Mid-session IV Report August 25, 2023

Mid-session IV Report August 25, 2023

by

Mid-session IV Report August 25, 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: NVAX SGEN EBIX HE DOCN

Popular stocks with increasing volume: PLTR AMC DIS KVUE JNJ MRVL SNOW BAC AI C

Option IV steady as stocks sell off after Fed Chair Jerome Powell speech

NVIDIA (NVDA) 30-day option implied volatility is at 45; compared to its 52-week range of 39 to 68. Call put ratio 1.6 calls to 1 put.

Qualcomm (QCOM) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 58.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 49.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 38.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 39; compared to its 52-week range of 35 to 72.

Salesforce (CRM) 30-day option implied volatility is at 40; 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.

General Motors (GM) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 60 into their current union contracts end on September 14. Call put ratio 1 call to 1.9 puts.

Ford (F) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 588 into their current union contracts end on September 14.

Stellantis (STLA) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 423 into their current union contracts end on September 14. Call put ratio 1 call to 7.3 puts.

Nike (NKE) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 52.

Walt Disney (DIS) dis 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 49.

iShares 20+ Year Treasury Bond ETF (TLT) August weekly call option implied volatility is at 25, September is at 17; compared to its 52-week range of 13 to 30 after Fed Chair Jerome Powell speech. Call put ratio 2.7 calls to 1 put.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 36; compared to its 52-week range of 24 to 60 as yields trend higher. Call put ratio 1.3 calls to 1 put.

Options with decreasing option implied volatility: AMC EBIX NVCR AAP PTON MPW ANF SNOW APLS PANW M NVDA KSS M GPS MRVL DLTR JWN COTY
Increasing unusual option volume: KVUE AMPY GES AB CRDO NXE GNS GPS IRBT JWN EDR PAGS WDAY
Increasing unusual call option volume: GES KVUE AMPY IRBT EQNR NXE GNS PAGS QSR AMPX SPLK
Increasing unusual put option volume: DOCN KVUE JWN DWAC WDAY GPS MRVL AFRM
Active options: NVDA TSLA AMD AAPL AMZN PLTR AMC DIS META MSFT KVUE GOOGL JNJ MRVL NFLX SNOW BAC AI C GOOG

Subscribe to Rebel Roundup for your weekly digest of market highlights and free trading lessons.
We’re on a mission to empower retail traders with the tools they need to succeed.

Join a growing community of traders with Market Rebellion

Join the thousands of users daily!
Start Your Day the Smart Money Way

Real-time Analysis

Interactive Chat Q&A
Professional Tactics