Mid-session IV Report June 27, 2023

Mid-session IV Report June 27, 2023

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Mid-session IV Report June 27, 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: XPOF UBS OSTK TDOC META SPOT ALGN AMZN CMG BAX DPZ HZNP KMB

Popular stocks increasing volume: NIO AAL WBA CCL U SOFI LCID AMC SNOW BABA

Banks option implied volatility into Fed’s stress test results to be published on June 28

Bank of America (BAC) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 51 .

Citigroup (C) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 51 into Fed’s stress test results to be published on June 28.

Wells Fargo (WFC) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 51 into Fed’s stress test results to be published on June 28.

PNC Financial Services (PNC) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 55.

U.S. Bancorp (USB) 30-day option implied volatility is at 40; compared to its 52-week range of 20 to 86.

Goldman Sachs (GS) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 44 into Fed’s stress test results to be published on June 28.

Morgan Stanley (MS) 30-day option implied volatility is at 21; compared to its 52-week range of 21 to 46.

Option IV into quarter results

General Mills (GIS) July call option implied volatility is at 23, August is at 19; compared to its 52-week range of 14 to 64 into the expected release of quarter results before the bell on June 28.

BlackBerry (BB) June weekly call option implied volatility is at 170, July is at 77; compared to its 52-week range of 48 to 87 into the expected release of quarter results after the bell on June 28. Call put ratio 2.8 calls to 1 put.

Micron (MU) June weekly call option implied volatility is at 89, July is at 47; compared to its 52-week range of 34 to 58 into the expected release of quarter results after the bell on June 28. Call put ratio 2.8 calls to 1 put.

Nike (NKE) June weekly call option implied volatility is at 96, July is at 42; compared to its 52-week range of 23 to 52 into the expected release of quarter results after the bell on June 29. Call put ratio 2.1 calls to 1 put.

Rite Aid (RAD) June weekly call option implied volatility is at 350, July is at 273; compared to its 52-week range of 75 to 139 into the expected release of quarter results before the bell on June 29. Call put ratio 5.8 calls to 1 put with focus on June weekly 2 calls.

Paychex (PAYX) July call option implied volatility is at 26, August is at 21; compared to its 52-week range of 19 to 76 into the expected release of quarter results before the bell on June 29.

McCormick & Company (MKC) July call option implied volatility is at 26, August is at 22; compared to its 52-week range of 15 to 81 into the expected release of quarter results before the bell on June 29.

Constellation Brands (STZ) June weekly call option implied volatility is at 51, July is at 25; compared to its 52-week range of 17 to 31 into the expected release of quarter results before the bell on June 30.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 37; compared to its 52-week range of 36 to 72.

Cava (CAVA) 30-day option implied volatility is at 73. Call put ratio 1.9 calls to 1 put.

Options with decreasing option implied volatility: ISEE ACN WBA SBSW KBH DRI CCL KMX FDX SRPT
Increasing unusual option volume: BMEA RIDE JNPR CX XPO WBA ETNB AMKR KC
Increasing unusual call option volume: CX XPO RVLV KC RIDE BWA JNPR WBA FREY
Increasing unusual put option volume: BMEA WBA XPO RIDE
Active options: TSLA NVDA AMZN AAPL AMD GOOGL META MSFT NIO AAL WBA GOOG MARA CCL U SOFI LCID AMC SNOW BABA

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