Mid-session IV Report October 10, 2023

Mid-session IV Report October 10, 2023

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Mid-session IV Report October 10, 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: BROS UPST RBLX CELH YETI

Popular stocks with increasing volume: TGT RIVN PEP BA KO BABA SQ SOFI NIO

Mover

Target (TGT) October weekly call option implied volatility is at 38, October is at 33; compared to its 52-week range of 21 to 52. Call put ratio 2 calls to 1 put as share price up 5%.

Large tech option IV

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 45.

NVIDIA (NVDA) option implied volatility is at 39; compared to its 52-week range of 37 to 68.

Tesla (TSLA) 30-day option implied volatility is at 52; compared to its 52-week range of 42 to 96 as share price up 2%.

Option IV into quarter results

Delta (DAL) October weekly call option implied volatility is at 66, October is at 48; compared to its 52-week range of 25 to 61 into the expected release of quarter results before the bell on October 12. Call put ratio 4 calls to 1 put.

Walgreens Boots (WBA) October weekly call option implied volatility is at 98, October is at 65; compared to its 52-week range of 21 to 48 into the expected release of quarter results before the bell on October 12.

Infosys Limited (INFY) October call option implied volatility is at 42, November is at 29; compared to its 52-week range of 16 to 77. Call put ratio 1 call to 11.8 puts with focus on October 17 puts into quarter results.

Fastenal (FAST) October call option implied volatility is at 37, November is at 27; compared to its 52-week range of 16 to 73. Call put ratio 1 call to 12 puts with focus on October 55 puts into the expected release of quarter results before the bell on October 12.

Domino’s Pizza (DPZ) October weekly call option implied volatility is at 82, October is at 50; compared to its 52-week range of 20 to 50 into the expected release of quarter results before the bell on October 12.

Commercial Metal (CMC) October call option implied volatility is at 49, November is at 37; compared to its 52-week range of 24 to 79 into the expected release of quarter results before the bell on October 12.

UnitedHealth (UNH) October weekly call option implied volatility is at 42, October is at 29; compared to its 52-week range of 17 to 34 into the expected release of quarter results before the bell on October 13.

JPMorgan (JPM) October weekly call option implied volatility is at 47, October is at 32; compared to its 52-week range of 16 to 44 into the expected release of quarter results before the bell on October 13.

Citigroup (C) October weekly call option implied volatility is at 59, October is at 39; compared to its 52-week range of 21 to 51 into the expected release of quarter results before the bell on October 13. Call put ratio 2 calls to 1 put.

Wells Fargo (WFC) October weekly call option implied volatility is at 57, October is at 39; compared to its 52-week range of 22 to 51 into the expected release of quarter results before the bell on October 13.

Option IV

Check Point (CHKP) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 46.

Palo Alto Networks (PANW) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 55.

Rapid7 (RPD) 30-day option implied volatility is at 55; compared to its 52-week range of 38 to 128. Call put ratio 1 call to 12 puts.

Fortinet (FTNT) 30-day option implied volatility is at 45; compared to its 52-week range of 24 to 86.
SentinelOne (S) 30-day option implied volatility is at 51; compared to its 52-week range of 43 to 122.

Ishares U.S. Aerospace & Defense Etf (ITA) 30-day option implied volatility is at 20; compared to its 52-week range of 12 to 34. Call put ratio 8.3 calls to 1 put.

Super Micro Computer (SMCI) 30-day option implied volatility is at 83; compared to its 52-week range of 50 to 108. Call put ratio 1.8 calls to 1 put with focus on October calls as share price up 9%.

Rite Aid (RAD) call put ratio 1 call to 2.6 puts into the expected release of quarter results.

Options with decreasing option implied volatility: AEHR UVXY VXX VIXY SVIX SVXY CAG ATVI
Increasing unusual option volume: IVZ AKRO UNFI DFEN ETNB MKC NAT PD ABCL INFY MNSO ITA JOBY SMCI
Increasing unusual call option volume: DFEN AKRO MKC PEP SPXL LHX MAXN
Increasing unusual put option volume: INFY NAT JOBY YANG AU FFIE
Active options: TSLA PLTR AAPL NVDA AMZN AMD META RIVN BAC AMC PEP MSFT BA KO MARA BABA GOOG SQ SOFI NIO

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