Mid-session IV Report August 18, 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: BLDR ORCL ABR NANOS FYBR BITO PANW MPW SNOW NVDA DKS FL ZM
Popular stocks with increasing volume: PLTR BABA MU NIO PYPL COIN JD
Option IV into quarter results
Palo Alto Networks (PANW) August option implied volatility is at 240, September is at 51; compared to its 52-week range of 26 to 55 into the expected release of quarter results today after the bell. Call put ratio 1 calls to 1.5 puts.
Zoom Video (ZM) August weekly option implied volatility is at 99, September is at 62; compared to its 52-week range of 38 to 86 into the expected release of quarter results after the bell on August 21.
Lowe’s (LOW) August weekly option implied volatility is at 41, September is at 31; compared to its 52-week range of 19 to 44 into the expected release of quarter results before the bell on August 22.
Medtronic (MDT) August weekly option implied volatility is at 40, September is at 28; compared to its 52-week range of 15 to 32 into the expected release of quarter results before the bell on August 22. Cal put ratio 2 calls to 1 put.
Baidu (BIDU) August weekly option implied volatility is at 60, September is at 48; compared to its 52-week range of 41 to 78 into the expected release of quarter results before the bell on August 22.
Dicks’s Sporting Goods (DKS) August weekly option implied volatility is at 67, September is at 45; compared to its 52-week range of 26 to 66 into the expected release of quarter results before the bell on August 22.
Coty (COTY) August weekly option implied volatility is at 74, September is at 45; compared to its 52-week range of 25 to 67 into the expected release of quarter results before the bell on August 22. Call put ratio 1 call to 2.9 puts with focus on August and October puts.
BJ’s Wholesale Club (BJ) September option implied volatility is at 38, October is at 30; compared to its 52-week range of 19 to 79 into the expected release of quarter results before the bell on August 22.
Toll Brothers (TOL) August weekly option implied volatility is at 64, September is at 44; compared to its 52-week range of 24 to 48 into the expected release of quarter results after the bell on August 22.
iQIYI (IQ) August weekly option implied volatility is at 99, September is at 67; compared to its 52-week range of 54 to 150 into the expected release of quarter results before the bell on August 22. Call put ratio 2.9 calls to 1 put.
Macy’s (M) August weekly option implied volatility is at 108, September is at 67; compared to its 52-week range of 39 to 77 into the expected release of quarter results before the bell on August 22. Call put ratio 4.2 calls to 1 put.
Urban Outfitters (URBN) August weekly option implied volatility is at 76, September is at 48; compared to its 52-week range of 30 to 71 into the expected release of quarter results after the bell on August 22. Call put ratio 1 call to 4 puts with focus on January puts.
Canadian Solar (CSIQ) August weekly option implied volatility is at 77, September is at 56; compared to its 52-week range of 42 to 74 into the expected release of quarter results before the bell on August 22. Call put ratio 5.5 calls to 1 put with focus on September calls.
NVIDIA (NVDA) August weekly option implied volatility is at 100, September is at 67; compared to its 52-week range of 39 to 68 into the expected release of quarter results after the bell on August 23.
Snowflake (SNOW) August weekly option implied volatility is at 107, September is at 71; compared to its 52-week range of 47 to 91 into the expected release of quarter results after the bell on August 23.
Foot Locker (FL) August weekly call option implied volatility is at 110, September is at 65; compared to its 52-week range of 36 to 71 into the expected release of quarter results before the bell on August 23.
Options with decreasing option implied volatility: SE ONON WOLF BILL COHR CAVA IOVA YPF ZIM TGT EL SBSW CSCO TJX WMT
Increasing unusual option volume: BLMN KVUE BNS GOL FYBR GNS CGNX YANG KEYS CBAY MPW
Increasing unusual call option volume: FYBR KVUE ROST YANG GNS TAN PSQ BITI SILV TH BILL EL ASTL BK
Increasing unusual put option volume: KVUE ASHR PZZA TUP BALL ROST FTCH BSX VIPS
Active options: TSLA NVDA AAPL AMZN AMD AMC META MSFT GOOGL PLTR BABA MU NIO GOOG WMT MARA PYPL COIN JD RIOT
