Mid-session IV Report July 27, 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: AMC DWAC ANF NVDA HZNP DLTR NTAP ULTA AMC ATVI SIMO
Popular stocks increasing volume: CMG HON AI NIO RIVN PLTR BABA SNAP INTC MU CCL META
Option IV into quarter results
Intel (INTC) July weekly call option implied volatility is at 153, August is at 49; compared to its 52-week range of 27 to 59 into the expected release of quarter results today after the bell.
First Solar (FSLR) July weekly call option implied volatility is at 140, August is at 58; compared to its 52-week range of 40 to 69 into the expected release of quarter results today after the bell.
Roku (ROKU) July weekly call option implied volatility is at 255, August is at 83; compared to its 52-week range of 55 to 108 into the expected release of quarter results today after the bell.
Ford Motor (F) July weekly call option implied volatility is at 110, August is at 40; compared to its 52-week range of 29 to 580 into the expected release of quarter results today after the bell.
United States Steel (X) July weekly call option implied volatility is at 110, August is at 43; compared to its 52-week range of 37 to 72 into the expected release of quarter results today after the bell.
Exxon Mobil (XOM) July weekly call option implied volatility is at 49, August is at 25; compared to its 52-week range of 23 to 46 into the expected release of quarter results before the bell on July 28.
Proctor & Gamble (PG) July weekly call option implied volatility is at 54, August is at 19; compared to its 52-week range of 13 to 33 into the expected release of quarter results before the bell on July 28.
Colgate (CL) August call option implied volatility is at 20, September is at 16; compared to its 52-week range of 12 to 53 into the expected release of quarter results before the bell on July 28.
Charter (CHTR) July weekly call option implied volatility is at 105, August is at 35; compared to its 52-week range of 28 to 54 into the expected release of quarter results before the bell on July 28.
Option implied volatility for electrical energy providers and grid operators
Duke Energy (DUK) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 61.
Southern Co. (SO) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 34. Call put ratio 10 calls to 1 put with focus on ATM calls.
National Grid Plc (NGG) 30-day option implied volatility is at 14; compared to its 52-week range of 13 to 40.
NextEra Energy (NEE) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 64.
Xcel Energy (XEL) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 71 as share price down 2.8%.
PG&E Corp. (PCG) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 48.
PPL Corp. (PPL) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 66. Call put ratio 3.5 calls to 1 put as share price down 1.2%.
Consolidated Edison (ED) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 40.
American Electric Power (AEP) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 42 as share price down 2%.
Exelon Corp. (EXC) 30-day option implied volatility is at 17; compared to its 52-week range of 16 to 58.
Itron (ITRI) 30-day option implied volatility is at 45; compared to its 52-week range of 28 to 63.
Brookfield Renewable Energy Partners (EP) 30-day option implied volatility is at 26; compared to its 52-week range of 14 to 40.
Utilities Sel Sect Spdr Fd (XLU) 30-day option implied volatility is at 15; compared to its 52-week range of 14 to 33.
Rivian Automotive (RIVN) 30-day option implied volatility is at 84; compared to its 52-week range of 64 to 101. Call put ratio 2.7 calls to 1 put.
Options with decreasing option implied volatility: SNAP APLD PACW SIMO ENVX RKLB AUPH TDOC SDGR MBLY SPOT META CROX
Increasing unusual option volume: TUP MXL ICLN YELL KDP MAT TAL SIMO BNGO U
Increasing unusual call option volume: TUP KDP MXL MAT BNGO QS HTZ
Increasing unusual put option volume: TAL SIMO TUP EW OSTK DD MPLX FREY WPM
Active options: TSLA META AMZN AAPL NVDA GOOGL MSFT AMD GOOG AI NIO RIVN PLTR BABA SNAP INTC MU CCL AMC NFLX
