Mid-session IV Report October 17, 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: SE SAVA VMW AAP TGT CSCO TSN CPRI NANOS
Popular stocks with increasing volume: BAC PLTR AMC LCID JNJ INTC VFC COIN
Chip option IV amid China headlines
NVIDIA (NVDA) 30-day option implied volatility is at 41; compared to its 52-week range of 37 to 68 as share price down 4.8%.
Broadcom (AVGO) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 57.
Taiwan Semiconductor (TSM) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 45 into quarter results.
Qualcomm (QCOM) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 55 as share price below $110.
Intel (INTC) 30-day option implied volatility is at 45; compared to its 52-week range of 30 to 59.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 47 as share price down 1.7%.
Option IV into quarter results
United Airlines (UAL) October call option implied volatility is at 79, November is at 44; compared to its 52-week range of 30 to 67 into the expected release of quarter results today after the bell.
Tesla (TSLA) October call option implied volatility is at 79, 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 110, 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 56, 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 46, November is at 23; 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 70, November is at 36; compared to its 52-week range of 20 to 86 into the expected release of quarter results before the bell on October 18.
Lam Research (LRCX) October call option implied volatility is at 80, November is at 43; compared to its 52-week range of 30 to 60 into the expected release of quarter results after the bell on October 18.
Las Vegas Sands (LVS) October call option implied volatility is at 67, November is at 40; compared to its 52-week range of 27 to 65 into the expected release of quarter results on October 18. Call put ratio 1 call to 2.9 puts.
Alcoa (AA) October call option implied volatility is at 94, November is at 55; compared to its 52-week range of 40 to 78 into the expected release of quarter results after the bell on October 18. Call put ratio 2.1 calls to 1 put.
Abbott Labs (ABT) October call option implied volatility is at 62, November is at 37; compared to its 52-week range of 15 to 31 into the expected release of quarter results before the bell on October 18.
Kinder Morgan (KMI) October call option implied volatility is at 40, November is at 26; compared to its 52-week range of 14 to 34 into the expected release of quarter results before the bell on October 18. Call put ratio 6.4 calls to 1 put.
Nasdaq (NDAQ) October call option implied volatility is at 42, November is at 33; compared to its 52-week range of 14 to 239 into the expected release of quarter results before the bell on October 18. Call put ratio 1 call to 17 puts with focus on October 50 puts.
M&T Bank (MTB) October call option implied volatility is at 64, November is at 35; compared to its 52-week range of 21 to 90 into the expected release of quarter results before the bell on October 18.
State Street (STT) October call option implied volatility is at 68, November is at 34; compared to its 52-week range of 22 to 91 into the expected release of quarter results before the bell on October 18.
Ally Financial (ALLY) October call option implied volatility is at 89, November is at 45; compared to its 52-week range of 29 to 112 into the expected release of quarter results before the bell on October 18. Call put ratio 1 call to 3.3 puts with focus on March 24 puts.
Zion Bancorp (ZION) October call option implied volatility is at 88, November is at 53; compared to its 52-week range of 27 to 105 into the expected release of quarter results after the bell on October 18. Call put ratio 8.4 calls to 1 put with focus on November 37.50 calls.
SL Green (SLG) October call option implied volatility is at 116, November is at 66; compared to its 52-week range of 33 to 158 into the expected release of quarter results after the bell on October 18.
Vanguard Mega Cap Growth Etf (MGK) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 53.
Options with decreasing option implied volatility: WBA TTOO SCHW DPZ PNC UNH JPM
Increasing unusual option volume: HUYA DLO SMMT PZZA ERIC VSAT URTY IBKR TER VFC CHH WH
Increasing unusual call option volume: TER ERIC STNE DVA TBT ARLP PLNT DLO SMMT VSAT IBKR
Increasing unusual put option volume: SBSW PZZA INMD BCS RMBS UAA NANOS
Active options: NVDA TSLA AAPL AMZN BAC AMD MSFT PLTR AMC LCID JNJ GOOGL INTC W VFC COIN MARA AFRM CHPT
