Mid-session IV Report August 30, 2022

Market Rebellion

This article was last updated on 08/30/2022.

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: VERU LULU SIG HRL NVDA MMM TAL ILMN IPOF

Popular stocks with increasing volume: BIDU CCJ LCID CCL BABA T F OXY

Chip stocks option IV ticks up as shares pull back

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 73 as shares pull back 2.9%.

NVIDIA (NVDA) 30-day option implied volatility is at 57; compared to its 52-week range of 31 to 82. Call put ratio 1 call to 1.4 puts as shares sell off 2.3%.

Qualcomm (QCOM) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 58 as shares sell off 2.2%.

Intel (INTC) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 48. Call put ratio 1.6 calls to 1 put as shares sell off 3%.

Semiconductor ETF (SMH) 30-day option implied volatility is at 40; compared to its 52-week range of 20 to 49. Call put ratio 1 call to 1.8 puts as shares sell off 1.6%.

Option IV into quarter results and outlook

CrowdStrike Holdings Inc. (CRWD) September weekly call option implied volatility is at 125, September is at 72; compared to its 52-week range of 36 to 93 into the expected release of quarter results today after the bell.

Designer Brands (DBI) September call option implied volatility is at 80, October is at 66; compared to its 52-week range of 54 to 91 into the expected release of quarter results before the bell on August 31. Call put ratio 1 call to 14 puts.

Express (EXPR) September call option implied volatility is at 300, October is at 180; compared to its 52-week range of 82 to 163 into the expected release of quarter results on August 31. Call put ratio 18 calls to 1 put as shares sell off 2.6%.

Nutanix (NTNX) September weekly call option implied volatility is at 240, September is at 130; compared to its 52-week range of 35 to 96 into the expected release of quarter results after the bell on August 31.

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 after the bell on August 31. Call put ratio 4.4 calls to 1 put.

lululemon athletica (LULU) September weekly call option implied volatility is at 105, September is at 61; compared to its 52-week range of 24 to 70 into the expected release of quarter results on September 1.

Veru, Inc. (VERU) 30-day option implied volatility is at 239; compared to its 52-week range of 76 to 256 as shares sell off 12%. Call put ratio 1.1 calls to 4.2 puts.

Options with decreasing option implied volatility: MNMD PTON AFRM ANF JWN DLTR GPS SNOW DELL CRM
Increasing unusual option volume: AVCT ISEE KIRK EAT FAZE CFVI AMRN PVH
Increasing unusual call option volume: CFVI FAZE WEBR FSLR PLAB
Increasing unusual put option volume: ARCC ISEE GOGL EAT SBLK BIG BBY
Active options: TSLA BBBY AAPL NVDA AMZN CCL AMD BABA T F OXY META XOM NKLA NIO AMC GOOGL BIDU CCJ LCID

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