Mid-session IV Report November 7, 2022

Market Rebellion

This article was last updated on 11/07/2022.

Mid-session IV Report November 7, 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: ACI DWAC CVNA DOCU COUP LUMN GPRO D ORCL LYFT UPST AFRM

Popular stocks with increasing volume: PLTR DKNG NVDA NIO CVNA BAC AMC SQ BA CCL XPEV

Option IV into quarter results and outlook

Lyft (LYFT) November weekly call option implied volatility is at 227, November is at 154; compared to its 52-week range of 44 to 110 into the expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put.

Take-Two Interactive Software (TTWO) November weekly call option implied volatility is at 100, November is at 70; compared to its 52-week range of 26 to 59 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts.

Activision Blizzard (ATVI) November weekly call option implied volatility is at 60, November is at 38; compared to its 52-week range of 9 to 47 into the expected release of quarter results today after the bell. Call put ratio 1 call to 3.3 puts.

Walt Disney (DIS) November weekly call option implied volatility is at 93, November is at 63; compared to its 52-week range of 23 to 58 into the expected release of quarter results after the bell on November 8. Call put ratio 2.8 calls to 1 put.

Lucid Group (LCID) November weekly call option implied volatility is at 140, November is at 104; compared to its 52-week range of compared to its 52-week range of 70 to 141 into the expected release of quarter results after the bell on November 8.

DuPont (DD) November weekly call option implied volatility is at 61, November is at 44; compared to its 52-week range of 24 to 45 into the expected release of quarter results before the bell on November 8.

Akamai (AKAM) November weekly call option implied volatility is at 120, November is at 81; compared to its 52-week range of 21 to 53 into the expected release of quarter results after the bell on November 8.

Coty (COTY) November weekly call option implied volatility is at 123, November is at 85; compared to its 52-week range of 41 to 91 into the expected release of quarter results before the bell on November 8. Call put ratio 2.7 calls to 1 put.

Affirm Holdings (AFRM) November weekly call option implied volatility is at 270, November is at 190; compared to its 52-week range of 74 to 213. Call put ratio 1 call to 2.2 puts.

GoodRx (GDRX) November call option implied volatility is at 170, December is at 120; compared to its 52-week range of 53 to 133 into the expected release of quarter results after the bell on November 8. Call put ratio 11.2 calls to 1 put.

Sweetgreen (SG) November call option implied volatility is at 130, December is at 90; compared to its 52-week range of 71 to 134 into the expected release of quarter results after the bell on November 8. Call put ratio 8.6 calls to 1 put.

Hain Celestial (HAIN) November call option implied volatility is at 74, December is at 58; compared to its 52-week range of 26 to 54 into the expected release of quarter results before the bell on November 8.

Upstart (UPST) November weekly call option implied volatility is at 260, November is at 177; compared to its 52-week range of 63 to 166 into the expected release of quarter results after the bell on November 8.

Lemonade (LMND) November weekly call option implied volatility is at 184, November is at 131; compared to its 52-week range of 62 to 135 into the expected release of quarter results after the bell on November 8.

Caesars Entertainment (CZR) call put ratio 6.3 calls to 1 put with focus on November weekly (11) 43.50 calls.

Options with decreasing option implied volatility: TRQ SOFI CFLT DASH ROKU BILL UAA GOOS PYPL Z MTCH
Increasing unusual option volume: NCR DV INVH OGI TWLO CZR
Increasing unusual call volume: FOXA OGI PHM HNST DK PHUN
Increasing unusual put option volume: INVH CRON SYF MQ MXEA RIO
Active options: TSLA META AAPL AMZN AMD PLTR DKNG NVDA NIO MSFT GOOGL CVNA BAC AMC NFLX SQ BA CCL GOOG XPEV

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