Mid-session IV Report June 20, 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: VKTX SPCE ISRG DHR IBM SNAP WAL NFLX AA USB STX SCHW MS UAL BX PM BAC AXP UBS ATVI JNJ GS BMY
Popular stocks increasing volume: FDX NDAQ RIVN
Tech Stock Movers
NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 39 to 68 as shares trade above $429.
Micron (MU) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 62.
Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 94. Call put ratio 3 calls to 1 put as shares rally 17%.
Option IV into quarter results
FedEx (FDX) June weekly call option implied volatility is at 94, July is at 39; compared to its 52-week range of 21 to 53 into the expected release of quarter results today after the bell.
KB Home (KBH) July call option implied volatility is at 43, August is at 38; compared to its 52-week range of 28 to 94 into the expected release of quarter results after the bell on June 21. Call put ratio 2 calls to 1 put.
Winnebago (WGO) July call option implied volatility is at 43, August is at 40; compared to its 52-week range of 33 to 101 to the expected release of quarter results before the bell on June 21.
Steelcase (SCS) July call option implied volatility is at 56, August is at 55; compared to its 52-week range of 24 to 58 into the expected release of quarter results after the bell on June 21. Call put ratio 11 calls to 1 put with focus on July calls.
Accenture (ACN) June weekly call option implied volatility is at 60, July is at 28; compared to its 52-week range of 19 to 37 into the expected release of quarter results before the bell on June 22. Call put ratio 4.1 calls to 1 put with focus on June weekly calls.
Darden (DRI) June weekly call option implied volatility is at 26, July is at 22; compared to its 52-week range of 18 to 79 into the expected release of quarter results before the bell on June 22.
CarMax (KMX) June weekly call option implied volatility is at 129, July is at 52; compared to its 52-week range of 34 to 241 into the expected release of quarter results before the bell on June 23.
BlackBerry (BB) June weekly call option implied volatility is at 66, July is at 60; compared to its 52-week range of 48 to 87 into the expected release of quarter results before the bell on June 28.
Dollar Tree (DLTR) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 52 into investor meeting on June 21.
Carnival Corp. (CCL) 30-day option implied volatility is at 67; 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 5.8 calls to 1 put.
Uranium stocks option volume & IV
Cameco Corp. (CCJ) 30-day option implied volatility is at 37; compared to its 52-week range of 32 to 74. Call put ratio 5.4 calls to 1 put.
Uranium Energy (UEC) 30-day option implied volatility is at 50; compared to its 52-week range of 47 to 136.
Denison Mines Corp. (DNN) 30-day option implied volatility is at 60; compared to its 52-week range of 48 to 122. Call put ratio 15 calls to 1 put with focus on October and January calls.
Energy Fuels Inc. (UUUU) 30-day option implied volatility is at 45; compared to its 52-week range of 45 to 134. Call put ratio 12 calls to 1 put with focus on July calls.
Centrus Energy (LEU) 30-day option implied volatility is at 51; compared to its 52-week range of 51 to 104.
Petrobras (PBR) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 103.
Options with decreasing option implied volatility: ORCL FGEN ADBE FHN GIS HZNP ARCC JEPI
Increasing unusual option volume: TMC HUN HPE ORGN NEGG LITE BBD LMND
Increasing unusual call option volume: COHR LITE TMC ORGN MKC NEGG HPE BOTZ OPCH UAA
Increasing unusual put option volume: JOBY HPE FGEN ERIC
Active options: NVDA AAPL AMD AMZN META MSFT GOOGL
