Mid-session IV Report August 9, 2023

Mid-session IV Report August 9, 2023

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Mid-session IV Report August 9, 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: BOIL VET UNG GTLB DIS VMW AEO DOCU KR

Popular stocks with increasing volume: CVNA RIVN RBLX PLTR LYFT PENN DIS DKNG TWLO

Walmart (WMT) 30-day option implied volatility is at 20; compared to its 52-week range of 12 to 31 as shares near record high into quarter results.

Energy and gold option IV into inflation #’s and Jackson Hole

United States Oil Fund (USO) 30-day option implied volatility is at 26; compared to its 52-week range of 26 to 52 as WTI Crude trades $84.

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 62 as shares rally 2.2%.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 22; compared to its 52-week range of 21 to 48. Call put ratio 1 call to 3.2 puts as WTI Crude trades $84.

United States Natural Gas (UNG) 30-day option implied volatility is at 57; compared to its 52-week range of 50 to 120 as share price is up 6%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 50.

Option IV into quarter results

Disney (DIS) August weekly call option implied volatility is at 94, August is at 53; compared to its 52-week range of 22 to 49 into the expected release of quarter results today after the bell.

Plug Power (PLUG) August weekly call option implied volatility is at 177, August is at 10; compared to its 52-week range of 64 to 102 into the expected release of quarter results today after the bell.

Applovin (APP) August call option implied volatility is at 119, September is at 73; compared to its 52-week range 50 to 124 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put as share price down 2%.

U-Haul (UHAL) August call option implied volatility is at 60, September is at 43; compared to its 52-week range of 24 to 39 into the expected release of quarter results today after the bell. Call put ratio 3.5 calls to 1 put.

Alibaba (BABA) August weekly call option implied volatility is at 100, August is at 60; compared to its 52-week range of 38 to 77 into the expected release of quarter results before the bell on August 10. Call put ratio 3.9 calls to 1 put.

Ralph Lauren (RL) August call option implied volatility is at 58, August is at 37; compared to its 52-week range of 24 to 88 into the expected release of quarter results before the bell on August 10. Call put ratio 4.2 calls to 1 put.

Capri (CPRI) August call option implied volatility is at 101, September is at 62; compared to its 52-week range of 34 to 94 into the expected release of quarter results on August 10.

Movers

NVIDIA (NVDA) 30-day option implied volatility is at 67; compared to its 52-week range of 39 to 68 as share price down 5%.

Moderna (MRNA) 30-day option implied volatility is at 45; compared to its 52-week range of 40 to 79.

PayPal (PYPL) 30-day option implied volatility is at 33; compared to its 52-week range of 31 to 71. Call put ratio 3.9 calls to 1 put.

Kellogg (K) 30-day option implied volatility is at 18; compared to its 52-week range of into hosting an investor day today. Call put ratio 2 calls to 1 put.

Options with decreasing option implied volatility: CHGG AUPH UPST TRUP BYND LYFT CFLT AYX PLTR
Increasing unusual option volume: RYAM YELL UGI BMBL PTLO WE ARRY LPSN
Increasing unusual call option volume: AKAM YELL ARRY PGY PENN TNP HIMX LPSN BROS AXON TOST
Increasing unusual put option volume: BALL BMBL SONO DOCS PENN TUP SILJ RBLX HBI
Active options: NVDA TSLA AAPL RIVN UPST RBLX AMZN AMC PLTR AMD MARA LYFT PENN DIS CVNA TLRY DKNG TWLO BABA BMBL

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