Mid-session IV Report June 1, 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: AVGO NKE ISEE SGEN ABBV
Popular stocks increasing volume: AI SOFI CRM PLTR CHWY CRWD JWN INTC M
United States Oil Fund (USO) 30-day option implied volatility is at 38; compared to its 52-week range of 30 to 52 into OPEC+ meeting on June 4. Call put ratio 3.1 calls to 1 put.
Chevron (CVX) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 44 into OPEC+ meeting on June 4.
ExxonMobil (XOM) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 47 into OPEC+ meeting on June 4.
Chip Tech option IV comes in
NVIDIA (NVDA) 30-day option implied volatility at 47; compared to its 52-week range of 40 to 68.
Broadcom (AVGO) 30-day option implied volatility is at 43; compared to its 52-week range of 23 to 57 into expected release of quarter results today after the bell.
Western Digital (WDC) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 73.
Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 49; compared to its 52-week range of 40 to 69.
Micron Technology (MU) 30-day option implied volatility is at 46; compared to its 52-week range of 34 to 62 as shares rally 1%.
Taiwan Semi (TSM) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 53.
Marvell Technology (MRVL) 30-day option implied volatility is at 48; compared to its 52-week range of 45 to 73 as shares rally 3%.
Qualcomm (QCOM) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 58.
Applied Materials (AMAT) 30-day option implied volatility is at 34; compared to its 52-week range of 31 to 59.
Intel (INTC) 30-day option implied volatility is at 38; compared to its 52-week range of 27 to 59. Call put ratio 3.2 calls to 1 put.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 29; compared to its 52-week range of 25 to 49.
Palantir (PLTR) 30-day option implied volatility at 76; compared to its 52-week range of 48 to 84 amid wide price movement.
Aero space-defense–tech stock option implied volatility into 2023 Paris Airshow on June 18th
Boeing (BA) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 63 into 2023 Paris Airshow.
Lockheed Martin (LMT) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 35.
Northrop Grumman (NOC) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 38.
Raytheon Technologies (RTX) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 36.
General Dynamics (GD) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 32.
Huntington Ingalls Industries (HII) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 81.
Honeywell (HON) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 35.
Spirit AeroSystems (SPR) 30-day option implied volatility is at 47; compared to its 52-week range of 42 to 109.
General Electric (GE) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 252 into 2023 Paris Airshow.
L3Harris Technologies (LHX) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 80 into 2023 Paris Airshow.
Option IV into quarter results
Broadcom (AVGO) June weekly call option implied volatility is at 192, June is at 88; compared to its 52-week range of 23 to 54 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put.
Dell Technologies (DELL) June weekly call option implied volatility is at 153, June is at 59; compared to its 52-week range of 26 to 236 into the expected release of quarter results today after the bell.
Lululemon (LULU) June weekly call option implied volatility is at 173, June is at 75; compared to its 52-week range of 24 to 61 into the expected release of quarter results today after the bell.
Five Below (FIVE) June weekly call option implied volatility is at 179, June is at 73; compared to its 52-week range of 30 to 67 into the expected release of quarter results today after the bell. Call put ratio 1 call to 4.2 puts.
Zscaler (ZS) June weekly call option implied volatility is at 200, June is at 97; compared to its 52-week range of 46 to 82 into the expected release of quarter results today after the bell.
ChargePoint (CHPT) June weekly call option implied volatility is at 260, June is at 130; compared to its 52-week range of 62 to 100 into the expected release of quarter results today after the bell.
PagerDuty (PD) June call option implied volatility is at 88, July is at 67; compared to its 52-week range of 47 to 111 into the expected release of quarter results today after the bell.
Asana (ASAN) June weekly call option implied volatility is at 314, June is at 114; compared to its 52-week range of 60 to 143 into the expected release of quarter results today after the bell.
Designer Brands (DBI) June call option implied volatility is at 109, July is at 75; compared to its 52-week range of 41 to 103 into the expected release of quarter results today after the bell.
Options with decreasing option implied volatility: ELF GPS PDD M CPRI AEO APPS VXX BURL OKTA PSTG BBY ULTA SPLK
Increasing unusual option volume: LXRX DG WB AAP PSTG TM RSP ESTC
Increasing unusual call option volume: PSTG HZNP COHR ESTC CHWY NTAP VEEV AAP JWN PATH
Increasing unusual put option volume: AAP DG GSAT RSP GOEV OKTA MTTR AMBA VEEV
Active options: TSLA NVDA AAPL AI AMD SOFI CRM META PLTR AMZN CHWY MSFT CRWD LCID JWN INTC M UPST NFLX GOOG
