Mid-session IV Report October 12, 2022

Market Rebellion

This article was last updated on 10/12/2022.

Mid-session IV Report October 12, 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: AMC C JPM DAL WFC BLK DPZ PNC USB UNH BAC VERU AFRM MSOS NLY VTRS EWT

Popular stocks with increasing volume: AMC NFLX MRNA AMD GME AMC CHPT KO PEP CCL

Option IV into Fed Minutes and quarter results

Delta Air Lines (DAL) October weekly call option implied volatility is at 108, October is at 75; compared to its 52-week range of 32 to 71 into the expected release of quarter results before the bell on October 13.

Domino’s Pizza (DPZ) October weekly call option implied volatility is at 112, October is at 67; compared to its 52-week range of 22 to 48 into the expected release of quarter results before the bell on October 13.

Walgreens Boots Alliance (WBA) October weekly call option implied volatility is at 111, October is at 63; compared to its 52-week range of 22 to 47 into the expected release of quarter results before the bell on October 13.

BlackRock (BLK) October weekly call option implied volatility is at 90, October is at 57; compared to its 52-week range of 20 to 44 into the expected release of quarter results before the bell on October 11. Call put ratio 1 call to 8 puts.

U.S. Bancorp (USB) October weekly call option implied volatility is at 82, October is at 50; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on October 14.

Wells Fargo (WFC) October weekly call option implied volatility is at 97, October is at 62; compared to its 52-week range of 26 to 51 into the expected release of quarter results before the bell on October 14.

Citigroup (C) October weekly call option implied volatility is at 100, October is at 63; compared to its 52-week range of 22 to 49 into the expected release of quarter results before the bell on October 14.

JPMorgan (JPM) October weekly call option implied volatility is at 88, October is at 56; compared to its 52-week range of 19 to 44 into the expected release of quarter results before the bell on October 14.

PNC Financial Services (PNC) October weekly call option implied volatility is at 60, October is at 44; compared to its 52-week range of 21 to 42 into the expected release of quarter results before the bell on October 14.

Morgan Stanley (MS) October weekly call option implied volatility is at 88, October is at 55; compared to its 52-week range of 23 to 47 into the expected release of quarter results before the bell on October 14.

UnitedHealth Group (UNH) October weekly call option implied volatility is at 69, October is at 43; compared to its 52-week range of 17 to 34 into the expected release of quarter results before the bell on October 14.

Options with decreasing option implied volatility: PEP
Increasing unusual option volume: DICE SVIX KNX MLCO IVZ AMC
Increasing unusual call option volume: IVZ MLCO STT KHC
Increasing unusual put option volume: RVNC KNX RKLB
Active options: TSLA AAPL AMZN LCID NFLX MRNA AMD GME AMC CHPT NVDA META F NIO KO PEP MSFT CCJ GOOGL CCL

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