Mid-session IV Report October 19, 2023

Mid-session IV Report October 19, 2023

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Mid-session IV Report October 19, 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 M FL TGT CSCO TSN TJX SMTC

Popular stocks with increasing volume: T RIVN BAC TSM AMC PLTR AAL UBER XOM

NVIDIA (NVDA) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 68 as share price up 1.4%.

Option IV into quarter results

Intuitive Surgical (ISRG) October call option implied volatility is at 152, November is at 45; compared to its 52-week range of 21 to 50 into the expected release of quarter results today after the bell.

Bank OZK (OZK) October call option implied volatility is at 138, November is at 50; compared to its 52-week range of 25 to 105 into the expected release of quarter results today after the bell.

Western Alliance (WAL) October call option implied volatility is at 137, November is at 57; compared to its 52-week range of 33 to 398 into the expected release of quarter results today after the bell.

American Express (AXP) October call option implied volatility is at 84, November is at 29; compared to its 52-week range of 18 to 41 into the expected release of quarter results before the bell on October 20.

SLB (SLB) October call option implied volatility is at 65, November is at 34; compared to its 52-week range of 27 to 51 into the expected release of quarter results before the bell on October 20.

Regions Financial (RF) October call option implied volatility is at 100, November is at 36; compared to its 52-week range of 24 to 122 into the expected release of quarter results before the bell on October 20. Call put ratio 17.5 calls to 1 put.

Huntington Bancshare (HBAN) October call option implied volatility is at 100, November is at 40; compared to its 52-week range of 20 to 97 into the expected release of quarter results before the bell on October 20.

GM, F STLA option IV amid UAW contract headlines

General Motors (GM) October call option implied volatility is at 47, November is at 41; compared to its 52-week range of 27 to 60 into expected release of quarter results on October 24.

Ford (F) October call option implied volatility is at 48, November is at 40; compared to its 52-week range of 27 to 588.

Stellantis (STLA) 30-day option implied volatility is at 34; compared to its 52-week range of compared to its 52-week range of 23 to 423.

Options with decreasing option implied volatility: NFLX TTOO SCHW ABT ELV ALLY DFS STT PG VMW MRNA
Increasing unusual option volume: SAP PTEN SMTC DVA EFX IVZ CG IMPP HUYA GOOS
Increasing unusual call option volume: ARWR DVA SMTC GOOS UNIT CRK BCS VMW AES ASC FSK
Increasing unusual put option volume: CARR BKLN PWR NOK WEAT APO NOVA VMW TM MPWR ZION
Active options: TSLA NFLX NVDA AMZN AAPL AMD T MSFT META RIVN BAC TSM AMC PLTR AAL UBER GOOGL PTEN XOM GOOG

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