Mid-session IV Report October 18, 2023

Mid-session IV Report October 18, 2023

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Mid-session IV Report October 18, 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 ZIM AAP M TGT TSN CSCO HD ROST TJX WMT GLD

Popular stocks with increasing volume: MS BAC SHOP UAL DIS BA JD

Option IV into quarter results

Tesla (TSLA) October call option implied volatility is at 99, November is at 52; compared to its 52-week range of 42 to 96 into the expected release of quarter results today after the bell.

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 today after the bell.

Lam Research (LRCX) October call option implied volatility is at 132, November is at 49; compared to its 52-week range of 30 to 60 into the expected release of quarter results today after the bell.

Las Vegas Sands (LVS) October call option implied volatility is at 80, November is at 40; compared to its 52-week range of 27 to 65 into the expected release of quarter results today. Call put ratio 1 call to 2.2 puts.

Alcoa (AA) October call option implied volatility is at 112, November is at 57; compared to its 52-week range of 40 to 78 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put.

Taiwan Semiconductor (TSM) October call option implied volatility is at 68, November is at 32; compared to its 52-week range of 25 to 45 into the expected release of quarter results after the bell on October 19.

Philip Morris (PM) October call option implied volatility is at 45, November is at 22; compared to its 52-week range of 14 to 29 into the expected release of quarter results before the bell on October 19.

Intuitive Surgical (ISRG) October call option implied volatility is at 113, November is at 43; compared to its 52-week range of 21 to 50 into the expected release of quarter results after the bell on October 19.

Union Pacific (UNP) October call option implied volatility is at 58, November is at 26; compared to its 52-week range of 15 to 32 into the expected release of quarter results before the bell on October 19.

AT&T (T) October call option implied volatility is at 74, November is at 30; compared to its 52-week range of 18 to 38 into the expected release of quarter results before the bell on October 19.

Blackstone (BX) October call option implied volatility is at 64, November is at 33; compared to its 52-week range of 26 to 60 into the expected release of quarter results before the bell on October 19.

CSX Corp (CSX) October call option implied volatility is at 62, November is at 27; compared to its 52-week range of 16 to 37 into the expected release of quarter results after the bell on October 19.

KeyCorp (KEY) October call option implied volatility is at 88, November is at 50; compared to its 52-week range of 25 to 185 into the expected release of quarter results before the bell on October 19.

Bank OZK (OZK) October call option implied volatility is at 100, November is at 43; compared to its 52-week range of 25 to 105 into the expected release of quarter results after the bell on October 19.
American Airlines (AAL) October call option implied volatility is at 95, November is at 45; compared to its 52-week range of 28 to 65 into the expected release of quarter results before the bell on October 19.

Western Alliance (WAL) October call option implied volatility is at 105, November is at 55; compared to its 52-week range of 33 to 398 into the expected release of quarter results on October 19.

Options with decreasing option implied volatility: TTOO VMW SCHW ELV ABT DPZ STT BAC UNH
Increasing unusual option volume: IVZ FIGS VMW ARDX JBHT SPR REPL MNKD OMC NTRS VSAT HUYA URTY
Increasing unusual call option volume: FIGS ARDX SPR MNKD URTY ICPT IBN SIG CRK JBHT
Increasing unusual put option volume: VMW ARDX JBHT LNTH VSAT CTLT AZN SPR CFG CL NDAQ PAGS
Active options: NVDA TSLA NKLA AAPL AMZN MSFT AMD MS PLTR BAC GOOGL META SHOP UAL AAL XOM AMC DIS BA JD

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