Mid-session IV Report October 16, 2023

Mid-session IV Report October 16, 2023

by

Mid-session IV Report October 16, 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: SAVA SE SVIX CPRI CSCO SE HLF ZIM BITO VSTO TGT VMW CSCO

Popular stocks with increasing volume: JPM SCHW PLTR COIN SNAP PFE

Option IV into quarter results

Johnson & Johnson (JNJ) October call option implied volatility is at 31, November is at 20; 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 2.1 calls to 1 put.

Bank of America (BAC) October call option implied volatility is at 55, November is at 29; 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 45, 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. Call put ratio 2.8 calls to 1 put.

Prologis (PLD) October call option implied volatility is at 43, November is at 26; 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 6.5 calls to 1 put with focus on October 115 calls.

Goldman Sachs (GS) October call option implied volatility is at 46, 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 57, 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 74, November is at 43; 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 52, 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.

Tesla (TSLA) October call option implied volatility is at 73, 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 94, 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 55, 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. Call put ratio 1 call to 2.1 puts.

Proctor & Gamble (PG) October call option implied volatility is at 42, 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. Call put ratio 2 calls to 1 put.

U.S. Bancorp (USB) October call option implied volatility is at 67, 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. Call put ratio 1 call to 4.7 puts with focus on October 31 puts.

Movers

Overstock.com (OSTK) 30-day option implied volatility is at 107; compared to its 52-week range of 55 to 98. Call put ratio 8.3 calls to 1 put with focus on October calls as share price up 9.4%.

Snap (SNAP) 30-day option implied volatility is at 100; compared to its 52-week range of 44 to 115 as share price up 8.5%.

Ford Motor (F) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 588. Call put ratio 2.6 calls to 1 put.

Prothena Corp. (PRTA) 30-day option implied volatility is at 81; compared to its 52-week range of 40 to 136 as share price up 21%. Call put ratio 21 calls to 1 put with focus on October calls.

Ardelyx (ARDX) 30-day option implied volatility is at 179; compared to its 52-week range of 24 to 310 into October 17 FDA action date.

Options with decreasing option implied volatility: WBA TTOO DPZ SCHW BLK PEP UNH
Increasing unusual option volume: VSTO AMAM OMER SWBI ALDX BURL UEC HLF ASHR
Increasing unusual call option volume: HLF SWBI UEC OMER NOC ALDX
Increasing unusual put option volume: ASHR BURL BITO FFIE MAXN MBLY HCA CGC ARDX EH SAVA BNTX
Active options: TSLA AAPL MARA NVDA AMZN PLTR COIN AMD SNAP GOOG RIOT PFE MSFT AMC META BAC SCHW GOOGL BABA JPM

Subscribe to Rebel Roundup for your weekly digest of market highlights and free trading lessons.
We’re on a mission to empower retail traders with the tools they need to succeed.

Join a growing community of traders with Market Rebellion

Join the thousands of users daily!
Start Your Day the Smart Money Way

Real-time Analysis

Interactive Chat Q&A
Professional Tactics