Mid-session IV Report July 11, 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: BBIO SIMO NVAX SAVE LYFT CHGG DISH RBLX APPS TAL TTD DWAC PENN TWLO PENN TSN CPNG TTWO UPS SONY CLX NANOS SURG
Popular stocks increasing volume: ATVI SOFI RIVN PYPL PLTR CRM COIN BAC CVNA LCID AFRM
Option implied volatility for vehicle retailers as shares trend higher
CarMax (KMX) 30-day option implied volatility is at 33; compared to its 52-week range of 30 to 241.
AutoNation (AN) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 92.
Carvana Co. (CVNA) 30-day option implied volatility is at 165; compared to its 52-week range of 112 to 267.
Tech option movers
Coinbase (COIN) 30-day option implied volatility is at 96; compared to its 52-week range of 78 to 141 as shares rally 6.9%.
Salesforce (CRM) 30-day option implied volatility is at 27; compared to its 52-week range of 25 to 54. Call put ratio 4 calls to 1 put as shares rally 2.3%.
C3 AI (AI) 30-day option implied volatility is at 94; compared to its 52-week range of 54 to 223 as shares rally 3.8%.
First Trust Nasdaq Artificial Intelligence and Robotics ETF (ROBT) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 50.
iShares U.S. Tech Breakthrough Multisector ETF (TECB) 30-day option implied volatility is at 21; compared to its 52-week range of 20 to 30.
Global X Robotics & Artificial Intelligence ETF (BOTZ) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 82.
Option IV into quarter results
Pepsico (PEP) July weekly call option implied volatility is at 30, July is at 20; compared to its 52-week range of 16 to 27 into the expected release of quarter results before the bell on July 13.
Delta Air Lines (DAL) July weekly call option implied volatility is at 59, July is at 39; compared to its 52-week range of 28 to 61 into the expected release of quarter results before the bell on July 13. Call put ratio 2 calls to 1 put.
UnitedHealth (UNH) July weekly call option implied volatility is at 46, July is at 31; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on July 14.
Options with decreasing option implied volatility: ATVI UBS LEVI
Increasing unusual option volume: ATVI HTZ XRX SAVE RIVN ROKU PENN MAT TMC CENX TROW CARR NNDM WULF HTZ HYMC SDC ETRN AFRM
Increasing unusual call option volume: MAT PENN TMC WULF CARR SAVE NNDM SDC CAN VRM HOOD HTZ KODK INVZ BITF NTES
Increasing unusual put option volume: ETRN TROW HTZ TSCO PAA NAIL MTCH CARR OKE S MDLZ RIVN
Active options: TSLA AMZN SOFI RIVN AAPL NVDA NIO AMD PYPL META BABA PLTR GOOGL CRM MSFT COIN HOOD BAC CVNA LCID
