Mid-session IV Report November 8, 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: MDB DG DOCU CHWY GTLB SPR
Popular stocks with increasing volume: RBLX WBD PLTR OXY
Option IV into quarter results
Disney (DIS) November weekly call option implied volatility is at 100, November is at 55; compared to its 52-week range of 22 to 48 into the expected release of quarter results after the bell on November 8.
Take-Two (TTWO) November weekly call option implied volatility is at 77, November is at 47; compared to its 52-week range of 21 to 52 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put as share price up 6.2%.
MGM Resorts (MGM) November weekly call option implied volatility is at 85, November is at 50; compared to its 52-week range of 26 to 47 into the expected release of quarter results today after the bell.
Twilio (TWLO) November weekly call option implied volatility is at 190, November is at 101; compared to its 52-week range of 37 to 97 into the expected release of quarter results today after the bell.
Unity Software (U) November weekly call option implied volatility is at 220, November is at 125; compared to its 52-week range of 47 to 115 into the expected release of quarter results today. Call put ratio 2.5 calls to 1 put.
Wynn Resorts (WYNN) November weekly call option implied volatility is at 75, November is at 46; compared to its 52-week range of 29 to 60 into the expected release of quarter results today. Call put ratio 5.5 calls to 1 put with focus on November weekly (10) 90 calls.
Affirm (AFRM) November weekly call option implied volatility is at 250, November is at 140; compared to its 52-week range of 64 to 142 into the expected release of quarter results today after the bell.
Lyft (LYFT) November weekly call option implied volatility is at 220, November is at 115; compared to its 52-week range of 50 to 105 into the expected release of quarter results today after the bell.
Nio (NIO) November weekly call option implied volatility is at 80, November is at 70; compared to its 52-week range of 56 to 104 into the expected release of quarter results.
Li Auto (LI) November weekly call option implied volatility is at 116, November is at 70; compared to its 52-week range of 47 to 98 into the expected release of quarter results before the bell on November 9. Call put ratio 1 call to 4.7 puts.
Capri Holdings Limited (CPRI) November weekly call option implied volatility is at 33, November is at 30; compared to its 52-week range of 8 to 94 into the expected release of quarter results after the bell on November 9.
Tapestry (TPR) November weekly call option implied volatility is at 122, November is at 71; compared to its 52-week range of 24 to 54 into the expected release of quarter results on November 9.
YETI (YETI) November weekly call option implied volatility is at 180, November is at 98; compared to its 52-week range of 29 to 80 into the expected release of quarter results before the bell on November 9. Call put ratio 2.3 calls to 1 put.
Plug Power (PLUG) November weekly call option implied volatility is at 196, November is at 130; compared to its 52-week range of 57 to 100 into the expected release of quarter results after the bell on November 9. Call put ratio 3.7 calls to 1 put.
Krispy Kreme (DNUT) November call option implied volatility is at 180, December is at 67; compared to its 52-week range of 21 to 88 into the expected release of quarter results before the bell on November 9. Call put ratio 11.2 calls to 1 put.
Option volume movers
Chewy (CHWY) call put ratio 17 calls to 1 put with spreaders focus on November weekly (10) and November calls.
Crown Castle (CCI) call put ratio 4.2 calls to 1 put with focus on December 100 calls.
Qorvo (QRVO) call put ratio 18 calls to 1 put with focus on November 90 calls.
Options with decreasing option implied volatility: CVNA AYX IEP HLF DOCN BILL RNG FSLY ELF AUPH RBLX SW ARRY TEAM SMCI SRPT TOST NET DKNG
Increasing unusual option volume: CCI QRVO ESTA KVYO BMBL UPWK GSM DVA CHRS SPR CAKE INSP FOUR EDR MQ CHWY
Increasing unusual call option volume: UPWK ESTA SPR DVA CHRS QRVO BMRN MQ UWMC REAL UAA EBAY INVZ TTWO
Increasing unusual put option volume: FOUR BMBL EDR DVA AYX TH RILY TOST MNDY AXON WBD UPST
Active options: TSLA AAPL RIVN NVDA RBLX AMD AMZN MSFT WBD UPST HOOD ENVX LCID BMBL PLTR GOOGL META AFRM AMC OXY
