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
