Mid-session IV Report August 23, 2023

Mid-session IV Report August 23, 2023

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Mid-session IV Report August 23, 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: FDX NVAX ATVI ASO ITOS

Popular stocks with increasing volume: JNJ PTON LCID FL PBR KVUE TSM

Option IV into quarter results

NVIDIA (NVDA) August call option implied volatility is at 167, September is at 70; compared to its 52-week range of 39 to 68 into expected release of quarter results today after the bell.

Snowflake (SNOW) August weekly option implied volatility is at 178, September is at 71; compared to its 52-week range of 47 to 91 into the expected release of quarter results today after the bell.

Splunk (SPLK) August weekly option implied volatility is at 137, September is at 47; compared to its 52-week range of 34 to 80 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Gap (GPS) into August weekly option implied volatility is at 212, September is at 84; compared to its 52-week range of 43 to 90 the expected release of quarter results on August 24. Call put ratio 3.6 calls to 1 put with focus on Augusts weekly calls.

Nordstrom (JWN) August weekly option implied volatility is at 200, September is at 79; compared to its 52-week range of 40 to 94 into the expected release of quarter results after the bell on August 24. Call put ratio 1 call to 3.9 puts.

Dollar Tree (DLTR) August weekly option implied volatility is at 127, September is at 46; compared to its 52-week range of 21 to 52 into the expected release of quarter results before the bell on August 24. Call put ratio 1 call to 2.7 puts.

Burlington Stores (BURL) August weekly option implied volatility is at 184, September is at 67; compared to its 52-week range of 33 to 69 into the expected release of quarter results before the bell on August 24.

AI option IV into NVIDIA (NVDA) quarter results and outlook

Systems (ADBE) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 50.

Marvell Technology (MRVL) 30-day option implied volatility is at 58; compared to its 52-week range of 38 to 70.

C3 AI (AI) 30-day option implied volatility is at 102; compared to its 52-week range of 56 to 223. Call put ratio 3.2 calls to 1 put.

Workday (WDAY) 30-day option implied volatility is at 41; compared to its 52-week range of 26 to 57.

Palantir (PLTR) 30-day option implied volatility is at 59; compared to its 52-week range of 48 to 93.

Oracle (ORCL) 30-day option implied volatility is at 38; compared to its 52-week range of 18 to 47. Call put ratio 2.3 calls to 1 put as shares up 2.8%.

Salesforce (CRM) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 53 into quarter results expected to be release on August 30.

ServiceNow (NOW) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 61. Call put ratio 3 calls to 1 put.

Intel (INTC) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 59.

Broadcom (AVGO) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 57.

AMD (AMD) 30-day option implied volatility is at 46; compared to its 52-week range of 40 to 69.

Qualcomm (QCOM) 30-day option implied volatility is at 29; compared to its 52-week range of 28 to 58.

Applied Materials (AMAT) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 59.

Taiwan Semi (TSM) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 53. Call put ratio 3.9 calls to 1 put as share price up 3%.

onsemi (ON) 30-day option implied volatility is at 38; compared to its 52-week range of 37 to 74.

Cadence Design Systems (CDNS) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 76.

KLA Corporation (KLAC) 30-day option implied volatility is at 34; compared to its 52-week range of 30 to 58.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 49.

Option IV for atheletic stocks after Footlocker (FL) results

Skechers USA (SKX) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 72.

Under Armour Inc (UAA) 30-day option implied volatility is at 40; compared to its 52-week range of 36 to 83. Call put ratio 20 calls to 1 put.

Nike (NKE) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 52 as shares sell off 4.3%.

NVIDIA (NVDA) August weekly 467 straddle is priced for a move of 11% into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: NVCR BILL AAP WOLF DLO VMW STNE ZM ANF M PANW DFS EL COTY ATVI WMT ADI LOW
Increasing unusual option volume: ABCM KVUE ABCM BZH URBN BTG RCUS FL NMM GNS DKS TROX WE ANF IYR
Increasing unusual call option volume: NMM IYR RCUS BTG PBRA URBN TSEM FL TROX ANF DKS APLS GPS DB
Increasing unusual put option volume: URBN FL SGEN MDY DKS YANG IQ FTCH PTON GRAB ANF WSM ADI FNGR APLS BSX
Active options: TSLA AAPL NVDA AMC GOOGL PTON AMZN AMD NFLX JNJ GOOG LCID FL PBR KVUE META MPW BABA MSFT TSM

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