Mid-session IV Report June 8, 2023

Mid-session IV Report June 8, 2023

by

Mid-session IV Report June 8, 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 FGEN DOCU NIO

Popular stocks increasing volume: GME PLTR CVNA F HBI SOFI BABA COIN LCID LVS WYNN

Tesla (TSLA) 30-day option implied volatility is at 52; compared to its 52-week range of 44 to 96 as shares near seven-month high.

Amazon (AMZN) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 61 as shares trend higher.

Option IV into Fed meeting

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of 11 to 31.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 39.

Boston Properties (BXP) 30-day option implied volatility is at 45; compared to its 52-week range of 23 to 108.

SL Green Realty (SLG) 30-day option implied volatility is at 68; compared to its 52-week range of 32 to 158. Call put ratio 1 call to 5 puts as shares sell off 3%.

Vornado Realty Trust (VNO) 30-day option implied volatility is at 61; compared to its 52-week range of 28 to 148. Call put ratio 1 call to 2.3 puts as shares sell off 3.9%.

Aero space-defense–tech stock option implied volatility into 2023 Paris Airshow

Boeing (BA) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 63 into 2023 Paris Airshow.

Lockheed Martin (LMT) 30-day option implied volatility is at 15; compared to its 52-week range of 16 to 35 into 2023 Paris Airshow.

Northrop Grumman (NOC) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 38 into 2023 Paris Airshow.

Raytheon Technologies (RTX) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 36 into 2023 Paris Airshow.

General Dynamics (GD) 30-day option implied volatility is at 14; compared to its 52-week range of 14 to 32 into 2023 Paris Airshow.

Huntington Ingalls Industries (HII) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 81 into 2023 Paris Airshow.

Honeywell (HON) 30-day option implied volatility is at 16; compared to its 52-week range of 17 to 35 into 2023 Paris Airshow.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 47; compared to its 52-week range of 42 to 109 into 2023 Paris Airshow.

General Electric (GE) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 252 into 2023 Paris Airshow.

L3Harris Technologies (LHX) 30-day option implied volatility is at 19; compared to its 52-week range of 19 to 80 into 2023 Paris Airshow.

Option IV into quarter results

DocuSign (DOCU) June weekly option implied volatility is at 290, June is at 123; compared to its 52-week range of 46 to 109 into the expected release of quarter results today after the bell.

Vail Resorts (MTN) June option implied volatility is at 43, July is at 27; compared to its 52-week range of 23 to 89 into the expected release of quarter results today after the bell.

Nio (NIO) June weekly option implied volatility is at 240, June is at 127; 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 2.2 calls to 1 put.

Option movers

Carvana Co. (CVNA) 30-day option implied volatility is at 132; compared to its 52-week range of 112 to 267. Call put ratio 2.4 calls to 1 put as shares rally 27%.

Biogen (BIIB) June weekly call option implied volatility is at 70, June is at 40; compared to its 52-week range of 24 to 97 into Friday’s advisory committee meeting.

Sarepta Therapeutics (SRPT) 30-day option implied volatility is at 68; compared to its 52-week range of 39 to 143 into PDUFA on June 22.

iRobot (IRBT) 30-day option implied volatility is at 107; 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.

Options with decreasing option implied volatility: GTLB S ASAN MDB IOT LULU AVGO CHPT ASO FIVE ZS DWAC ZION FHN ABR DELL OZK DOW
Increasing unusual option volume: SMAR HBI SMTC OTIS DBI HCP PL AMTX UNFI SSYS GME
Increasing unusual call option volume: SMTC HBI SMAR MGNI DBI HCP COHR PL TCOM GME
Increasing unusual put option volume: FGEN GRPN MVIS CHK PLAY AZN SIG TCOM GME PSEC GME
Active options: TSLA AMZN NVDA GME PLTR META AAPL AMD CVNA F HBI GOOGL SOFI MSFT NFLX AMC BABA COIN GOOG LCID

Read More

Subscribe to Rebel Roundup for your weekly digest of market highlights and free trading lessons.
We’re on a mission to empower retail traders with the tools they need to succeed.

Read Next

Join a growing community of traders with Market Rebellion

Join the thousands of users daily!
Start Your Day the Smart Money Way

Real-time Analysis

Interactive Chat Q&A
Professional Tactics