Mid-session IV Report October 25, 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 BITO DKS FL BURL SBSW NVDA BBY PBR
Popular stocks with increasing volume: SNAP SQ AMD PYPL BA BAC PLTR NFLX COIN V RIOT
Option IV into quarter results
IBM (IBM) October weekly call option implied volatility is at 65, November is at 28; compared to its 52-week range of 13 to 31 into the expected release of quarter results tonight after the bell.
Meta Platforms (META) October weekly call option implied volatility is at 145, November is at 57; compared to its 52-week range of 29 to 74 into the expected release of quarter results today after the bell.
ServiceNow (NOW) October weekly call option implied volatility is at 101, November is at 45; compared to its 52-week range of 25 to 58 into the expected release of quarter results today after the bell.
Mattel (MAT) October weekly call option implied volatility is at 128, November is at 58; compared to its 52-week range of 23 to 51 into the expected release of quarter results today after the bell.
Amazon (AMZN) October weekly call option implied volatility is at 115, November is at 59; compared to its 52-week range of 25 to 61 into the expected release of quarter results after the bell on October 26.
Comcast (CMCSA) October weekly call option implied volatility is at 59, November is at 28; compared to its 52-week range of 17 to 43 into the expected release of quarter results before the bell on October 26. Call put ratio 3.4 calls to 1 put with focus on October weekly calls.
Mastercard (MA) October weekly call option implied volatility is at 46, November is at 24; compared to its 52-week range of 16 to 36 into the expected release of quarter results before the bell on October 26.
Merck (MRK) October weekly call option implied volatility is at 49, November is at 24; compared to its 52-week range of 17 to 37 into the expected release of quarter results before the bell on October 26. Call put ratio 2.4 calls to 1 put.
Intel (INTC) October weekly call option implied volatility is at 112, November is at 48; compared to its 52-week range of 30 to 59 into the expected release of quarter results after the bell on October 26.
United Parcel (UPS) October weekly call option implied volatility is at 81, November is at 34; compared to its 52-week range of 18 to 38 into the expected release of quarter results before the bell on October 26.
Honeywell (HON) October weekly call option implied volatility is at 55, November is at 26; compared to its 52-week range of 14 to 29 into the expected release of quarter results before the bell on October 26.
Bristol-Myers (BMY) October weekly call option implied volatility is at 45, November is at 24; compared to its 52-week range of 16 to 26 into the expected release of quarter results before the bell on October 26.
Northrop Gruman (NOC) October weekly call option implied volatility is at 42, November is at 27; compared to its 52-week range of into the expected release of quarter results before the bell on October 26.
Chipotle Mexican (CMG) October weekly call option implied volatility is at 110, November is at 43; compared to its 52-week range of 18 to 45 into the expected release of quarter results after the bell on October 26.
Ford (F) October weekly call option implied volatility is at 77, November is at 41; compared to its 52-week range of 27 to 587 into the expected release of quarter results after the bell on October 26.
Kenvue (KVUE) October weekly call option implied volatility is at 62, November is at 34; compared to its 52-week range of 16 to 53 into the expected release of quarter results before the bell on October 26. Call put ratio 5.2 calls to 1 put.
Capital One (COF) October weekly call option implied volatility is at 77, November is at 41; compared to its 52-week range of 25 to 54 into the expected release of quarter results after the bell on October 26. Call put ratio 1 call to 3.2 puts.
Newmont (NEM) October weekly call option implied volatility is at 64, November is at 36; compared to its 52-week range of 24 to 44 into the expected release of quarter results before the bell on October 26. Call put ratio 2.5 calls to 1 put.
Royal Caribbean (RCL) October weekly call option implied volatility is at 99, November is at 52; compared to its 52-week range of 33 to 73 into the expected release of quarter results before the bell on October 26.
Southwest (LUV) October weekly call option implied volatility is at 89, November is at 46; compared to its 52-week range of 25 to 46 into the expected release of quarter results before the bell on October 26. Call put ratio 2.5 calls to 1 put.
Seagate (STX) October weekly call option implied volatility is at 108, November is at 48; compared to its 52-week range of 29 to 54 into the expected release of quarter results before the bell on October 26.
Deckers Outdoor (DECK) November call option implied volatility is at 53, December is at 44; compared to its 52-week range of 25 to 85 into the expected release of quarter results after the bell on October 26.
United States Steel (X) October weekly call option implied volatility is at 51, November is at 40; compared to its 52-week range of 30 to 66 into the expected release of quarter results after the bell on October 26. Call put ratio 3.1 calls to 1 put.
Mobileye (MBLY) November call option implied volatility is at 75, December is at 60; compared to its 52-week range of 33 to 112 into the expected release of quarter results before the bell on October 26.
Payment stock option IV as share prices move lower
Block (SQ) 30-day option implied volatility is at 73; compared to its 52-week range of 37 to 90 as share price down 7.4%.
PayPal (PYPL) 30-day option implied volatility is at 56; compared to its 52-week range of 27 to 70. Call put ratio 2 calls to 1 put as share price down 4.6%.
Upstart Holdings (UPST) 30-day option implied volatility is at 117; compared to its 52-week range of79 to 159 as share price down 4.9%.
Affirm Holdings (AFRM) 30-day option implied volatility is at 109; compared to its 52-week range of 64 to 142 as share price down 12.8%.
Options with decreasing option implied volatility: VMW SNAP TDOC SPOT NFLX ISRG HES T VZ TMUS
Increasing unusual option volume: BTAI BGS XP EDR MCO LRN BYD SH POOL BCS CLS RUN USNA AFRM UPST PYPL SQ NSC TMO
Increasing unusual call option volume: LRN BTAI EDR FLEX SH BCS XPO TNX HA NOVA NEP NLY SNAP
Increasing unusual put option volume: XP BGS PSA STM CB RY BCS MCHP SNAP NSC
Active options: GOOGL MSFT TSLA GOOG SNAP AMZN NVDA AAPL META MARA SQ AMD PYPL BA BAC PLTR NFLX COIN V RIOT
