Mid-session IV Report July 5, 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: DWAC JOBY HOOD LYFT TEAM ANET PINS UBER EXPE FTNT EA ISEE SBUX CLX CI CVS U WOLF SBUX
Popular stocks increasing volume: RIVN LCID CCL NIO MARA HOOD BABA AMC COIN RIOT SOFI
Movers
Meta Platforms (META) 30-day option implied volatility is at 49; compared to its 52-week range of 29 to 74 as shares near 52-week high. Call put ratio 2.5 calls to 1 put as shares rally 4%.
Rivian Automotive (RIVN) 30-day option implied volatility is at 77; compared to its 52-week range of 64 to 101. Call put ratio 3 calls to 1 put as shares rally 1.4%.
Activision Blizzard (ATVI) 30-day option implied volatility is at 46; compared to its 52-week range of 15 to 46 amid M&A approval events.
Option IV into quarter results
Levi Strauss (LEVI) July call option implied volatility is at 56, August is at 43; compared to its 52-week range of 28 to 99 into the expected release of quarter results after the bell on July 6.
Amazon (AMZN) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 61 into Prime Day 2023 from July 11. Call put ratio 3.6 calls to 1 put.
Target (TGT) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 52 into Target Circle Week, July 9-15.
Real Estate option IV low to flat
Avalonbay Communities (AVB) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 79.
Equity Residential (EQR) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 79.
Digital Realty Trust (DLR) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 88. Call put ratio 1 call to 77 puts with focus on September 90/105 put spread.
Equinix (EQIX) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 61.
First Industrial Realty (FR) 30-day option implied volatility is at 23; compared to its 52-week range of 22 to 34.
Simon Property Group (SPG) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 88.
Healthpeak Properties Inc. (PEAK) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 87.
Kimco Realty (KIM) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 41.
Cousins Properties (CUZ) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 61.
Highwoods Properties (HIW) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 54.
Options with decreasing option implied volatility: NKE BB MU AZN STZ
Increasing unusual option volume: ACVA BTAI COTY ATUS VOO OPRA BALL MQ MP CMRE WULF MJ
Increasing unusual call option volume: TMC BTAI COTY OPRA VNQ MP CMRE INFY WULF BILL MJ
Increasing unusual put option volume: BALL HIMS VOO PBR UNIT CNK DLR AMRS RIDE JOBY
Active options: TSLA RIVN AAPL AMZN META AMD NVDA NFLX LCID CCL NIO MARA MSFT GOOGL HOOD BABA AMC COIN RIOT SOFI
