Mid-session IV Report October 23, 2023

Mid-session IV Report October 23, 2023

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Mid-session IV Report October 23, 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: ANF DKS NVDA RF DLTR BBY ZM DE ADSK FMC ZM VOD ET

Popular stocks with increasing volume: PLTR BAC T COIN SOFI SHOP NIO FCX CVX HES

Option IV into quarter results

Microsoft (MSFT) October weekly call option implied volatility is at 55, November is at 34; compared to its 52-week range of 18 to 39 into the expected release of quarter results after the bell on October 24. Call put ratio 2.1 calls to 1 put.

Alphabet (GOOGL) October weekly call option implied volatility is at , November is at ; compared to its 52-week range of 22 to 42 into the expected release of quarter results after the bell on October 24. Call put ratio 2 calls to 1 put.

Visa (V) October weekly call option implied volatility is at 46, November is at 28; compared to its 52-week range of 15 to 36 into the expected release of quarter results after the bell on October 24.

Coca-Cola (KO) October weekly call option implied volatility is at 32, November is at 23; compared to its 52-week range of 11 to 26 into the expected release of quarter results before the bell on October 24. Call put ratio 2.9 calls to 1 put.

Snap (SNAP) October weekly call option implied volatility is at 234, November is at 111; compared to its 52-week range of 44 to 116 into the expected release of quarter results after the bell on October 24.

General Electric (GE) October weekly call option implied volatility is at 70, November is at 40; compared to its 52-week range of 21 to 252 into the expected release of quarter results before the bell on October 24.

General Motors (GM) October weekly call option implied volatility is at 68, November is at 46; compared to its 52-week range of 21 to 252 into the expected release of quarter results before the bell on October 24.

Verizon (VZ) October weekly call option implied volatility is at 49, November is at 31; compared to its 52-week range of 17 to 33 into the expected release of quarter results before the bell on October 24. Call put ratio 3.3 calls to 1 put.

Novartis (NVS) November call option implied volatility is at 24, December is at 22; compared to its 52-week range of 13 to 70 into the expected release of quarter results before the bell on October 24.

Danaher (DHR) October weekly call option implied volatility is at 51, November is at 34; compared to its 52-week range of 32 to 35 into the expected release of quarter results before the bell on October 24.

Texas Instruments (TXN) October weekly call option implied volatility is at 56, November is at 33; compared to its 52-week range of 19 to 41 into the expected release of quarter results before the bell on October 24.

NextEra (NEE) October weekly call option implied volatility is at 62, November is at 43; compared to its 52-week range of 17 to 64 into the expected release of quarter results before the bell on October 24. Call put ratio 8.5 calls to 1 put.

RTX Corp (RTX) October weekly call option implied volatility is at 59, November is at 33; compared to its 52-week range of 15 to 33 into the expected release of quarter results before the bell on October 24.

Canadian National (CNI) November call option implied volatility is at 31, December is at 26; compared to its 52-week range of 15 to 68 into the expected release of quarter results before the bell on October 24. Call put ratio 2.6 calls to 1 put.

Halliburton (HAL) October weekly call option implied volatility is at 55, November is at 41; compared to its 52-week range of 27 to 56 into the expected release of quarter results before the bell on October 24.

Spotify (SPOT) October weekly call option implied volatility is at 119, November is at 63; compared to its 52-week range of 32 to 77 into the expected release of quarter results before the bell on October 24.

Corning (GLW) October weekly call option implied volatility is at 59, November is at 35; compared to its 52-week range of 16 to 39 into the expected release of quarter results before the bell on October 24. Call put ratio 2.5 calls to 1 put.

Kimberly-Clark (KMB) October weekly call option implied volatility is at 46, November is at 25; compared to its 52-week range of 13 to 26 into the expected release of quarter results before the bell on October 24.

PacWest (PACW) October weekly call option implied volatility is at 145, November is at 90; compared to its 52-week range of 28 to 478 into the expected release of quarter results before the bell on October 24. Call put ratio 1 call to 13 puts.

IBM (IBM) October weekly call option implied volatility is at 55, November is at 29; compared to its 52-week range of 13 to 31 into the expected release of quarter results after the bell on October 25.

Boeing (BA) October weekly call option implied volatility is at 64, November is at 39; compared to its 52-week range of 24 to 52 into the expected release of quarter results before the bell on October 25.

Meta Platforms (META) October weekly call option implied volatility is at 102, November is at 54; compared to its 52-week range of 29 to 74 into the expected release of quarter results after the bell on October 25.

Chevron (CVX) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 37 after announcing the acquisition of Hess Corp. (HES) for $171 per share in all-stock transaction.

Hess Corp. (HES) 30-day option implied volatility is at 26; compared to its 52-week range of 25 to 50 after Chevron (CVX) announced the acquisition of Hess for $171 per share in all-stock transaction.

Options with decreasing option implied volatility: NFLX ISRG
Increasing unusual option volume: VNOM SMTC NNDM AMAM OIH HTGC BTBT SH BITI ASO
Increasing unusual call option volume: AMAM NNDM BTBT HTGC SMTC SH MT FAST LQD
Increasing unusual put option volume: HTGC BCS OIH ASO HTGC HCP PHG ARR OKTA MDY
Active options: TSLA AAPL NVDA AMZN AMD NFLX PLTR BAC T MARA COIN SOFI META AMC MSFT GOOGL SHOP RIOT NIO FCX

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