Mid-session IV Report October 26, 2022

Market Rebellion

This article was last updated on 10/26/2022.

Mid-session IV Report October 26, 2022

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.

Option IV increases: EVTL CLR DLTR PINS META CMCSA

Popular stocks with increasing volume: SNAP NCLH T NIO SOFI NFLX TWTR BA V

Option IV into quarter results and outlook

Meta Platforms (META) October weekly call option implied volatility is at 194, November is at 78; compared to its 52-week range of 29 to 79 into the expected release of quarter results and outlook today after the bell.

Ford (F) October weekly call option implied volatility is at 100, November is at 54; compared to its 52-week range of 36 to 65 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Apple (AAPL) October weekly call option implied volatility is at 75, November is at 41; compared to its 52-week range of 20 to 45 into the expected release of quarter results after the bell on October 27. Call put ratio 1 call to 1 put.

Amazon (AMZN) October weekly call option implied volatility is at 118, November is at 55; compared to its 52-week range of 22 to 57 into the expected release of quarter results after the bell on October 27. Call put ratio 1.6 calls to 1 put.

Mastercard (MA) October weekly call option implied volatility is at 64, November is at 37; compared to its 52-week range of 25 to 44 into the expected release of quarter results before the bell on October 27.

Merck (MRK) October weekly call option implied volatility is at 49, November is at 28; compared to its 52-week range of 20 to 34 into the expected release of quarter results before the bell on October 27.

Comcast (CMCSA) October weekly call option implied volatility is at 98, November is at 56; compared to its 52-week range of 23 to 50 into the expected release of quarter results before the bell on October 27.

Honeywell (HON) October weekly call option implied volatility is at 55, November is at 31; compared to its 52-week range of 18 to 35 into the expected release of quarter results before the bell on October 27. Call put ratio 3.5 calls to 1 put with focus on December calls.

Intel (INTC) October weekly call option implied volatility is at 136, November is at 57; compared to its 52-week range of 21 to 58 into the expected release of quarter results after the bell on October 27.

Caterpillar (CAT) October weekly call option implied volatility is at 72, November is at 42; compared to its 52-week range of 25 to 45 into the expected release of quarter results before the bell on October 27.

United States Steel (X) October weekly call option implied volatility is at 123, November is at 68; compared to its 52-week range of 49 to 78 into the expected release of quarter results before the bell on October 27.

Gilead (GILD) October weekly call option implied volatility is at 54, November is at 28; compared to its 52-week range of 19 to 40 into the expected release of quarter results after the bell on October 27.

Northrop (NOC) October weekly call option implied volatility is at 64, November is at 40; compared to its 52-week range of 17 to 41 into the expected release of quarter results before the bell on October 27.

Southern Company (SO) October weekly call option implied volatility is at 44, November is at 31; compared to its 52-week range of 15 to 34 into the expected release of quarter results before the bell on October 27.

Vale (VALE) October weekly call option implied volatility is at 80, November is at 59; compared to its 52-week range of 37 to 59 into the expected release of quarter results before the bell on October 27. Call put ratio 1 call to 6 puts with focus on November weekly (4) 13 puts.

Altria (MO) October weekly call option implied volatility is at 40, November is at 28; compared to its 52-week range of 19 to 34 into the expected release of quarter results before the bell on October 27. Call put ratio 3 calls to 1 put with focus on October weekly calls.

Shopify (SHOP) October weekly call option implied volatility is at 183, November is at 94; compared to its 52-week range of 36 to 103 into the expected release of quarter results before the bell on October 27.

Baxter (BAX) October weekly call option implied volatility is at 86, November is at 39; compared to its 52-week range of 19 to 37 into the expected release of quarter results before the bell on October 27.

Southwest Airlines (LUV) October weekly call option implied volatility is at 70, November is at 45; compared to its 52-week range of 30 to 58 into the expected release of quarter results before the bell on October 27.

Pinterest (PINS) October weekly call option implied volatility is at 260, November is at 145; compared to its 52-week range of 45 to 113 into the expected release of quarter results after the bell on October 27.

Check Point (CHKP) November call option implied volatility is at 37, December is at 34; compared to its 52-week range of 20 to 40 into the expected release of quarter results before the bell on October 27.

First Solar (FSLR) October weekly call option implied volatility is at 118, November is at 66; compared to its 52-week range of 41 to 62into the expected release of quarter results after the bell on October 27.

Hertz (HTZ) October weekly call option implied volatility is at 74, November is at 63; compared to its 52-week range of 44 to 277 into the expected release of quarter results before the bell on October 27. Call put ratio 7.3 calls to 1 put with focus on December 20 calls.

MicroStrategy (MSTR) October weekly call option implied volatility is at 105, November is at 95; compared to its 52-week range of 65 to 220 into the expected release of quarter results on November 1.

Twitter (TWTR) October weekly call option implied volatility is at 55, November is at 30; compared to its 52-week range of 21 to 88 into Delaware Judge deadline for Elon Musk buyout. Call put ratio 1.6 calls to 1 put.

Options with decreasing option implied volatility: GOOG GOOGL MSFT BA KO WEBR UVIX SNAP ENPH TWTR VXX TSLA DB CMG IBM HCA WHR SPOT
Increasing unusual option volume: XXII PACB GES SKX LC EWU YY LU MAT ING
Increasing unusual call volume: EWU XXII PACB WING LC EDZ RRC SKX UL SPOT
Increasing unusual put option volume: ARCC SKX TEN PACB CNK PBF TAL
Active options: TSLA GOOGL MSFT GOOG AAPL AMZN NVDA META BABA SNAP NCLH T NIO SOFI NFLX TWTR BA V

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