Mid-session IV Report November 7, 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: EH CPG WFRD DG GTLB DOCU
Popular stocks with increasing volume: UBER DDOG SNOW PLTR SQ XOM SOFI CELH
Option IV into quarter results
Coupang (CPNG) November weekly call option implied volatility is at 106, November is at 07; compared to its 52-week range of 28 to 77 into the expected release of quarter results today after the bell. Call put ratio 3.4 calls to 1 put.
Devon (DVN) November weekly call option implied volatility is at 74, November is at 50; compared to its 52-week range of 26 to 53 into the expected release of quarter results today after the bell. Call put ratio 3.5 calls to 1 put.
eBay (EBAY) November weekly call option implied volatility is at 93, November is at 57; compared to its 52-week range of 21 to 43 into the expected release of quarter results today after the bell.
Rivian (RIVN) November weekly call option implied volatility is at 177, November is at 115; compared to its 52-week range of 57 to 101 into the expected release of quarter results today after the bell.
Toast (TOST) November weekly call option implied volatility is at 188, November is at 114; compared to its 52-week range of 40 to 111 into the expected release of quarter results today after the bell. Call put ratio 4.9 calls to 1 put.
Robinhood (HOOD) November weekly call option implied volatility is at 116, November is at 78; compared to its 52-week range of 35 to 95 into the expected release of quarter results today after the bell. Call put ratio 7.8 calls to 1 put.
TKO Group (TKO) November call option implied volatility is at 48, December is at 36; compared to its 52-week range of 31 to 81 into the expected release of quarter results today after the bell. Call put ratio 6 calls to 1 put.
Lucid (LCID) November weekly call option implied volatility is at 187, November is at 125; compared to its 52-week range of 52 to 172 into the expected release of quarter results today after the bell.
Cava (CAVA) November weekly call option implied volatility is at 143, November is at 95; compared to its 52-week range of 54 to 92 into the expected release of quarter results today after the bell. Call put ratio 1 call to 6.6 puts.
Sphere Entertainment (SPHR) November weekly call option implied volatility is at 107, November is at 74; compared to its 52-week range of 38 to 111 into the expected release of quarter results today after the bell. Call put ratio 6.7 calls to 1 put.
Disney (DIS) November weekly call option implied volatility is at 84, November is at 52; compared to its 52-week range of 22 to 48 into the expected release of quarter results after the bell on November 8.
Biogen (BIIB) November weekly call option implied volatility is at 57, November is at 31; compared to its 52-week range of 19 to 57 into the expected release of quarter results before the bell on November 8.
Warner Bros (WBD) November weekly call option implied volatility is at 116, November is at 76; compared to its 52-week range of 37 to 68 into the expected release of quarter results before the bell on November 8. Call put ratio 2.3 calls to 1 put.
Take-Two (TTWO) November weekly call option implied volatility is at 89, November is at 58; compared to its 52-week range of 21 to 52 into the expected release of quarter results after the bell on November 8. Call put ratio 5.8 calls to 1 put.
Roblox (RBLX) November weekly call option implied volatility is at 177, November is at 115; compared to its 52-week range of 40 to 97 into the expected release of quarter results before the bell on November 8.
Endeavor (EDR) November call option implied volatility is at 40, December is at 37; compared to its 52-week range of into the expected release of quarter results before the bell on November 8. Call put ratio 29 calls to 1 put.
Applovin (APP) November weekly call option implied volatility is at 125, November is at 73; compared to its 52-week range of 24 to 97 into the expected release of quarter results after the bell on November 8. Call put ratio 1 call to 2.5 puts.
MGM Resorts (MGM) November weekly call option implied volatility is at 71, November is at 48; compared to its 52-week range of 26 to 47 into the expected release of quarter results after the bell on November 8.
Twilio (TWLO) November weekly call option implied volatility is at 167, November is at 104; compared to its 52-week range of 37 to 97 into the expected release of quarter results after the bell on November 8.
Unity Software (U) November weekly call option implied volatility is at 190, November is at 116; compared to its 52-week range of 47 to 115 into the expected release of quarter results on November 8. Call put ratio 3.4 calls to 1 put.
Wynn Resorts (WYNN) November weekly call option implied volatility is at 65, November is at 46; compared to its 52-week range of 29 to 60 into the expected release of quarter results on November 8.
Teva (TEVA) November weekly call option implied volatility is at 116, November is at 70; compared to its 52-week range of 25 to 53 into the expected release of quarter results before the bell on November 8.
Affirm (AFRM) November weekly call option implied volatility is at 210, November is at 139; compared to its 52-week range of 64 to 142 into the expected release of quarter results after the bell on November 8.
Lyft (LYFT) November weekly call option implied volatility is at 190, November is at 118; compared to its 52-week range of 50 to 105 into the expected release of quarter results after the bell on November 8. Call put ratio 3.1 calls to 1 put.
Under Armour (UAA) November weekly call option implied volatility is at 146, November is at 96; compared to its 52-week range of 31 to 64 into the expected release of quarter results before the bell on November 8.
SeaWorld (SEAS) November call option implied volatility is at 62, December is at 46; compared to its 52-week range of 30 to 91 into the expected release of quarter results before the bell on November 8. Call put ratio 1 call to 12 puts.
Ralph Lauren (RL) November call option implied volatility is at 61, December is at 37; compared to its 52-week range of 23 to 80 into the expected release of quarter results before the bell on November 8. Call put ratio 2.9 calls to 1 put.
Options with decreasing option implied volatility: IEP HLF DOCN SRPT AYX ELF BILL PTON FSLY RING ROKU CVNA
Increasing unusual option volume: GOGL TRIP GEN EH WRK REPL GT HIMS
Increasing unusual call option volume: WRK GOGL HIMS TRIP DDOG MTTR GT PLNT
Increasing unusual put option volume: LMND RNG EH REPL GT KKR FRO IP XLRE TAN TRIP EVGO
Active options: TSLA AMZN NVDA AAPL UBER DDOG MSFT SNOW AMD PLTR GOOGL SQ XOM SOFI META SIRI MARA CELH AMC GOOG
