Mid-session IV Report June 7, 2023

Mid-session IV Report June 7, 2023

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Mid-session IV Report June 7, 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: MVIS ROKU V MA DPST SPR

Popular stocks increasing volume: AFRM MRVL SOFI GME F COIN NIO

Option IV near low end of range

Consumer Disc Sel Spdr Fd (XLY) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 43.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 39.

Technology Select Sector Spdr Fund (XLK) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 39.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 12; compared to its 52-week range of 12 to 31.

Utilities Sel Sect Spdr Fd (XLU) 30-day option implied volatility is at 15; compared to its 52-week range of 15 to 33.

Health Care Select Sect Fd (XLV) 30-day option implied volatility is at 12; compared to its 52-week range of 11 to 26.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 22; compared to its 52-week range of 23 to 49.

Consumer Staples Select Sector SPDR Fund (XLP) 30-day option implied volatility is at 11; compared to its 52-week range of 10 to 25.

Industrial Sel Sect Spdr Fd (XLI) 30-day option implied volatility is at 14; compared to its 52-week range of 14 to 31.

Materials Select Sector Fd (XLB) 30-day option implied volatility is at 15; compared to its 52-week range of 16 to 35.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 15; compared to its 52-week range of 15 to 37. Call put ratio 1 call to 7 puts.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 81. Call put ratio 3.9 calls to 1 put as shares rally 1.8%.

Charles Schwab (SCHW) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 104.

Option IV into quarter results

GameStop (GME) June option implied volatility is at 267, July is at 143; compared to its 52-week range of 56 to 141 into the expected release of quarter results today after the bell. Call put ratio 3.9 calls to 1 put.

DocuSign (DOCU) June weekly option implied volatility is at 217, June is at 117; 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 27; 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 156, 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 calls to 1 put.

Designer Brands (DBI) June option implied volatility is at 140, July is at 78; 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 5.7 calls to 1 put.

Nio (NIO) June weekly option implied volatility is at 178, June is at 110; 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 3.9 calls to 1 put.

Options with decreasing option implied volatility: AI DPST CHWY JWN AVGO MDB ASAN AVGO M OKTA PSTG IOT CRM BILI CRWD GTLB
Increasing unusual option volume: NCHI PLAY SFIX MVIS UNFI PBI OLLI CPB MODG LOVE
Increasing unusual call option volume: PLAY OLLI MODG SFIX SMAR SPR COHR PBI GRWG CPB NAIL MRVL
Increasing unusual put option volume: PLAY MVIS CPB SFIX OTLY SDS UNIT GEO EXAS APP
Active options: TSLA PLTR NVDA AAPL AMD AMZN NFLX GOOGL AFRM MRVL MARA SOFI MPW META GME F MSFT GOOG COIN NIO

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