Mid-session IV Report June 23, 2023

Mid-session IV Report June 23, 2023

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Mid-session IV Report June 23, 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: BITO ATVI UBS

Popular stocks increasing volume: SOFI SPCE PLTR BAC PYPL PBR AI AMC CVNA

Option implied volatility low as Home-Building Stocks trend higher

Toll Brothers (TOL) 30-day option implied volatility is at 24; compared to its 52-week range of 24 to 50 as shares trend higher.

Beazer Homes (BZH) 30-day option implied volatility is at 38; compared to its 52-week range of 36 to 99 as shares trend higher.

Lennar (LEN) 30-day option implied volatility is at 22; compared to its 52-week range of 23 to 50 as shares trend higher.

PulteGroup (PHM) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 94 as shares trend higher. Call put ratio 3.2 calls to 1 put.

D.R. Horton (DHI) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 53 as shares trend higher.

Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 44 as shares trend higher.

Home Depot (HD) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 39.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 20; compared to its 52-week range of 20 to 44.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 81.

Option IV into quarter results

CarMax (KMX) June weekly call option implied volatility is at 202, July is at 55; compared to its 52-week range of 34 to 241 into the expected release of quarter results before the bell on June 23.

Carnival Cruise Lines (CCL) June weekly call option implied volatility is at 108, July is at 65; compared to its 52-week range of 47 to 99 into the expected release of quarter results before the bell on June 26 and an investor meeting on June 27.

Walgreens Boots (WBA) June weekly call option implied volatility is at 54, July is at 34; compared to its 52-week range of 21 to 48 into the expected release of quarter results before the bell on June 27.

General Mills (GIS) June weekly call option implied volatility is at 21, July is at 18; compared to its 52-week range of 14 to 64 into the expected release of quarter results before the bell on June 28. Call put ratio 5.7 calls to 1 put with focus on July calls.

BlackBerry (BB) June weekly call option implied volatility is at 111, July is at 69; compared to its 52-week range of 48 to 87 into the expected release of quarter results after the bell on June 28.

Micron (MU) June weekly call option implied volatility is at 63, July is at 43; compared to its 52-week range of 34 to 58 into the expected release of quarter results after the bell on June 28.

Intel (INTC) 30-day option implied volatility is at 37; compared to its 52-week range of 27 to 59. Call put ratio 2.3 calls to 1 put.

Snowflake (SNOW) 30-day option implied volatility is at 54; compared to its 52-week range of 47 to 91 into Snowflake Summit 2023 live in Las Vegas, Nevada from June 26-29, 2023.

Amazon (AMZN) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 61 into Prime Day 2023 from July 11.

Target (TGT) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 52 into Target Circle Week, July 9-15. July 25 calls active

Volume mover

Endeavor Group Holdings Inc. (EDR) 30-day option implied volatility is at 28; compared to its 52-week range of 28 to 79.

Options with decreasing option implied volatility: BOIL SBSW HIMS AUPH NWL ETRN VLY SRPT CBE
Increasing unusual option volume: URTY SWBI KMX INDA SPCE TSP
Increasing unusual call option volume: SWBI KMX URTY JKS TSP
Increasing unusual put option volume: UL SPCE PACB STT KMX AEO AZN
Active options: TSLA AMZN AAPL AMD NVDA SOFI MSFT SPCE PLTR META BAC PYPL NFLX PBR BABA AI GOOGL AMC CVNA MARA

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