Mid-session IV Report November 3, 2022

Market Rebellion

This article was last updated on 11/03/2022.

Mid-session IV Report November 3, 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: DASH EXPE GETY AVXL COIN WBD ACI LNC SQ PYPL ATUS DKNG

Popular stocks with increasing volume: ROKU QCOM PTON SOFI BAC NIO

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 59; compared to its 52-week range of 33 to 91 as shares rally 1.9%.

Option IV into quarter results, October employment report on November 4.

Block (SQ) November weekly call option implied volatility is at 260, November is at 101; compared to its 52-week range of 39 to 109 into the expected release of quarter results today after the bell.

Amgen (AMGN) November weekly call option implied volatility is at 77, November is at 33; compared to its 52-week range of 18 to 30 into the expected release of quarter results today after the bell.

Starbucks (SBUX) November weekly call option implied volatility is at 115, November is at 48; compared to its 52-week range of 20 to 44 into the expected release of quarter results today after the bell.

Coinbase (COIN) November weekly call option implied volatility is at 281, November is at 131; compared to its 52-week range of 56 to 174 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.9 puts.

Door Dash (DASH) November weekly call option implied volatility is at 310, November is at 121; compared to its 52-week range of 47 to 120 into the expected release of quarter results today after the bell.

Expedia Group (EXPE) November weekly call option implied volatility is at 230, November is at 85; compared to its 52-week range of 34 to 71 into the expected release of quarter results today after the bell. Call put ratio 1 call to 3.2 puts.

PayPal (PYPL) November weekly call option implied volatility is at 255, November is at 87; compared to its 52-week range of 33 to 84 into the expected release of quarter results today after the bell.

Dropbox (DBX) November weekly call option implied volatility is at 112, November is at 53; compared to its 52-week range of 30 to 58 into the expected release of quarter results today after the bell.

Royal Caribbean (RCL) November weekly call option implied volatility is at 120, November is at 78; compared to its 52-week range of 38 to 91 into the expected release of quarter results before the bell on November 4.

DraftKings (DKNG) November weekly call option implied volatility is at 263, November is at 108; compared to its 52-week range of 53 to 111 into the expected release of quarter results before the bell on November 4. Call put ratio 3.9 calls to 1 put.

Fubo (FUBO) November weekly call option implied volatility is at 320, November is at 139; compared to its 52-week range of 73 to 180 into the expected release of quarter results before the bell on November 4.

Berkshire Hathaway (BRK.A) November weekly call option implied volatility is at 34, November is at 28; compared to its 52-week range of 14 to 31 into the expected release of quarter results.

Options with decreasing option implied volatility: UBER PINS UAA ROKU AMZN EBAY EA TMUS MRNA
Increasing unusual option volume: ORCC MBI ITB THC PAGP LSPD
Increasing unusual call volume: THC LSPD PAGP TRV EGO COMM SAND TCOM
Increasing unusual put option volume: ITB AGQ THC REM BHC PII CROX T
Active options: TSLA AAPL AMZN META T AMD LAZR ROKU MSFT NVDA GOOGL F GOOG QCOM HOOD NFLX PTON SOFI BAC NIO

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