 1 put with focus on September calls.
Options with decreasing option implied volatility: GRPN CPRI LYFT APPS UPST ARRY APP PCT IONQ BMBL RBLX BROS TWLO SE AVDL TTD RIVN
Increasing unusual option volume: ASTL KVUE GNS GSM TMDX GOL SRTY SRG ALLY WE BALL MTCH VSCO CLF X DLO ONON HE
Increasing unusual call option volume: ASTL KVUE GNS PSFE TSEM NVTS EQNR DFS YANG AMSC SE DQ MT
Increasing unusual put option volume: TUP KVUE ALLY BALL COTY DLO TMC SE AES AEP RUM AKAM DFS COF
Active options: NVDA TSLA AAPL AMC AMD AMZN SE BAC HD X PLTR NIO BABA DIS MSFT META COIN PYPL LYFT C
