Mid-session IV Report July 14, 2023

Mid-session IV Report July 14, 2023

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Mid-session IV Report July 14, 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: LESL ROIV CIEN T TGT CSCO COIN NVAX WISH RKLB TTD CELH TOST TSN NVO SBSW SGEN

Popular stocks increasing volume: UNH PGR HOG MAT BYND JPM

Chip stocks option IV as share prices rally

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 39 to 68 as share price near 52-week high.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 52; compared to its 52-week range of 40 to 69 as share price rallies 4.3%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 49.

Option IV into quarter results

Bank of America (BAC) July call option implied volatility is at 40, August is at 27; compared to its 52-week range of 22 to 51 into the expected release of quarter results before the bell on July 18.

Morgan Stanley (MS) July call option implied volatility is at 34, August is at 25; compared to its 52-week range of 21 to 46 into the expected release of quarter results before the bell on July 18.

Charles Schwab (SCHW) July call option implied volatility is at 44, August is at 32; compared to its 52-week range of 26 to 104 into the expected release of quarter results before the bell on July 18.

Tesla (TSLA) July call option implied volatility is at 71, August is at 54; compared to its 52-week range of 44 to 96 into the expected release of quarter results after the bell on July 19.

Goldman Sachs (GS) July call option implied volatility is at 35, August is at 25; compared to its 52-week range of 20 to 44 into the expected release of quarter results before the bell on July 19.

Option IV for stocks near 52-week highs

Intuitive Surgical (ISRG) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 52 as share price near 52-week high into quarter results.

ServiceNow (NOW) 30-day option implied volatility is at 37; compared to its 52-week range of 30 to 61 as share price near 52-week high.

Spotify (SPOT) 30-day option implied volatility is at 52; compared to its 52-week range of 32 to 83 as share price near 52-week high. Call put ratio 3.5 calls to 1 put.

Adobe Systems (ADBE) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 50 as share price near 52-week high.

Cboe Global Markets (CBOE) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 32 as share price near 52-week high. Call put ratio 3 calls to 1 put.

Fastly, Inc. (FSLY) 30-day option implied volatility is at 78; compared to its 52-week range of 57 to 116 as share price near 52-week high. Call put ratio 6.6 calls to 1 put.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 81 as share price sell off 2%. Call put ratio 1 call to 1 put.

Movers

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 81 as share price sell off 2%. Call put ratio 1 call to 1 put.

Seagen (SGEN) 30-day option implied volatility is at 21; compared to its 52-week range of 8 to 105. Call put ratio 37 calls to 1 put with focus on July 21 calls as shares sell off 1%.

Options with decreasing option implied volatility: NEXT AEHR ATVI HELE CAG UNH PAA
Increasing unusual option volume: BKKT OPRA ELAN NEGG TMC
Increasing unusual call option volume: ELAN BKKT OPRA NKLA KODK APLD
Increasing unusual put option volume: DM ROST AEHR NKLA STT THO AZUL NOK EBIX PGR UNH
Active options: TSLA AAPL NVDA AMZN AMD BABA META MSFT GOOG

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