Mid-session IV Report November 13, 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: PBR SAVE RILY FIVN ORCL ADBE COST SPX XSP SPLK ORCL METC MNDY
Popular stocks with increasing volume: PLTR DIS AMC MO U CON SOFI
Option IV into quarter results
Home Depot (HD) November call option implied volatility is at 50, December is at 27; 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 104, December is at 50; compared to its 52-week range of 37 to 74 into the expected release of quarter results on November 14. Call put ratio 4.5 calls to 1 put.
On Holding AG (ONON) November call option implied volatility is at 132, December is at 62; 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 2.2 calls to 1 put.
Canadian Solar (CSIQ) November call option implied volatility is at 133, December is at 68; 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 94, December is at 45; 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.
Cisco (CSCO) November call option implied volatility is at 54, December is at 32; compared to its 52-week range of 14 to 35 into the expected release of quarter results after the bell on November 15.
TJX Companies (TJX) November call option implied volatility is at 48, December is at 29; compared to its 52-week range of 14 to 36 into the expected release of quarter results before the bell on November 15.
Palo Alto Networks (PANW) November call option implied volatility is at 111, December is at 49; compared to its 52-week range of 25 to 54 into the expected release of quarter results after the bell on November 15.
JD.com (JD) November call option implied volatility is at 82, December is at 49; compared to its 52-week range of 34 to 78 into the expected release of quarter results before the bell on November 15. Call put ratio 4.5 calls to 1 put with focus on November 29.50 calls.
XPeng (XPEV) November call option implied volatility is at 112, December is at 73; compared to its 52-week range of 64 to 127 into the expected release of quarter results before the bell on November 15. Call put ratio 2.4 calls to 1 put.
Walmart (WMT) November call option implied volatility is at 40, December is at 19; compared to its 52-week range of 11 to 32 into expected release of quarter results on November 16. Call put ratio 1.4 calls to 1 put.
Macy’s (M) November call option implied volatility is at 155, December is at 71; compared to its 52-week range of 35 to 77 into expected release of quarter results on November 16.
Alibaba (BABA) November call option implied volatility is at 63, December is at 37; compared to its 52-week range of 33 to 71 into the expected release of quarter results before the bell on November 16.
Boeing (BA) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 44 amid China is reportedly considering ending its freeze on Boeing with a commitment to purchase the 737 Max aircraft. Call put ratio 2.7 calls to 1 put.
Options with decreasing option implied volatility: UPST AYX HIMS APP RBLX RNG AAOI TWLO BROS
Increasing unusual option volume: IHI MNDY DVA BITX ACRS TIP RILY RF METC CELH MNDY
Increasing unusual call option volume: DVA IHI TIP MNDY BEKE ACRS STNE NVTS VSCO
Increasing unusual put option volume: HBI ACRS LW RILY MNDY ACAD BAX MO MDLZ
Active options: TSLA AAPL NVDA AMZN BA AMD PLTR MSFT META MARA GOOGL AMC DIS RIVN PLUG MO U COIN SOFI MPW
