Mid-session IV Report November 10, 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: IMGN CHWY VMW DOCU SGEN SAVE
Popular stocks with increasing volume: PLTR AMC DIS NIO COIN
Option IV for NVO into American Heart Association data
Novo Nordisk (NVO) November call option implied volatility is at 42, December is at 34; compared to its 52-week range of 20 to 67. Call put ratio 1 call to 2 put into American Heart Association data.
Eli Lilly & Co. (LLY) November call option implied volatility is at 42, December is at 32; compared to its 52-week range of 18 to 39. Call put ratio 2.2 calls to 1 put.
Option IV into quarter results
Tyson (TSN) November call option implied volatility is at 72, December is at 38; compared to its 52-week range of 18 to 68 into the expected release of quarter results before the bell on November 13.
Home Depot (HD) November call option implied volatility is at 40, December is at 26; compared to its 52-week range of 16 to 39 into the expected release of quarter results before the bell on November 14.
Vipshop Holdings (VIPS) November call option implied volatility is at 83, December is at 51; compared to its 52-week range of 37 to 74 into the expected release of quarter results on November 14. Call put ratio 1 call to 14 puts.
On Holding AG (ONON) November call option implied volatility is at 100, December is at 61; compared to its 52-week range of 41 to 110 into the expected release of quarter results before the bell on November 14. Call put ratio 9.7 calls to 1 put.
Canadian Solar (CSIQ) November call option implied volatility is at 100, December is at 64; compared to its 52-week range of 38 to 71 into the expected release of quarter results before the bell on November 14.
Target (TGT) November call option implied volatility is at 76, December is at 42; compared to its 52-week range of 21 to 52. Call put ratio 1.8 calls to 1 put into expected release of quarter results on November 15.
Walmart (WMT) November call option implied volatility is at 34, December is at 20; compared to its 52-week range of 11 to 32 into expected release of quarter results on November 16.
Macy’s (M) November call option implied volatility is at 135, December is at 74; compared to its 52-week range of into expected release of quarter results on November 16.
Options with decreasing option implied volatility: UPST AYX SAVE APP RNG BROS ARRY RBLX TWLO TH HIMS
Increasing unusual option volume: INDI AMLX WULF HEAR CRDO TTD ORGN OIH DEO RVLV DOCS
Increasing unusual call option volume: DOCS BLNK INDI TTD LYV NANOS NVTS WYNN APP GNW DUOL WULF
Increasing unusual put option volume: AU JBLU OIH TTD GRPN MNDY WYNN ILMN CPRI SBLK SYM PLUG
Active options: TSLA NVDA AAPL TTD PLUG AMZN AMD JBLU U META MARA PLTR AMC DIS GOOGL MSFT NIO TSM COIN RIOT
