Mid-session IV Report October 13, 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: CPRI PACW EH HRMY SAVA GLD
Popular stocks with increasing volume: JPM BAC KVUE C PLTR AMC WFC XOM JD SQ BA
Option IV into quarter results
Charles Schwab (SCHW) October call option implied volatility is at 74, November is at 45; compared to its 52-week range of 25 to 104 into the expected release of quarter results before the bell on October 16.
Johnson & Johnson (JNJ) October call option implied volatility is at 25, November is at 21; compared to its 52-week range of 11 to 23 into the expected release of quarter results before the bell on October 17. Call put ratio 3.5 calls to 1 put.
Bank of America (BAC) October call option implied volatility is at 48, November is at 32; compared to its 52-week range of 20 to 51 into the expected release of quarter results before the bell on October 17.
Lockheed Martin (LMT) October call option implied volatility is at 33, November is at 23; compared to its 52-week range of 13 to 34 into the expected release of quarter results before the bell on October 17.
Prologis (PLD) October call option implied volatility is at 34, November is at 25; compared to its 52-week range of 19 to 71 into the expected release of quarter results before the bell on October 17. Call put ratio 1 call to 45 puts with focus on October and November puts.
Goldman Sachs (GS) October call option implied volatility is at 40, November is at 27; compared to its 52-week range of 19 to 44 into the expected release of quarter results before the bell on October 17.
Bank of New York Mellon (BK) October call option implied volatility is at 48, November is at 32; compared to its 52-week range of 19 to 95 into the expected release of quarter results before the bell on October 17. Call put ratio 1 call to 4.5 puts with focus on October 40 puts.
United Airlines (UAL) October call option implied volatility is at 65, November is at 45; compared to its 52-week range of 30 to 67 into the expected release of quarter results after the bell on October 17.
J.B. Hunt (JBHT) October call option implied volatility is at 40, November is at 28; compared to its 52-week range of 20 to 81 into the expected release of quarter results after the bell on October 17.
Albertson (ACI) October call option implied volatility is at 38, November is at 37; compared to its 52-week range of 12 to 75 into the expected release of quarter results before the bell on October 17. Call put ratio 1 call to 30 puts with focus on January 18, January 20 put spread.
Tesla (TSLA) October call option implied volatility is at 65, November is at 51; compared to its 52-week range of 42 to 96 into the expected release of quarter results after the bell on October 18.
Netflix (NFLX) October call option implied volatility is at 80, November is at 48; compared to its 52-week range of 31 to 81 into the expected release of quarter results after the bell on October 18.
Morgan Stanley (MS) October call option implied volatility is at 44, November is at 29; compared to its 52-week range of 18 to 44 into the expected release of quarter results before the bell on October 18.
Proctor & Gamble (PG) October call option implied volatility is at 34, November is at 21; compared to its 52-week range of 12 to 31 into the expected release of quarter results before the bell on October 18.
U.S. Bancorp (USB) October call option implied volatility is at 57, November is at 38; compared to its 52-week range of 20 to 86 into the expected release of quarter results before the bell on October 18.
Ardelyx (ARDX) 30-day option implied volatility is at 177; compared to its 52-week range of 24 to 310 into October 17 FDA action date.
Options with decreasing option implied volatility: TTOO IMVT WBA DPZ PEP UNH
Increasing unusual option volume: EH PBRA ENTG ABCM TAL PSQH CSGP AVTR WEN SCO MBLY SAVA DG
Increasing unusual call option volume: EH NVO PBRA AVTR GNW VET ELAN TRGP
Increasing unusual put option volume: TAL EH SCO MBLY SAVE ALL SAVA KBH HRL ETN
Active options: TSLA NVDA JPM AMZN AMD AAPL BAC META CHPT KVUE C PLTR AMC WFC MSFT NFLX XOM JD SQ BA
