Mid-session IV Report October 2, 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: GEO BILL CRSP FTNT NEE SBUX CAH EA XLU CPRI PTON NEP ETSY SOFI SMCI NET BITO SQ SHOP SEDG DKNG DDOG UBER MTCH
Popular stocks with increasing volume: PLTR RIVN COIN CCL NIO GME SOFI CNVA
Option implied volatility for electrical energy providers and grid operators as interest rate yields trend higher
Southern Co. (SO) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 34 as interest rates trend higher.
Constellation Energy Group, Inc. (CEG) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 82 as interest rates trend higher. Call put ratio 1 call to 2.3 puts as share price down 3.9%.
Xcel Energy (XEL) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 71 as interest rates trend higher.
NextEra Energy (NEE) 30-day option implied volatility is at 35; compared to its 52-week range of 17 to 64 as interest rates trend higher. Call put ratio 1 call to 1 put as share price down 7.9%.
Dominion Energy (D) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 68 as interest rates trend higher. Call put ratio 1 call to 1.5 puts as share price down 4%.
Duke Energy (DUK) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 62 as interest rates trend higher. Call put ratio 1.7 calls to 1 put as share price down 3.4%.
PG&E Corp. (PCG) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 48 as interest rates trend higher.
Edison Int’l (EIX) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 74 as interest rates trend higher. Call put ratio 3 calls to 1 put as share price down 3%.
PPL Corp. (PPL) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 66 as interest rates trend higher.
Consolidated Edison (ED) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 40 as interest rates trend higher. Call put ratio 2.5 calls to 1 put as share price down 3.7%.
American Electric Power (AEP) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 34 as interest rate yields trend higher.
Exelon Corp. (EXC) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 58 as interest rate yields trend higher.
Itron (ITRI) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 62 as interest rate yields trend higher.
National Grid Plc (NGG) 30-day option implied volatility is at 24; compared to its 52-week range of 13 to 40 as interest rates trend higher.
Utilities Sel Sect Spdr Fd (XLU) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 33 as interest rate yields trend higher. Call put ratio 1 call to 1 put as share price down 4.4%.
Option IV into quarter results
McCormick & Co. (MKC) October weekly call option implied volatility is at 34, October is at 30; compared to its 52-week range of 14 to 80 into the expected release of quarter results before the bell on October 3.
Cal-Maine Foods (CALM) October weekly call option implied volatility is at 43, October is at 35; compared to its 52-week range of 23 to 87 into the expected release of quarter results after the bell on October 3.
Tilray, Inc. (TLRY) October weekly call option implied volatility is at 180, October is at 120; compared to its 52-week range of 68 to 162 into the expected release of quarter results before the bell on October 4. Call put ratio 3.7 calls to 1 put.
Options with decreasing option implied volatility: MSOS IMVT KMX NKE ACN
Increasing unusual option volume: INFY SNDX NEP CRDO PBI GEO JNK NVTA ICPT SPHR SDC WB NTR
Increasing unusual call option volume: CRDO NEP GEO INFY ICPT NVTA URTY RKT PBI XME
Increasing unusual put option volume: SNDX NEP WB NTR FAZ SPHR XME CIFR MODG PAAS
Active options: TSLA NVDA AAPL AMZN MARA META PLTR RIVN AMD RIOT MSFT COIN GOOGL CCL NIO GME SOFI GOOG CNVA
