Mid-session IV Report June 13, 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: FGEN DPST CVNA BYND ADBE ATVI GIS
Popular stocks increasing volume: SOFI PLTR NIO CCL DIS
Option movers
NVIDIA (NVDA) 30-day option implied volatility is at 42; compared to its 52-week range of 39 to 68 as shares trade above $400.
Intel (INTC) 30-day option implied volatility is at 38; compared to its 52-week range of 27 to 59 as shares rally 2%.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 27; compared to its 52-week range of 25 to 49.
United States Oil Fund (USO) 30-day option implied volatility is at 34; compared to its 52-week range of 30 to 52 as WTI crude trades $69.60.
Carvana Co. (CVNA) 30-day option implied volatility is at 157; compared to its 52-week range of 112 to 267.
Activision Blizzard (ATVI) 30-day option implied volatility is at 31; compared to its 52-week range of 15 to 46.
Dave & Buster’s Entertainment (PLAY) 30-day option implied volatility is at 52; compared to its 52-week range of 37 to 100 as shares rally 17%.
Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 16; compared to its 52-week range of 13 to 57 as Nikkei at 33-year high.
GameStop (GME) 30-day option implied volatility is at 67; compared to its 52-week range of 56 to 141 after executive chairman Ryan Cohen had increased his stake in the company.
C3 AI (AI) 30-day option implied volatility is at 110; compared to its 52-week range of 54 to 223.
Unity Software Inc. (U) 30-day option implied volatility is at 65; compared to its 52-week range of 57 to 115.
Option IV into quarter results
Lennar (LEN) June option implied volatility is at 63, July is at 31; 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 114, July is at 43; 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 82, July is at 32; compared to its 52-week range of 19 to 52 into the expected release of quarter results before the bell on June 15.
Option implied volatility for Cruise Stocks as shares trend higher
Royal Caribbean Cruises (RCL) 30-day option implied volatility is at 37; compared to its 52-week range of 35 to 91 as shares trend higher.
Carnival Cruise Lines (CCL) 30-day option implied volatility is at 65; compared to its 52-week range of 47 to 101 as shares at one-year high.
Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 48; compared to its 52-week range of 42 to 100 as shares rally 3.7%.
Options with decreasing option implied volatility: DOCU APRN GME VKTX DLO TCOM CPB UBS
Increasing unusual option volume: TMC NDAQ GENI ORCL SSYS HCP FRO
Increasing unusual call option volume: FRO ORCL PLAY TMC URBN QURE ACHR RSP SMAR
Increasing unusual put option volume: XLRE FGEN MVIS EWJ ORCL
Active options: TSLA AMD AAPL NVDA AMZN ORCL SOFI BABA NIO INTC PLTR GME MSFT BAC NFLX AMC META DIS CCL GOOGL
