Mid-session IV Report October 12, 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: PACW CPRI SGEN RAD ETWO
Popular stocks with increasing volume: PLTR DAL WBA AMC F BAC RIVN XOM NKE SOFI GOOG
Option IV into quarter results
UnitedHealth (UNH) October weekly call option implied volatility is at 75, October is at 333; 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 67, October is at 33; 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 83, 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.
Wells Fargo (WFC) October weekly call option implied volatility is at 83, October is at 42; compared to its 52-week range of 22 to 51 into the expected release of quarter results before the bell on October 13.
BlackRock (BLK) October weekly call option implied volatility is at 64, October is at 31; compared to its 52-week range of 18 to 47 into the expected release of quarter results before the bell on October 13.
PNC Financial (PNC) October weekly call option implied volatility is at 81, October is at 41; compared to its 52-week range of 22 to 55 into the expected release of quarter results before the bell on October 13.
Progressive Corp (PGR) October call option implied volatility is at 37, November is at 26; compared to its 52-week range of 19 to 73 into the expected release of quarter results before the bell on October 13.
Energy option IV
EOG Resources (EOG) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 53.
Devon Energy (DVN) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 63 as WTI Crude oil trades $84.50.
Diamondback Energy (FANG) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 79.
APA Corporation (APA) 30-day option implied volatility is at 42; compared to its 52-week range of 31 to 72.
Hess Corp. (HES) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 55 as WTI Crude oil trades $84.50.
Ishares U.S. Aerospace & Defense Etf (ITA) 30-day option implied volatility is at 19; compared to its 52-week range of 12 to 34.
Options with decreasing option implied volatility: VMW AEHR SBSW WBA DPZ ATVI PXD PEP NANOS
Increasing unusual option volume: PBRA XP INFY AZUL
Increasing unusual call option volume: PBRA DVA ERIC AZUL NANOS
Increasing unusual put option volume: INFY NCR DPZ
Active options: TSLA AMZN NVDA AAPL AMD PLTR META MSFT DAL NFLX WBA AMC F BAC RIVN XOM GOOGL NKE SOFI GOOG
