Mid-session IV Report June 16, 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: EL VTRS FGEN EL NWL CHGG SPCE FGEN CRK HIMS QID VLY HTZ U
Popular stocks increasing volume: PLTR ADBE SOFI CNVA PYPL CCL
Option IV into June expiration
NVIDIA (NVDA) 30-day option implied volatility is at 45; compared to its 52-week range of 39 to 68 as shares trade above $432.
Micron (MU) 30-day option implied volatility is at 43; compared to its 52-week range of 34 to 62 amid intra-day price movement.
Palo Alto Networks (PANW) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 55 into addition to S&P 500.
DISH Network (DISH) 30-day option implied volatility is at 102; compared to its 52-week range of 48 to 123 into removal from S&P 500.
General Electric (GE) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 252.
Interest rate – bond option IV low
Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 30; compared to its 52-week range of 28 to 60.
iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 15; compared to its 52-week range of 14 to 30.
SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 7; compared to its 52-week range of 7 to 20.
iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 7; compared to its 52-week range of 7 to 21.
Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 8; compared to its 52-week range of 8 to 18.
Option IV into quarter results
FedEx (FDX) June weekly call option implied volatility is at 60, July is at 33; compared to its 52-week range of 21 to 53 into the expected release of quarter results after the bell on June 20.
Carnival Corp. (CCL) 30-day option implied volatility is at 70; 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.
Options with decreasing option implied volatility: KR CVNA ADBE ORCL LEN
Increasing unusual option volume: TMC GLNG TMC SHY HPE NETI SPCE RIDE ALDX ADBE LITE GPRE U
Increasing unusual call option volume: HPE GLNG INFN TMC LITE IRBT RIDE SGEN ADBE
Increasing unusual put option volume: GLW EDIT MVIS MPLX DBX IRBT SPCE EWJ
Active options: TSLA NVDA AAPL AMD NIO MSFT AMZN PLTR MU ADBE SOFI META BABA SPCE CNVA PYPL BAC GOOGL F CCL
