Mid-session IV Report November 1, 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: OKTA SAVE PDD DELL ULTA CPRI HRL KR SPLK
Popular stocks with increasing volume: SOFI BA NIO NCLH
Popular stocks with increasing volume: SOFI BA NIO NCLH
Option IV into quarter results and into FOMC policy decision
Qualcomm (QCOM) November weekly call option implied volatility is at 97, November is at 43; compared to its 52-week range of 24 to 53 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.
Airbnb (ABNB) November weekly call option implied volatility is at 135, November is at 63; compared to its 52-week range of 32 to 68 into the expected release of quarter results today after the bell.
PayPay (PYPL) November weekly call option implied volatility is at 140, November is at 65; compared to its 52-week range of 26 to 70 into the expected release of quarter results today after the bell.
Mondelez (MDLZ) November weekly call option implied volatility is at 55, November is at 29; compared to its 52-week range of 12 to 29 into the expected release of quarter results today after the bell.
Door Dash (DASH) November weekly call option implied volatility is at 138, November is at 66; compared to its 52-week range of 32 to 99 into the expected release of quarter results today after the bell. Call put ratio 1 call to 4.2 puts.
Zillow (Z) November weekly call option implied volatility is at 155, November is at 77; compared to its 52-week range of 34 to 79 into the expected release of quarter results today after the bell.
Roku (ROKU) November weekly call option implied volatility is at 210, November is at 94; compared to its 52-week range of 48 to 103 into the expected release of quarter results today after the bell.
Etsy (ETSY) November weekly call option implied volatility is at 190, November is at 84; compared to its 52-week range of 38 to 82 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.8 puts.
MicroStrategy (MSTR) November weekly call option implied volatility is at 105, November is at 80; compared to its 52-week range of 55 to 173 into the expected release of quarter results today after the bell.
e.l.f. Beauty (ELF) November weekly call option implied volatility is at 212, November is at 93; compared to its 52-week range of 35 to 85 into the expected release of quarter results today after the bell. Call put ratio 3.7 calls to 1 put.
Apple (AAPL) November weekly call option implied volatility is at 62, November is at 32; compared to its 52-week range of 17 to 43 into the expected release of quarter results after the bell on November 2.
Eli Lilly (LLY) November weekly call option implied volatility is at 79, November is at 43; compared to its 52-week range of 19 to 39 into the expected release of quarter results before the bell on November 2. Call put ratio 3 calls to 1 put.
Novo Nordisk (NVO) November weekly call option implied volatility is at 75, November is at 44; compared to its 52-week range of 20 to 67 into the expected release of quarter results before the bell on November 2.
Starbucks (SBUX) November weekly call option implied volatility is at 90, November is at 40; compared to its 52-week range of 18 to 40 into the expected release of quarter results before the bell on November 2.
Conoco Phillips (COP) November weekly call option implied volatility is at 45, November is at 35; compared to its 52-week range of 21 to 47 into the expected release of quarter results before the bell on November 2.
Booking Holdings (BKNG) November weekly call option implied volatility is at 84, November is at 41; compared to its 52-week range of 23 to 46 into the expected release of quarter results after the bell on November 2. Call put ratio 1 call to 11 puts.
Stryker (SYK) November call option implied volatility is at 36, December is at 28; compared to its 52-week range of 16 to 67 into the expected release of quarter results after the bell on November 2.
Shopify (SHOP) November weekly call option implied volatility is at 160, November is at 75; compared to its 52-week range of 38 to 76 into the expected release of quarter results before the bell on November 2.
Palantir (PLTR) November weekly call option implied volatility is at 193, November is at 94; compared to its 52-week range of 48 to 93 into the expected release of quarter results after the bell on November 2.
Cummins (CMI) November call option implied volatility is at 33, December is at 28; compared to its 52-week range of 19 to 80 into the expected release of quarter results after the bell on November 2. Call put ratio 1 call to 18 puts.
Marriott (MAR) November weekly call option implied volatility is at 78, November is at 38; compared to its 52-week range of 21 to 39 into the expected release of quarter results after the bell on November 2.
MercadoLibre (MELI) November weekly call option implied volatility is at 113, November is at 56; compared to its 52-week range of 32 to 72 into the expected release of quarter results on November 2.
Moderna (MRNA) November weekly call option implied volatility is at 140, November is at 72; compared to its 52-week range of 40 to 74 into the expected release of quarter results before the bell on November 2.
DraftKings (DKNG) November weekly call option implied volatility is at 176, November is at 80; compared to its 52-week range of 42 to 89 into the expected release of quarter results after the bell on November 2.
Cloudflare (NET) November weekly call option implied volatility is at 192, November is at 91; compared to its 52-week range of 44 to 102 into the expected release of quarter results after the bell on November 2.
Coinbase (COIN) November weekly call option implied volatility is at 140, November is at 88; compared to its 52-week range of 59 to 137 into the expected release of quarter results after the bell on November 2.
Live Nation (LYV) November call option implied volatility is at 55, December is at 41; compared to its 52-week range of 23 to 80 into the expected release of quarter results after the bell on November 2.
Rocket (RKT) November weekly call option implied volatility is at 114, November is at 60; compared to its 52-week range of 35 to 80 into the expected release of quarter results after the bell on November 2.
Skyworks (SWKS) November weekly call option implied volatility is at 95, November is at 48; compared to its 52-week range of 25 to 50 into the expected release of quarter results after the bell on November 2.
Baxter (BAX) November weekly call option implied volatility is at 98, November is at 45; compared to its 52-week range of 21 to 46 into the expected release of quarter results before the bell on November 2.
Options with decreasing option implied volatility: VKTX NOVA SRPT SOFI WOLF PINS ENPH ZI QS W META
Increasing unusual option volume: PAYC WB UNM PVH
Increasing unusual call option volume: WB PAYC GOOS UNM PLL DQ PBI
Increasing unusual put option volume: HLF PAYC ASHR MTCH WE
Active options: AMD TSLA NVDA MSFT AMZN AAPL NFLX META F AMC PLTR MTCH GOOGL MARA SOFI WE GOOG BA NIO NCLH
