Mid-session IV Report June 9, 2023

Mid-session IV Report June 9, 2023

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Mid-session IV Report June 9, 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: BYND MVIS PTON

Popular stocks increasing volume: CVNA SOFI GM DOCU PTON MRVL PLTR AI PYPL

Option IV into Fed meeting

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 48 as shares rally 1.6%.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 52; compared to its 52-week range of 40 to 69.

Salesforce (CRM) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 54.

Home Depot (HD) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 39 into June 13 Analyst Day.

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 17; compared to its 52-week range of 17 to 39.

Bank option IV into Morgan Stanley Financials conference and FOMC policy meeting

JPMorgan (JPM) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 44.

Wells Fargo (WFC) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 51.

Bank of America (BAC) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 51.

Citigroup (C) 30-day option implied volatility is at 24; compared to its 52-week range of 23 to 51.

Goldman Sachs (GS) 30-day option implied volatility is at 20; compared to its 52-week range of 20 to 44.

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

U.S. Bancorp (USB) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 86.

PNC Financial (PNC) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 55.

Charles Schwab (SCHW) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 104.

Capital One Financial (COF) 30-day option implied volatility is at 29; compared to its 52-week range of 29 to 54.

KeyCorp (KEY) 30-day option implied volatility is at 48; compared to its 52-week range of 24 to 186.

Truist (TFC) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 99.

Comerica (CMA) 30-day option implied volatility is at 59; compared to its 52-week range of 25 to 163.

Zions Bancorp (ZION) 30-day option implied volatility is at 56; compared to its 52-week range of 27 to 204.

Bank OZK (OZK) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 105.

State Street (STT) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 91.

Regions Financial (RF) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 122.

Huntington Bancshares (HBAN) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 97.

Fifth Third Bancorp (FITB) 30-day option implied volatility is at 35; compared to its 52-week range of 24 to 108.

Bank of New York (BK) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 95.

BlackRock (BLK) 30-day option implied volatility is at 20; compared to its 52-week range of 20 to 47.

Blackstone (BX) 30-day option implied volatility is at 30; compared to its 52-week range of 30 to 60.

Option IV into quarter results

Oracle (ORCL) June option implied volatility is at 62, July is at 32; compared to its 52-week range of 18 to 52 into the expected release of quarter results after the bell on June 12.

Option movers

Carvana Co. (CVNA) 30-day option implied volatility is at 175; compared to its 52-week range of 112 to 267.

Biogen (BIIB) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 97 into advisory committee meeting.

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.

Chargepoint Holdings Inc. (CHPT) 30-day option implied volatility is at 65; compared to its 52-week range of 62 to 100 after General Motors (GM) and Tesla (TSLA) announced a deal to partner on EV charging.

EVgo (EVGO) 30-day option implied volatility is at 73; compared to its 52-week range of 57 to 138 after General Motors (GM) and Tesla (TSLA) announced a deal to partner on EV charging.

PayPal (PYPL) 30-day option implied volatility is at 31; compared to its 52-week range of 31 to 76.

The Trade Desk Inc. (TTD) 30-day option implied volatility is at 38; compared to its 52-week range of 38 to 105.

Activision Blizzard (ATVI) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 46.

Options with decreasing option implied volatility: APRN GTLB MCB DOCU VKTX ASO FHN TCOM CPB DD
Increasing unusual option volume: HCP SSYS IOT IGT DOCU NEXT PL FOXA DLO MODG FTCH PTON WB CVNA UPST AFRM
Increasing unusual call option volume: BID ADBE HCP IGT DOCU PTON NEXT KBH PL COHR
Increasing unusual put option volume: DLO IOT MVIS DOCU CVNA IBRX
Active options: TSLA NIO AAPL AMD NVDA CVNA AMZN F NFLX MSFT SOFI GM DOCU PTON MRVL META PLTR GOOGL AI PYPL

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