Mid-session IV Report June 12, 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 NDAQ JPM DPST CVNA BYND ORCL MVIS
Popular stocks increasing volume: CVNA NIO SOFI PLTR F COIN DOCU PTON BABA INTC PYPL
“The Magnificent Seven.” option implied volatility into FOMC meeting
Apple (AAPL) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 45.
Microsoft (MSFT) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 43.
Alphabet (GOOGL) 30-day option implied volatility is at 25; compared to its 52-week range of 23 to 47.
Meta Platforms (META) 30-day option implied volatility is at 30; compared to its 52-week range of 29 to 77.
NVIDIA (NVDA) 30-day option implied volatility is at 40; compared to its 52-week range of 39 to 68.
Tesla (TSLA) 30-day option implied volatility is at 56; compared to its 52-week range of 44 to 96.
Amazon (AMZN) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 61.
Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 53; compared to its 52-week range of 40 to 69 into event talking to forthcoming data center technologies on June 13.
Option IV into quarter results
Oracle (ORCL) June option implied volatility is at 96, July is at 38; compared to its 52-week range of 18 to 52 into the expected release of quarter results today after the bell.
Salesforce (CRM) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 54 into the expected release of Oracle (ORCL) quarter results.
Lordstown Motors (RIDE) June option implied volatility is at 221, July is at 121; compared to its 52-week range of 20 to 166 into the expected release of quarter results on June 12.
Lennar (LEN) June option implied volatility is at 56, July is at 30; compared to its 52-week range of 26 to 57 into the expected release of quarter results after the bell on June 14.
Adobe (ADBE) June option implied volatility is at 94, July is at 42; compared to its 52-week range of 26 to 58 into the expected release of quarter results after the bell on June 15.
Kroger (KR) June option implied volatility is at 71, July is at 31; compared to its 52-week range of 19 to 52 into the expected release of quarter results before the bell on June 15.
Option movers
Carvana Co. (CVNA) 30-day option implied volatility is at 175; compared to its 52-week range of 112 to 267.
PayPal (PYPL) 30-day option implied volatility is at 31; compared to its 52-week range of 31 to 76. Call put ratio 3.6 calls to 1 put.
Activision Blizzard (ATVI) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 46.
Options with decreasing option implied volatility: ASO FHN TCOM SAVE CAH CPB APRN GTLB DOCU GME
Increasing unusual option volume: RRC NTLA CTLT NDAQ XME OCUL MVIS
Increasing unusual call option volume: EQNR SABR TMC OCUL PL MVIS EVGO NTLA CCL
Increasing unusual put option volume: UNIT XME MVIS PHG VIPS RRC CLOV
Active options: TSLA NVDA AAPL AMD CVNA NIO AMZN SOFI PLTR NFLX F MSFT META COIN GOOGL DOCU PTON BABA INTC PYPL
