Mid-session IV Report November 2, 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: RKT AAPL COIN DKNG NET SAVE SPLK
Popular stocks with increasing volume: PYPL ROKU SOFI SHOP C NIO
Stocks expected to have increasing option volume: CAT GEHC MTCH SRPT JBLU FXI TLT ctlt PINS AMD PFE SPG RMBS WDC VFC BB CHGG CTLT LSCC WOLF ABNB PYPL
Option IV into quarter results
Apple (AAPL) November weekly call option implied volatility is at 76, November is at 31; compared to its 52-week range of 17 to 43 into the expected release of quarter results today after the bell.
WW International, Inc. (WW) November weekly call option implied volatility is at 353, November is at 132; compared to its 52-week range of 66 to 163 into the expected release of quarter results today after the bell. Call put ratio 9.7 calls to 1 put.
Booking Holdings (BKNG) November weekly call option implied volatility is at 96, November is at 37; compared to its 52-week range of 23 to 46 into the expected release of quarter results today after the bell.
DraftKings (DKNG) November weekly call option implied volatility is at 230, November is at 86; compared to its 52-week range of 42 to 89 into the expected release of quarter results today after the bell. Call put ratio 5.9 calls to 1 put with focus on November weekly calls.
Cloudflare (NET) November weekly call option implied volatility is at 250, November is at 94; compared to its 52-week range of 44 to 102 into the expected release of quarter results today after the bell.
Coinbase (COIN) November weekly call option implied volatility is at 170, November is at 85; compared to its 52-week range of 59 to 137 into the expected release of quarter results today after the bell.
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 today after the bell. Call put ratio 3.9 calls to 1 put.
Rocket (RKT) November weekly call option implied volatility is at 150, November is at 60; compared to its 52-week range of 35 to 80 into the expected release of quarter results today after the bell. Call put ratio 4 calls to 1 put.
Skyworks (SWKS) November weekly call option implied volatility is at 122, November is at 45; compared to its 52-week range of 25 to 50 into the expected release of quarter results today after the bell.
Berkshire Hathaway (BRK.A) November weekly call option implied volatility is at 21, November is at 17 into the expected release of quarter results on November 3.
Sempra (SRE) November weekly call option implied volatility is at 30, November is at 22; compared to its 52-week range of 15 to 68 into the expected release of quarter results before the bell on November 3.
Dominion Energy (D) November call option implied volatility is at 34, December is at 30; compared to its 52-week range of 20 to 68 into the expected release of quarter results before the bell on November 3. Call put ratio 4 calls to 1 put.
Options with decreasing option implied volatility: SOFI SRPT WOLF ZI IGT HLF PINS SMCI W PLTR ROKU ETSY
Increasing unusual option volume: FIGS FEZ SIX HST APTV PFF MGNI AER
Increasing unusual call option volume: MDLZ HST CRDO CFLT MGNI LMND NAT
Increasing unusual put option volume: APTV IMGN DT NRG TDS DPST TM SLG
Active options: TSLA NVDA PLTR AMD AAPL AMZN PYPL ROKU SOFI META GOOGL MSFT SHOP QCOM F C AFRM NIO GOOG NFLX
