Mid-session IV Report November 8, 2022

Market Rebellion

This article was last updated on 11/08/2022.

Mid-session IV Report November 8, 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: DWAC DOCU GEO ACI MSTR BITO COIN RCM LUMN

Popular stocks with increasing volume: LYFT COIN NCLH SNAP NIO HOOD PLTR DWAC AMC RIOT CNVA COTY LEVI LYFT TTWO TRIP KSS SPWR SEDG RIDE

Movers

Tesla (TSLA) November weekly call option implied volatility is at 86, November is at 72; compared to its 52-week range of 49 to 84 as share at new 52-week low.

Market Vectors Semiconductor ETF (SMH) November weekly call option implied volatility is at 56, November is at 45; compared to its 52-week range of 25 to 49 into elections. Call put ratio 2.2 calls to 1 put as shares rally 1.8%.

Coinbase (COIN) November weekly call option implied volatility is at 160, November is at 132; compared to its 52-week range of 56 to 174 as share sell off 10.3%.

Amgen (AMGN) November weekly call option implied volatility is at 54, November is at 44; compared to its 52-week range of 18 to 30 as share rally 6%.

Option IV into quarter results

Walt Disney (DIS) November weekly call option implied volatility is at 114, November is at 69; compared to its 52-week range of 23 to 58 into the expected release of quarter results today after the bell.

Lucid Group (LCID) November weekly call option implied volatility is at 174, November is at 118; compared to its 52-week range of compared to its 52-week range of 70 to 141 into the expected release of quarter results today after the bell.

Akamai (AKAM) November weekly call option implied volatility is at 137, November is at 95; compared to its 52-week range of 21 to 53 into the expected release of quarter results today after the bell.

Affirm Holdings (AFRM) November weekly call option implied volatility is at 305, November is at 197; compared to its 52-week range of 74 to 213 into the expected release of quarter results today after the bell.

Sweetgreen (SG) November call option implied volatility is at 133, December is at 90; compared to its 52-week range of 71 to 134 into the expected release of quarter results today after the bell. Call put ratio 10.6 calls to 1 put.

Upstart (UPST) November weekly call option implied volatility is at 293, November is at 193; compared to its 52-week range of 63 to 166 into the expected release of quarter results today after the bell.

Lemonade (LMND) November weekly call option implied volatility is at 214, November is at 141; compared to its 52-week range of 62 to 135 into the expected release of quarter results today after the bell.

Rivian (RIVN) November weekly call option implied volatility is at 152, November is at 106; compared to its 52-week range of 65 to 176 into the expected release of quarter results after the bell on November 9. Call put ratio 4.5 calls to 1 put.

Roblox (RBLX) November weekly call option implied volatility is at 211, November is at 136; compared to its 52-week range of 67 to 154 into the expected release of quarter results before the bell on November 9.

Unity Software (U) November weekly call option implied volatility is at 234, November is at 150; compared to its 52-week range of 54 to 127 into the expected release of quarter results after the bell on November 9.

Capri Holdings Limited (CPRI) November weekly call option implied volatility is at 130, November is at 85; compared to its 52-week range of 42 to 83 into the expected release of quarter results before the bell on November 9.

Bumble (BMBL) November call option implied volatility is at 134, December is at 97; compared to its 52-week range of 59 to 141 into the expected release of quarter results after the bell on November 9.

Rocket Lab (RLKB) November call option implied volatility is at 107, December is at 91; compared to its 52-week range of 53 to 123 into the expected release of quarter results after the bell on November 9. Call put ratio 8 calls to 1 put.

Dutch Bros (BROS) November weekly call option implied volatility is at 177, November is at 120; compared to its 52-week range of 64 to 134 into the expected release of quarter results after the bell on November 9.

Cassava (SAVA) November weekly call option implied volatility is at 133, November is at 117; compared to its 52-week range of 108 to 198 into the expected release of quarter results after the bell on November 9. Call put ratio 4.9 calls to 1 put.

Marathon Digital (MARA) November weekly call option implied volatility is at 185, November is at 155; compared to its 52-week range of 99 to 183 into the expected release of quarter results on November 9.

Kohl’s (KSS) November weekly call option implied volatility is at 80, November is at 84; compared to its 52-week range of 41 to 122 as share rally 8.6% after announces the departure of CEO Michelle Gass, who is leaving, and Kohl’s board member Tom Kingsbury becomes interim CEO.

Options with decreasing option implied volatility: TRQ ROKU BILL DASH GOOS Z HRB RKT MTCH ABNB
Increasing unusual option volume: PHUN IGT APLS FIVN HIMS
Increasing unusual call volume: IGT PHUN FEZ DAC HIMS DWAC
Increasing unusual put option volume: APLS HAS NYCB CEG TRIP HBI TTWO
Active options: TSLA NVDA AMZN AAPL META LYFT COIN AMD NCLH SNAP NIO HOOD PLTR DWAC MSFT AMC RIOT CNVA GOOGL BABA

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