Mid-session IV Report November 4, 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: GETY ACI LUMN HBM FNKO
Popular stocks with increasing volume: PBR COIN PYPL NIO DKNG CZR AAL
China stocks option IV after as stocks sell off after China’s Xi expands power
JD.com (JD) 30-day option implied is at 72; compared to its 52-week range of 43 to 96 as shares rally 8.2%.
Alibaba (BABA) 30-day option implied is at 69; compared to its 52-week range of 46 to 99 as shares rally 6%.
Energy stocks option IV as shares prices near record high
Exxon Mobil (XOM) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 47.
Chevron (CVX) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 46.
Occidental Petroleum (OXY) 30-day option implied volatility is at 45; compared to its 52-week range of 45 to 89.
ConocoPhillips (COP) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 56.
Halliburton (HAL) 30-day option implied volatility is at 45; compared to its 52-week range of 38 to 63 as shares rally 4%.
Schlumberger Ltd. (SLB) 30-day option implied volatility is at 43; compared to its 52-week range of 36 to 61 as shares rally 2.7%.
United Stats Oil Fund (USO) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 81 as shares rally 4%.
United States Natural Gas (UNG) 30-day option implied volatility is at 99; compared to its 52-week range of 35 to 149. Call put ratio 2.6 calls to 1 put as shares rally 2.4%.
Palantir (PLTR) November weekly call option implied volatility is at 117, November is at 94; compared to its 52-week range of 45 to 101 into the expected release of quarter results before the bell on November 7.
Options with decreasing option implied volatility: RUM TRQ PBR SOFI UAA ROKU GOOS Z PYPL HRB ETSY
Increasing unusual option volume: ING APLS UAA FNKO MODG GFI
Increasing unusual call volume: MODG UAA DISH FNKO APLS OLED ASHR
Increasing unusual put option volume: APLS NNDM PBR GOGL YELP ZI BHP TEAM
Active options: AAPL TSLA AMZN META AMD NVDA NIO F DKNG BABA PYPL GOOGL SQ MSFT WBD COIN NFLX GOOG NCLH CVNA
