Mid-session IV Report August 21, 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: NSSC SKLZ ACHR FDX ABR MPW
Popular stocks with increasing volume: JNJ PANW KVUE PLTR PFE NIO NKLA PYPL BABA
Movers
Moderna (MRNA) 30-day option implied volatility is at 49; compared to its 52-week range of 41 to 79. Call put ratio 3.4 calls to 1 put with focus on August weekly calls as shares rally 6.7%.
Option IV into quarter results
Zoom Video (ZM) August weekly option implied volatility is at 125, September is at 66; compared to its 52-week range of 38 to 86 into the expected release of quarter results today after the bell.
Lowe’s (LOW) August weekly option implied volatility is at 49, September is at 30; 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 51, September is at 27; 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 1.7 calls to 1 put.
Baidu (BIDU) August weekly option implied volatility is at 74, September is at 49; 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 74, September is at 41; 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 115, September is at 56; 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 3.3 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. Call put ratio 1 call to 3.3 puts.
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 120, September is at 98; compared to its 52-week range of 54 to 150 into the expected release of quarter results before the bell on August 22.
Macy’s (M) August weekly option implied volatility is at 132, September is at 68; compared to its 52-week range of 39 to 77 into the expected release of quarter results before the bell on August 22.
Urban Outfitters (URBN) August weekly option implied volatility is at 94, September is at 49; compared to its 52-week range of 30 to 71 into the expected release of quarter results after the bell on August 22.
NVIDIA (NVDA) August weekly call option implied volatility is at 135, September is at 70; compared to its 52-week range of 39 to 68 into expected release of quarter results on August 23. Call put ratio 1.5 calls to 1 put.
Salesforce (CRM) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 54 into the expected release of quarter results on August 30 and Dreamforce 2023 beginning on September 14.
Options with decreasing option implied volatility: COHR DLO BILL APLS VMW ONON WOLF SE ZIM CAVA IOVA STNE TGT PANW EL TME TJX CSCO WMT
Increasing unusual option volume: CYH TUP GNS FMC JNJ BMBL KVUE BMBL HLF
Increasing unusual call option volume: GNS KVUE TUP ATUS TSEM JNJ MAXN ESTE SKLZ MSOS COMM EGY
Increasing unusual put option volume: BMBL PZZA TUP JNJ PR TMV BALL ACHR
Active options: TSLA NVDA JNJ AMC AAPL AMD PANW KVUE AMZN META MSFT GOOGL PLTR PFE NIO NKLA NFLX MARA PYPL BABA
