Mid-session IV Report August 25, 2022

Market Rebellion

This article was last updated on 08/25/2022.

Mid-session IV Report August 25, 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: ILMN TWTR FDX NLY ASHR LPG

Popular stocks with increasing volume: SNOW CRM OXY NIO MO JD PDD BABA

Option IV for China tech stocks amid U.S., China near deal for inspection of Chinese company audit records in Hong Kong – WSJ.

Pinduoduo (PDD) 30-day option implied volatility is at 86; compared to its 52-week range of 52 to 162 amid U.S., China near deal for inspection of Chinese company audit records in Hong Kong – WSJ. Call put ratio 2.1 calls to 1 put.

JD.com (JD) 30-day option implied volatility is at 50; compared to its 52-week range of 40 to 96. Call put ratio 1.5 calls to 1 put.

Alibaba (BABA) 30-day option implied is at 54; compared to its 52-week range of 38 to 99. Call put ratio 5.6 calls to 1 put.

Vipshop Holdings (VIPS) 30-day option implied is at 56; compared to its 52-week range of 55 to 87. Call put ratio 8.8 calls to 1 put.

NetEase (NTES) 30-day option implied is at 43; compared to its 52-week range of 37 to 85 amid U.S., China near deal for inspection of Chinese company audit records in Hong Kong – WSJ. Call put ratio 2.3 calls to 1 put.

NIO Inc. (NIO) 30-day option implied is at 69; compared to its 52-week range of 49 to 131. Call put ratio 3.7 calls to 1 put.

iShares China Large-Cap (FXI) 30-day option implied is at 27; compared to its 52-week range of 23 to 56 amid U.S., China near deal for inspection of Chinese company audit records in Hong Kong – WSJ. Call put ratio 4.6 calls to 1 put.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied is at 50; compared to its 52-week range of 40 to 98. Call put ratio 15.8 calls to 1 put as shares rally 7.4%.

Option movers into Federal Reserve gathering in Jackson Hole Wyoming

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 54. Call put ratio 2.8 calls to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 20; compared to its 52-week range of 12 to 27. Call put ratio 3.2 calls to 1 put.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 13; compared to its 52-week range of 5 to 21. Call put ratio 1 call to 14 puts.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 15; compared to its 52-week range of 5 to 23. Call put ratio 1 call to 2 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 14; compared to its 52-week range of 6 to 16.

United States Natural Gas (UNG) 30-day option implied volatility is at 86; compared to its 52-week range of 35 to 148 into OPEC meeting on September 5. Call put ratio 1.8 calls to 1 put as shares rally 1.1%.

Option IV into quarter results

Affirm (AFRM) August weekly call option implied volatility is at 410, September is at 138; compared to its 52-week range of 71 to 214 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Workday (WDAY) August weekly call option implied volatility is at 170, September is at 63; compared to its 52-week range of 27 to 68 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Marvell (MRVL) August weekly call option implied volatility is at 166, September is at 61; compared to its 52-week range of 29 to 80 into the expected release of quarter results after the bell on August 25.

Dell (DELL) September call option implied volatility is at 42, October is at 41; compared to its 52-week range of 23 to 92 into the expected release of quarter results today after the bell.

Ulta (ULTA) August weekly call option implied volatility is at 138, September is at 45; compared to its 52-week range of 27 to 61 into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: EVTL GETY CLAR ANF JWN ZM FL DLTR
Increasing unusual option volume: JNPR CLNN FST LU ISEE DBA
Increasing unusual call option volume: JNPR ISEE FST ISPO BURL IPOD FIGS
Increasing unusual put option volume: DBA ASTS NNDM ICLN DLTR BURL
Active options: TSLA NVDA AAPL AMD BABA AMZN BBBY PLUG SNOW CRM META OXY NCLH F GOOGL MSFT NIO MO CGC

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