Mid-session IV Report August 28, 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: KMX BB NKE ATVI
Popular stocks with increasing volume: PLTR AMC DIS KVUE JNJ MRVL SNOW BAC AI C MMM
Option IV into quarter results
Pinduoduo (PDD) September weekly option implied volatility is at 112, September is at 76; compared to its 52-week range of 45 to 101 into the expected release of quarter results before the bell on August 29.
NIO (NIO) September weekly option implied volatility is at 120, September is at 85; compared to its 52-week range of 62 to 111 into the expected release of quarter results before the bell on August 29.
Best Buy (BBY) September weekly option implied volatility is at 74, September is at 49; compared to its 52-week range of 23 to 59 into the expected release of quarter results before the bell on August 29.
J.M. Smucker (SJM) September option implied volatility is at 24, October is at 22; compared to its 52-week range of 13 to 64 into the expected release of quarter results before the bell on August 29.
Box (BOX) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 83 into the expected release of quarter results after the bell on August 29.
HP (HPQ) September weekly option implied volatility is at 60, September is at 40; compared to its 52-week range of 21 to 48 into the expected release of quarter results after the bell on August 29.
Hewlett Packard (HPE) September option implied volatility is at 44, October is at 36; compared to its 52-week range of 20 to 82 into the expected release of quarter results after the bell on August 29. Call put ratio 2 calls to 1 put.
Ambarella (AMBA) September weekly option implied volatility is at 135, September is at 72; compared to its 52-week range of 38 to 86 into the expected release of quarter results after the bell on August 29.
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.
Stocks option IV as share price near 52-week highs
Seagen (SGEN) 30-day option implied volatility is at 17; compared to its 52-week range of 8 to 106 as share price near 52-week high.
MasterCard (MA) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 42 as share price near 52-week high.
MACOM Technology Solutions (MTSI) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 93. Call put ratio 3.8 calls to 1 put as share price near 52-week high.
Intuit (INTU) 30-day option implied volatility is at 26; compared to its 52-week range of 26 to 50 as share price near 52-week high.
Ingersoll-Rand (IR) 30-day option implied volatility is at 20; compared to its 52-week range of 18 to 42 as share price near 52-week high.
Eaton (ETN) 30-day option implied volatility is at 21; compared to its 52-week range of 20 to 68 as share price near 52-week high.
Fastly, Inc. (FSLY) 30-day option implied volatility is at 62; compared to its 52-week range of 57 to 116. Call put ratio 7.8 calls to 1 put as share price up 4.7%.
NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 39 to 68. Call put ratio 1.5 calls to 1 put as share price mixed.
Stocks option IV with share price near low end of range
Walt Disney (DIS) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 49. Call put ratio 3.3 calls to 1 put as share price near 9-year low.
Cracker Barrel (CBRL) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 87.
Tower Semiconductor (TSEM) 30-day option implied volatility is at 34; compared to its 52-week range of 17 to 110. Call put ratio 4.3 calls to 1 put.
Options with decreasing option implied volatility: NVCR FFIE AAP PTON ANF COTY JWN NVDA M ZM SNOW GPS BURL MRVL SPLK
Increasing unusual option volume: ABCM GNS KVUE BSX TTOO OLLI EVLV NXE ITUB
Increasing unusual call option volume: GNS KVUE ABCM TSEM EVLV BSX BEN RAD CRDO SPHR
Increasing unusual put option volume: NANOS BSX MT MPLX GSAT
Active options: NVDA TSLA AMD AAPL AMZN PLTR AMC DIS META MSFT KVUE GOOGL JNJ MRVL NFLX SNOW BAC AI C GOOG
