Mid-session IV Report November 14, 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: VKTX ORCL X PRTA CELH RILY
Popular stocks with increasing volume: C HD RIVN UPST
Movers
Celsius Holdings Inc. (CELH) November call option implied volatility is at 76, December is at 52; compared to its 52-week range of 37 to 112. Call put ratio 2.3 calls to 1 put as share price down 7.6%.
Market Vectors Semiconductor ETF (SMH) November call option implied volatility is at 28, December is at 26; compared to its 52-week range of 24 to 39 as share price up 2.8%.
Option IV into quarter results
Target (TGT) November call option implied volatility is at 103, December is at 44; 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 64, December is at 24; 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 51, December is at 22; 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 112, December is at 46; 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 93, 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 6.3 calls to 1 put with focus on November 27 calls.
XPeng (XPEV) November call option implied volatility is at 119, December is at 74; 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 2.1 calls to 1 put.
Walmart (WMT) November call option implied volatility is at 45, 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 1.1 calls to 1 put.
Macy’s (M) November call option implied volatility is at 168, 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 73, December is at 40; compared to its 52-week range of 33 to 71 into the expected release of quarter results before the bell on November 16. Call put ratio 4 calls to 1 put.
Applied Materials (AMAT) November call option implied volatility is at 60, December is at 34; compared to its 52-week range of 29 to 50 into the expected release of quarter results after the bell on November 16.
Ross Stores (ROST) November call option implied volatility is at 67, December is at 31; compared to its 52-week range of 15 to 48 into the expected release of quarter results after the bell on November 16.
Williams-Sonoma (WSM) November call option implied volatility is at 92, December is at 41; compared to its 52-week range of into the expected release of quarter results on November 16.
Bath & Body Works (BBWI) November call option implied volatility is at 136, December is at 59; compared to its 52-week range of 31 to 72 into the expected release of quarter results before the bell on November 16.
Gap Stores (GPS) November call option implied volatility is at 130, December is at 55; compared to its 52-week range of 37 to 90 into the expected release of quarter results after the bell on November 16.
Beazer Homes (BZH) November call option implied volatility is at 126, December is at 60; compared to its 52-week range of 36 to 99 into the expected release of quarter results after the bell on November 16. Call put ratio 9.3 calls to 1 put as share price up 8.6%.
Options with decreasing option implied volatility: GRPN UPST APP SE APPS ARRY RBLX TOST BROS TWLO TTD AFRM
Increasing unusual option volume: BTAI FEZ PBRA TPX RILY ICLN NEXT LZ PSFE
Increasing unusual call option volume: LZ PBRA LZ AES FND CRDO ARKG RILY
Increasing unusual put option volume: BILL RILY ICLN PCT RKLB XP ZI
Active options: TSLA AAPL NVDA AMZN AMD PLTR BAC META SE GOOGL C MSFT F PYPL HD TTD MARA RIVN UPST
