Mid-session IV Report August 31, 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: FFIE LULU AVGO DELL
Popular stocks with increasing volume: PLTR SHOP CRM TLRY CRWD CHWY NIO MU BABA
Option IV for Big Tech leaders into meeting next month with Chuck Schumer to shape AI policy
Meta Platforms (META) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 74. Call put ratio 2.6 calls to 1 put as share price up 1.5% into last day of month.
Tesla (TSLA) 30-day option implied volatility is at 45; compared to its 52-week range of 42 to 96.
Alphabet (GOOG) 30-day option implied volatility is at 24; compared to its 52-week range of 24 to 47.
Microsoft (MSFT) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 43.
Pinterest (PINS) 30-day option implied volatility is at 39; compared to its 52-week range of 35 to 107.
Vimeo (VMEO) 30-day option implied volatility is at 52; compared to its 52-week range of 37 to 86.
NVIDIA (NVDA) 30-day option implied volatility is at 42; compared to its 52-week range of 39 to 68.
Salesforce (CRM) 30-day option implied volatility is at 24; compared to its 52-week range of 25 to 54.
Oracle (ORCL) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 47.
Adobe Systems (ADBE) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 50.
Palantir (PLTR) 30-day option implied volatility is at 57; compared to its 52-week range of 48 to 93. Call put ratio 2.3 calls to 1 put as share price down 9%.
C3 AI (AI) 30-day option implied volatility is at 91; compared to its 52-week range of 54 to 223.
Option IV into quarter results
Broadcom (AVGO) September weekly option implied volatility is at 100, September is at 34; compared to its 52-week range of 23 to 57 into the expected release of quarter results today after the bell.
PagerDuty (PD) September option implied volatility is at 77, October is at 65; compared to its 52-week range of 37 to 112 into the expected release of quarter results today after the bell.
Dell Technologies (DELL) September weekly option implied volatility is at 124, September is at 45; compared to its 52-week range of 24 to 236 into the expected release of quarter results today after the bell.
Options with decreasing option implied volatility: NVCR AMC GPS CHWY BIG JWN PAGS PSTG AFRM OKTA ASO PDD HZNP MRVL CRWD CRM BBY WDAY HPE WMT
Increasing unusual option volume: EDR DM DJX MSOS WB TSEM EBS CHWY FIVE UBS OKTA IMVT
Increasing unusual call option volume: TSEM DJX EDR EBS NCR MSOS UBS CHWY BEKE CRDO FIVE IIPR
Increasing unusual put option volume: WB MSOS DJX VTI VSCO TSCO FRO OKTA VICI FIVE DG NOVA CHWY
Active options: AMZN TSLA AAPL NVDA PLTR META AMC AMD SHOP CRM GOOGL MSFT GOOG TLRY CRWD CHWY MARA NIO MU BABA
