Mid-session IV Report August 30, 2022

Market Rebellion

This article was last updated on 08/31/2022.

Mid-session IV Report August 30, 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: MMM CFVI GETY SGEN CIEN HRL SIG NTNX LULU S

Popular stocks with increasing volume: SNAP CRWD CHWY AMC OXY NIO GM XOM

Option movers

Seagate (STX) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 54 after a Q1 guidance cut. Call put ratio 1.2 calls to 1 put as shares down 3.4%.

Western Digital (WDC) 30-day option implied volatility is at 47; compared to its 52-week range of 35 to 62 after a Seagate (STX) Q1 guidance cut. Call put ratio 1 call to 1.5 puts as shares sell off 1.9%.

Micron Technology (MU) 30-day option implied volatility is at 52; compared to its 52-week range of 27 to 68 after a Seagate (STX) Q1 guidance cut.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 214; compared to its 52-week range of 58 to 324 as shares sell off 19% after business outlook.

Option IV into quarter results and outlook

Nutanix (NTNX) September weekly call option implied volatility is at 265, September is at 110; compared to its 52-week range of 35 to 96 into the expected release of quarter results today after the bell. Call put ratio 74 calls to 1 put.

SentinelOne, Inc. (S) September call option implied volatility is at 103, October is at 88; compared to its 52-week range of 58 to 130 into the expected release of quarter results today after the bell. Call put ratio 4.4 calls to 1 put.

lululemon athletica (LULU) September weekly call option implied volatility is at 130, September is at 64; compared to its 52-week range of 24 to 70 into the expected release of quarter results on September 1.

Ciena (CIEN) September call option implied volatility is at 67, October is at 53; compared to its 52-week range of 24 to 60 into the expected release of quarter results before the bell on September 1.

Hormel (HRL) September weekly call option implied volatility is at 60, September is at 30; compared to its 52-week range of 18 to 50 into the expected release of quarter results before the bell on September 1. Call put ratio 1 call to 2 puts.

Campbells (CPB) September weekly call option implied volatility is at 68, September is at 34; compared to its 52-week range of 18 to 39 into the expected release of quarter results before the bell on September 1.

Signet (SIG) September weekly call option implied volatility is at 156, September is at 77; compared to its 52-week range of 46 to 99 into the expected release of quarter results before the bell on September 1.

Lands End (LE) September call option implied volatility is at 130, October is at 101; compared to its 52-week range 60 to 121 into the expected release of quarter results before the bell on September 1.

Ollie’s Bargain (OLLI) September call option implied volatility is at 79, October is at 64; compared to its 52-week range of 37 to 93 into the expected release of quarter results before the bell on September 1.

Duluth Holdings (DLTH) September call option implied volatility is at 111, October is at 100; compared to its 52-week range of 44 to 109 into the expected release of quarter results before the bell on September 1.

Veru, Inc. (VERU) 30-day option implied volatility is at 272; compared to its 52-week range of 76 to 256 as shares sell off 12%. Call put ratio 1.3 calls to 1 put.

Options with decreasing option implied volatility: PTON AFRM ANF WDAY SPLK COTY GPS DLTR
Increasing unusual option volume: AVCT TPX QSR TMC LQDA
Increasing unusual call option volume: QSR WEBR TMC EW LQDA BBBY ME CRWD
Increasing unusual put option volume: BBBY LQDA ISEE ITUB EXPR BHC
Active options: BBBY TSLA META SNAP AAPL NVDA AMZN AMD CHPT NFLX CRWD CHWY BABA GOOGL AMC OXY NIO MSFT GM XOM

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