Mid-session IV Report June 15, 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: BIG IRBT GIS GT EWJ AI FGEN APRN SOFI SBSW FRO RITM SH HUM ARCC UNH JEPI HPE
Popular stocks increasing volume: ORCL GT HUN LVS UA SOFI CCL
NVIDIA (NVDA) 30-day option implied volatility is at 48; compared to its 52-week range of 39 to 68 as shares trade above $428
Option IV into quarter results
Adobe (ADBE) June option implied volatility is at 168, July is at 45; compared to its 52-week range of 26 to 58 into the expected release of quarter results today after the bell.
Carnival Corp. (CCL) 30-day option implied volatility is at 69; compared to its 52-week range of 47 to 101 into the expected release of quarter results on June 26 and an investor meeting on June 27. Call put ratio 3.3 calls to 1 put.
Option implied volatility for fast casual and casual restaurants into Cava Group (CAVA) IPO
Chipotle (CMG) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 49.
Starbucks (SBUX) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 44.
Shake Shack (SHAK) 30-day option implied volatility is at 33; compared to its 52-week range of 33 to 110.
Papa John’s (PZZA) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 94.
Domino’s Pizza (DPZ) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 50 as shares rally 6.5%.
Yum! Brands (YUM) 30-day option implied volatility is at 16; compared to its 52-week range of 15 to 43.
Wingstop (WING) 30-day option implied volatility is at 35; compared to its 52-week range of 34 to 107.
McDonalds (MCD) 30-day option implied volatility is at 12; compared to its 52-week range of 12 to 29. Call put ratio 4.8 calls to 1 put with focus on June calls.
Sweetgreen (SG) 30-day option implied volatility is at 64; compared to its 52-week range of 53 to 121.
Dutch Bros Inc. (BROS) 30-day option implied volatility is at 47; compared to its 52-week range of 43 to 103.
Krispy Kreme (DNUT) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 91.
Darden Restaurants (DRI) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 79.
Brinker (EAT) 30-day option implied volatility is at 37; compared to its 52-week range of 37 to 116.
Bloomin’ Brands’ (BLMN) 30-day option implied volatility is at 30; compared to its 52-week range of 29 to 63.
Options with decreasing option implied volatility: KR DOCU
Increasing unusual option volume: NETI BBD MRSN UA LITE GT FYBR JBL MANU
Increasing unusual call option volume: UA NETI TGT NKLA LITE GT MRSN MANU
Increasing unusual put option volume: ACB GSM JBL IBRX MVIS MANU
Active options: TSLA AAPL NVDA MSFT GOOG
