Mid-session IV Report November 1, 2022

Market Rebellion

This article was last updated on 11/01/2022.

Mid-session IV Report November 1, 2022

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.

Option IV increases: RUM GETY ACI AVXL VTRS RXDX ABNB AMD

Popular stocks with increasing volume: UBER NIO PBR PFE TLRY GME LAZR NCLH

Option IV into quarter results, Federal Reserve officials meeting, October employment report on November 4.

Advanced Micro Devices (AMD) November weekly call option implied volatility is at 113, November is at 71; compared to its 52-week range of 35 to 73 into the expected release of quarter results today after the bell.

Electronic Arts (EA) November weekly call option implied volatility is at 85, November is at 46; compared to its 52-week range of 22 to 45 into the expected release of quarter results today after the bell. Call put ratio 5.4 calls to 1 put.

Airbnb (ABNB) November weekly call option implied volatility is at 138, November is at 77; compared to its 52-week range of 40 to 77 into the expected release of quarter results today after the bell.

Match Group (MTCH) November weekly call option implied volatility is at 164, November is at 91; compared to its 52-week range of 38 to 77 into the expected release of quarter results today after the bell.

Caesars (CZR) November weekly call option implied volatility is at 123, November is at 84; compared to its 52-week range of 43 to 85 into the expected release of quarter results today after the bell.

Roku (ROKU) November weekly call option implied volatility is at 230, November is at 130; compared to its 52-week range of 45 to 119 into the expected release of quarter results after the bell on November 2.

Qualcomm (QCOM) November weekly call option implied volatility is at 109, November is at 62; compared to its 52-week range of 31 to 81 into the expected release of quarter results after the bell on November 2.

CVS Health (CVS) November weekly call option implied volatility is at 62, November is at 36; compared to its 52-week range of 20 to 37 into the expected release of quarter results before the bell on November 2.

Booking Holding (BKNG) November weekly call option implied volatility is at 100, November is at 58; compared to its 52-week range of 27 to 58 into the expected release of quarter results after the bell on November 2.

Yum Brands (YUM) November weekly call option implied volatility is at 33, December is at 28; compared to its 52-week range of 17 to 43 into the expected release of quarter results before the bell on November 2. Call put ratio 4.6 calls to 1 put.

eBay (EBAY) November weekly call option implied volatility is at 106, November is at 56; compared to its 52-week range of 27 to 55 into the expected release of quarter results after the bell on November 2.

MGM Resorts (MGM) November weekly call option implied volatility is at 79, November is at 56; compared to its 52-week range of 37 to 61 into the expected release of quarter results after the bell on November 2.

Generac (GNRC) November weekly call option implied volatility is at 110, November is at 78; compared to its 52-week range of 37 to 420 into the expected release of quarter results before the bell on November 2.

Zillow Group (Z) November weekly call option implied volatility is at 170, November is at 93; compared to its 52-week range of 47 to 90 into the expected release of quarter results after the bell on November 2. Call put ratio 1 call to 6.2 puts with focus on November weekly puts.

Robinhood (HOOD) November weekly call option implied volatility is at 157, November is at 94; compared to its 52-week range of 55 to 133 into the expected release of quarter results after the bell on November 2.

Etsy (ETSY) November weekly call option implied volatility is at 177, November is at 99; compared to its 52-week range of 44 into the expected release of quarter results after the bell on November 2. Call put ratio 1 call to 2.3 puts.

Johnson & Johnson (JNJ) 30-day option implied is at 18; compared to its 52-week range of 15 to 24 after buying Abiomed (ABMD) for upfront payment of $380 per share in cash.

Abiomed (ABMD) 30-day option implied is at 8; compared to its 52-week range of 31 to 97 after Johnson & Johnson (JNJ) buying for upfront payment of $380 per share in cash.

Options with decreasing option implied volatility: PINS PBR TDOC ALGN MPW WOLF META WEBR HOG UBER SPOT UBER HTZ INTC SOFI
Increasing unusual option volume: ATCO GOGO INVZ ATUS HLF NNOX METC
Increasing unusual call volume: ATUS ATCO INVZ INNOX THC CIM SYK MNST NKLA
Increasing unusual put option volume: KDP BCRX SYK YANG HLF PHM GT LEVI PBR
Active options: TSLA SOFI AAPL AMZN UBER NKLA META AMD BABA NVDA NIO PBR PFE GOOGL TLRY MSFT GME LAZR NCLH CHPT

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