Mid-session IV Report August 16, 2023

Mid-session IV Report August 16, 2023

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Mid-session IV Report August 16, 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: ORCL APLS X DFS HZNP ET HZNP

Popular stocks with increasing volume: TGT JD COIN DIS PYPL

Movers into release of Fed minutes

NVIDIA (NVDA) 30-day option implied volatility is at 65; compared to its 52-week range of 39 to 68 into expected release of quarter results on August 23.

Salesforce (CRM) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 54 into Dreamforce 2023 beginning on September 14.

Coinbase (COIN) 30-day option implied volatility is at 73; compared to its 52-week range of 73 to 137 as shares rally 2%.

Option IV into quarter results

Walmart (WMT) August option implied volatility is at 59, September is at 23; compared to its 52-week range of 12 to 32 into quarter results today after the bell.

Applied Materials (AMAT) August option implied volatility is at 80, September is at 40; compared to its 52-week range of 29 to 59 into the expected release of quarter results today after the bell.

Ross Stores (ROST) August option implied volatility is at 90, September is at 32; compared to its 52-week range of 18 to 50 into the expected release of quarter results today after the bell. Call put ratio 1 call to 4.6 puts.

Deere (DE) August option implied volatility is at 71, September is at 31; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on August 18.

Palo Alto Networks (PANW) August option implied volatility is at 83, September is at 46; compared to its 52-week range of 26 to 55 into the expected release of quarter results after the bell on August 18. Call put ratio 2.3 calls to 1 put.

Estee Lauder (EL) August option implied volatility is at 113, September is at 42; compared to its 52-week range of 24 to 78 into the expected release of quarter results before the bell on August 18. Call put ratio 1 call to 3 puts.

Vipshop (VIPS) August option implied volatility is at 140, September is at 56; compared to its 52-week range of 67 to 127 into the expected release of quarter results before the bell on August 18. Call put ratio 3.3 calls to 1 put.

Options with decreasing option implied volatility: CPRI GRPN APP SE TTD ONON CAVA PLUG TGT YPF DIS CAH HD TJX
Increasing unusual option volume: PZZA ROST SYY DKNG NCR LPX VFC JBHT ACAD KVUE DLO AMSC LITE TSEM COHR BALL
Increasing unusual call option volume: VFC LITE UNIT DLO TSEM KVUE SYY NAT LPX
Increasing unusual put option volume: ACHR A PGR TME BSX LITE BALL COTY COHR KVUE DLO ROST BSX TUP TSEM RSP TME JBHT
Active options: TSLA NKLA NVDA AMC TGT AMZN AAPL AMD BABA META SE JD NIO BAC GOOG MARA MSFT COIN DIS PYPL

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