Mid-session IV Report June 6, 2023

Mid-session IV Report June 6, 2023

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Mid-session IV Report June 6, 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: COIN BIG MVIS DPST

Popular stocks increasing volume: COIN PLTR DIS RIOT BAC AI SOFI

AI stocks option IV

NVIDIA (NVDA) 30-day option implied volatility is at 40; compared to its 52-week range of 41 to 68.

C3 AI (AI) 30-day option implied volatility is at 123; compared to its 52-week range of 54 to 223. Call put ratio 3 calls to 1 put as shares rally 7%.

Palantir (PLTR) 30-day option implied volatility is at 66; compared to its 52-week range of 48 to 84.

Cadence Design Systems (CDNS) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 83. Call put ratio 7.3 calls to 1 put.

Option IV into quarter results

Dave & Buster’s Entertainment (PLAY) June call option implied volatility is at 87, July is at 55; compared to its 52-week range of 37 to 100 into the expected release of quarter results today after the bell.

Stitch Fix (SFIX) June weekly call option implied volatility is at 235 June is at 165; compared to its 52-week range of 68 to 130 into the expected release of quarter results today after the bell.

Campbell Soup (CPB) June weekly option implied volatility is at 59, June is at 36; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell on June 7. Call put ratio 3.2 calls to 1 put.

GameStop (GME) June option implied volatility is at 220, July is at 137; compared to its 52-week range of 56 to 141 into the expected release of quarter results after the bell on June 7. Call put ratio 4.6 calls to 1 put.

Ollie’s Bargain (OLLI) June option implied volatility is at 90, July is at 55; compared to its 52-week range of 33 to 96 into the expected release of quarter results before the bell on June 7.

United Natural Foods (UNFI) June option implied volatility is at 100, July is at 65; compared to its 52-week range of 33 to 99 into the expected release of quarter results before the bell on June 7.

DocuSign (DOCU) June weekly option implied volatility is at 180, June is at 111; compared to its 52-week range of 46 to 109 into the expected release of quarter results after the bell on June 8.

Vail Resorts (MTN) June option implied volatility is at 40, July is at 31; compared to its 52-week range of 23 to 89 into the expected release of quarter results after the bell on June 8.

Signet Jewelers (SIG) June weekly option implied volatility is at 150, June is at 94; compared to its 52-week range of 38 to 84 into the expected release of quarter results before the bell on June 8. Call put ratio 3.3 calls to 1 put.

Designer Brands (DBI) June option implied volatility is at 125, July is at 77; compared to its 52-week range of 41 to 103 into the expected release of quarter results before the bell on June 8. Call put ratio 2.6 calls to 1 put.

Nio (NIO) June weekly option implied volatility is at 154, June is at 104; compared to its 52-week range of 63 to 111 into the expected release of quarter results before the bell on June 9. Call put ratio 4.1 calls to 1 put.

Bitcoin stocks option IV after The SEC sues Coinbase (COIN)

Coinbase (COIN) June weekly call option implied volatility is at 155, June is at 130; compared to its 52-week range of 81 to 150 after The SEC sues Coinbase, accusing the company of acting as an unregistered broker and exchange.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 109; compared to its 52-week range of 100 to 167.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 73; compared to its 52-week range of 65 to 200.

Riot Platforms (RIOT) 30-day option implied volatility is at 107; compared to its 52-week range of 99 to 159.

Option movers

Topgolf Callaway Brands (MODG) June call option implied volatility is at 51, July is at 43; compared to its 52-week range of 27 to 91 after PGA announces merger with LIV. Call put ratio 13 calls to 1 put with focus on June calls.

Acushnet (GOLF) June call option implied volatility is at 66, July is at 53; compared to its 52-week range of 27 to 44 after PGA announces merger with LIV. Call put ratio 6 calls to 1 put with focus on June 45 calls.

Microvision (MVIS) 30-day option implied volatility is at 113; compared to its 52-week range of 38 to 141. Call put ratio 3 calls to 1 put as shares rally 23%.

Agra option IV after Ukrainian dam break

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 53. Call put ratio 383 calls to 1 put after Ukrainian dam break.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 28; compared to its 52-week range of 14 to 86.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 22; compared to its 52-week range of 14 to 71 after Ukrainian dam break.

Sarepta Therapeutics (SRPT) 30-day option implied volatility is at 67; compared to its 52-week range of 39 to 143 into PDUFA on June 22.

iRobot (IRBT) 30-day option implied volatility is at 112; compared to its 52-week range of 9 to 112 into EU antitrust regulators will decide by July 6 whether to clear Amazon.com (AMZN) $1.7B acquisition of the maker of robot vacuum cleaner, according to a European Commission filing.

Options with decreasing option implied volatility: JWN AI DPST IEP CPRI UVIX PSTG M CHWY AVGO ASAN OKTA MDB CRWD CHPT IOT CRM
Increasing unusual option volume: GOLF MODG BCLI IAT CIEN PDSB GTLB NVCR OPK THO WEAT U
Increasing unusual call option volume: U PLAY WEAT SMAR IAT BCLI CIEN GTLB NVCR OPK TER HRL
Increasing unusual put option volume: FRPT GTLB KMB MBLY THO CCJ PSEC TSCO
Active options: TSLA AAPL COIN NVDA AMD AMZN PLTR SHOP MARA META U MSFT DIS RIOT BAC AI GTLB SOFI CCJ GOOGL

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