Mid-session IV Report October 24, 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: FRHC ANF DKS VMW BITO BURL DLTR NVDA BBY DE PBR MARA MSTR PACW BANC
Popular stocks with increasing volume: COIN VZ PLTR KO BABA RTX BAC SQ SNAP T
Option IV into quarter results
Microsoft (MSFT) October weekly call option implied volatility is at 58, November is at 32; compared to its 52-week range of 18 to 39 into the expected release of quarter results today after the bell.
Alphabet (GOOGL) October weekly call option implied volatility is at 70, November is at 36; compared to its 52-week range of 22 to 42 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.
Visa (V) October weekly call option implied volatility is at 48, November is at 25; compared to its 52-week range of 15 to 36 into the expected release of quarter results today after the bell.
Snap (SNAP) October weekly call option implied volatility is at 236, November is at 108; compared to its 52-week range of 44 to 116 into the expected release of quarter results today after the bell.
IBM (IBM) October weekly call option implied volatility is at 57, November is at 27; 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 62, November is at 37; compared to its 52-week range of 24 to 52 into the expected release of quarter results before the bell on October 25. Call put ratio 2.8 calls to 1 put.
Meta Platforms (META) October weekly call option implied volatility is at 110, 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.
Thermo Fisher (TMO) October weekly call option implied volatility is at 61, November is at 32; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on October 25.
T-Mobile (TMUS) October weekly call option implied volatility is at 55, November is at 28; compared to its 52-week range of 17 to 34 into the expected release of quarter results before the bell on October 25. Call put ratio 1 call to 4 puts.
ServiceNow (NOW) October weekly call option implied volatility is at 86, November is at 44; compared to its 52-week range of 25 to 58 into the expected release of quarter results after the bell on October 25.
CME Group (CME) October weekly call option implied volatility is at 40, November is at 23; compared to its 52-week range of 13 to 30 into the expected release of quarter results before the bell on October 25.
Canadian Pacific (CP) November call option implied volatility is at 28, December is at 25; compared to its 52-week range of 16 to 70 into the expected release of quarter results after the bell on October 25. Call put ratio 3.4 calls to 1 put.
KLA Corp (KLAC) October weekly call option implied volatility is at 65, November is at 41; compared to its 52-week range of 28 to 51 into the expected release of quarter results after the bell on October 25. Call put ratio 1 call to 2.5 puts.
General Dynamics (GD) October weekly call option implied volatility is at 35, November is at 22; compared to its 52-week range of 13 to 30 into the expected release of quarter results before the bell on October 25.
Norfolk Southern (NSC) October weekly call option implied volatility is at 54, November is at 32; compared to its 52-week range of 19 to 34 into the expected release of quarter results before the bell on October 25.
Hess Corp (HES) October weekly call option implied volatility is at 34, November is at 27; compared to its 52-week range of 25 to 50 into the expected release of quarter results before the bell on October 25.
Hilton (HLT) November call option implied volatility is at 33, December is at 27; compared to its 52-week range of 18 to 73 into the expected release of quarter results before the bell on October 25. Call put ratio 1 call to 2.7 puts.
Mattel (MAT) October weekly call option implied volatility is at 115, November is at 53; compared to its 52-week range of 23 to 51 into the expected release of quarter results after the bell on October 25. Call put ratio 55 calls to 1 put with focus on November 22 calls.
Option IV as Bitcoin trades $33,900
Coinbase (COIN) 30-day option implied volatility is at 85; compared to its 52-week range of 59 to 136 as Bitcoin trades $33,900.
Marathon Digital Holdings (MARA) 30-day option implied volatility is at 123; compared to its 52-week range of 88 to 167.
Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 82; compared to its 52-week range of 55 to 173.
Riot Platforms (RIOT) 30-day option implied volatility is at 110; compared to its 52-week range of 84 to 137.
Options with decreasing option implied volatility: SPOT NFLX ISRG HES T ABT PG SGEN
Increasing unusual option volume: ASC PAAS NEP ASHR LOGI COMM EXPI SIX SILJ HST PACW BANC
Increasing unusual call option volume: STLD COMM SILJ OGN HST PAAS ASHR DHT ADC BITO NEP SIL
Increasing unusual put option volume: GE NEP YANG LOGI MSOS SPOT
Active options: TSLA MARA NVDA RIOT COIN AAPL NFLX VZ AMD AMZN PLTR KO GOOGL MSFT BABA RTX BAC SQ SNAP T
