Mid-session IV Report November 14, 2022

Market Rebellion

This article was last updated on 11/14/2022.

Mid-session IV Report November 14, 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: AMC HAS ADBE ASTS BITO RLMD TRQ MSTR SI HD LOW NVDA

Popular stocks with increasing volume : DKNG COIN DIS GME WMT CCL TLRY CCJ PENN

Option IV into quarter results and events

Walmart (WMT) November call option implied volatility is at 60, December is at 30; compared to its 52-week range of 16 to 34 into the expected release of quarter results before the bell on November 15.

Home Depot (HD) November call option implied volatility is at 62, December is at 36; compared to its 52-week range of 20 to 46 into the expected release of quarter results before the bell on November 15. Call put ratio 1 call to 1.5 puts.

Krispy Kreme (DNUT) November call option implied volatility is at 96, December is at 53; compared to its 52-week range of 36 to 116 into the expected release of quarter results before the bell on November 15. Call put ratio 2.2 calls to 1 put.

NVIDIA (NVDA) November call option implied volatility is at 100, December is at 60; compared to its 52-week range of 45 to 82 into the expected release of quarter results after the bell on November 16.

Target (TGT) November call option implied volatility is at 109, December is at 50; compared to its 52-week range of 23 to 53 into the expected release of quarter results before the bell on November 16.

Lowe’s Cos. (LOW) November call option implied volatility is at 75, December is at 43; compared to its 52-week range of 21 to 49 into the expected release of quarter results before the bell on November 16.

TJX Cos. (TJX) November call option implied volatility is at 64, December is at 34; compared to its 52-week range of 22 to 47 into the expected release of quarter results before the bell on November 16. Call put ratio 1.5 calls to 1 put.

Alibaba (BABA) November call option implied volatility is at 106, December is at 69; compared to its 52-week range of 46 to 99 into the expected release of quarter results before the bell on November 17. Call put ratio 3.5 calls to 1 put as shares rally 2%.

Winnebago Industries (WGO) November call option implied volatility is at 60, December is at 50; compared to its 52-week range of 35 to 105 into hosting a virtual investor day on November 15.

Lemonade (LMND) November call option implied volatility is at 100, December is at 85; compared to its 52-week range of 65 to 134 into hosting a investor day on November 15.

Aflac (AFL) November call option implied volatility is at 27, December is at 25; compared to its 52-week range of 19 to 34 into hosting a 2022 financial analysts virtual briefing on November 15.

Rockwell Automation (ROK) November call option implied volatility is at 54, December is at 34; compared to its 52-week range of 22 to 87 into hosting an investor day on November 16.

Proctor & Gamble (PG) November call option implied volatility is at 24, December is at 19; compared to its 52-week range of 14 to 33 into hosting an investor day on November 17. Call put ratio 4.7 calls to 1 put.

General Motors (GM) November call option implied volatility is at 54, December is at 43; compared to its 52-week range of 29 to 60 into a company hosted investor day webcast on November 17. Call put ratio 3 calls to 1 put.

Penn National Gaming (PENN) call put ratio 24 calls to 1 put with focus on November 36.50 and 39 calls.

Mobileye (MBLY) call put ratio 8.2 calls to 1 put with focus on November 35 calls as shares rally 3%.

Options with decreasing option implied volatility: VERU TTD NVAX LYFT AFRM VTNR UPST APP DOCN BMBL AKAM RNG U CELH LMND TOST CLNE TRIP SEDG
Increasing unusual option volume: APLS IYT GOEV IBKR XELA PHUN VLDR NOG ARDX MNDY GSM PLAB PENN
Increasing unusual call volume: APLS PHUN VLDR NOG ARDX MNDY GSM PLAB
Increasing unusual put option volume: APLS GOEV ASTS NWL UAA CAN ARDX LNTH SI ZTS
Active options: TSLA AMC AAPL AMD AMZN META NFLX MSFT NVDA NIO BABA DKNG COIN DIS GME GOOGL WMT CCL TLRY CCJ

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