Mid-session IV Report August 16, 2022

Market Rebellion

This article was last updated on 08/16/2022.

Mid-session IV Report August 16, 2022

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.

Option IV increases: CFVI GSK ORCL GETY NOVT TGT ADI CSCO LOW

Popular stocks with increasing volume: ZM SNOW NKLA AMC FUBO HD UBER HOOD TGT

Bank option IV flat to low as share price near lower end of range

JPMorgan (JPM) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 44.

Bank of America (BAC) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 48. Call put ratio 4.9 calls to 1 put with focus on September 40 calls.

Wells Fargo (WFC) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 51.

Citigroup (C) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 49. Call put ratio 1 call to 3.5 puts with focus on November and December 55 put spreader.

Option IV into quarter results

Lowe’s (LOW) August call option implied volatility is at 74, September is at 35; compared to its 52-week range of 19 to 41 into the expected release of quarter results before the bell on August 17.

Target (TGT) August call option implied volatility is at 110, September is at 48; compared to its 52-week range of 18 to 51 into the expected release of quarter results before the bell on August 17.

Kohl’s (KSS) August call option implied volatility is at 145, September is at 71; compared to its 52-week range of 40 to 122 into the expected release of quarter results before the bell on August 18. Call put ratio 7.1 calls to 1 put.

Cisco Systems (CSCO) August call option implied volatility is at 70, September is at 27; compared to its 52-week range of 16 to 42 into the expected release of quarter results after the bell on August 18. Call put ratio 2.2 calls to 1 put.

Salesforce (CRM) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 62 into Dreamforce 2022 in San Francisco on September 20-22. Call put ratio 1.6 calls to 1 put as shares sell off 1.6%.

Oracle (ORCL) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 52.

Options with decreasing option implied volatility: SOS BMBL BROS COIN RBLX SONO BE TTD SIX ILMN HBI AKAM DIS WEN WMT
Increasing unusual option volume: GEO GES IONQ GLBE RLX XPO SOND
Increasing unusual call option volume: GEO IONQ GLBE RLX VWO AMTX SOND
Increasing unusual put option volume: XPO BE NVTA FAST BJ DNA LIT NKLA
Active options: TSLA WMT AAPL AMZN BBBY NKLA AMC NVDA AMD FUBO META HD UBER F HOOD GOOGL SNAP NU NIO TGT

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