Mid-session IV Report October 26, 2023

Mid-session IV Report October 26, 2023

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Mid-session IV Report October 26, 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 FL DKS NVDA DLTR BBY PBR WDC

Popular stocks with increasing volume: DKNG F PLTR KVUE SNAP BAC NFLX IBM GM WDC

Option IV into quarter results

Amazon (AMZN) October weekly call option implied volatility is at 170, November is at 67; compared to its 52-week range of 25 to 61 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

Intel (INTC) October weekly call option implied volatility is at 143, November is at 67; compared to its 52-week range of 30 to 59 into the expected release of quarter results today after the bell.

Chipotle Mexican (CMG) October weekly call option implied volatility is at 145, November is at 62; compared to its 52-week range of 18 to 45 into the expected release of quarter results today after the bell.

Capital One (COF) October weekly call option implied volatility is at 107, November is at 54; compared to its 52-week range of 25 to 54 into the expected release of quarter results today after the bell. Call put ratio 1 call to 3.2 puts with focus on November weekly (3) puts.

Exxon Mobil (XOM) October weekly call option implied volatility is at 45, November is at 31; compared to its 52-week range of 19 to 37 into the expected release of quarter results before the bell on October 27.

Chevron (CVX) October weekly call option implied volatility is at 49, November is at 30; compared to its 52-week range of 17 to 36 into the expected release of quarter results before the bell on October 27.

AbbVie (ABBV) October weekly call option implied volatility is at 82, November is at 39; compared to its 52-week range of 16 to 29 into the expected release of quarter results before the bell on October 27. Call put ratio 13.7 calls to 1 put with focus on October weekly calls.

Charter (CHTR) October weekly call option implied volatility is at 108, November is at 52; compared to its 52-week range of 25 to 51 into the expected release of quarter results before the bell on October 27.

Phillips 66 (PSX) October weekly call option implied volatility is at 62, November is at 37; compared to its 52-week range of 22 to 45 into the expected release of quarter results before the bell on October 27.

AutoNation (AN) November call option implied volatility is at 51, December is at 44; compared to its 52-week range of 27 to 92 into the expected release of quarter results before the bell on October 27.

Colgate-Palmolive (CL) November weekly call option implied volatility is at 33, November is at 24; compared to its 52-week range of 12 to 55 into the expected release of quarter results before the bell on October 27.

Option IV into Amazon (AMZN) results

Walmart (WMT) 30-day option implied volatility is at 23; compared to its 52-week range of 12 to 32. Call put ratio 1 call to 3.2 puts into Amazon (AMZN) quarter results and outlook.

Target (TGT) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to . Call put ratio 2 calls to 1 put into Amazon (AMZN) quarter results and outlook.

Pinduoduo (PDD) October weekly call option implied volatility is at 60, October is at 47; compared to its 52-week range of 40 to 102. Call put ratio 2 calls to 1 put as share price up 1.5%

Hertz Global (HTZ) November call option implied volatility is at 78, December is at 70; compared to its 52-week range of 29 to 108. Call put ratio 8 calls to 1 put with focus on November 12.50 calls as share price down 12.6%.

Options with decreasing option implied volatility: VRT VMW SNAP NEP TDOC SPOT ALGN META ISRG PHM IBM GE RTX
Increasing unusual option volume: WDC XLC MXL CLMT CLS ALGN KBE HTZ
Increasing unusual call option volume: WDC MKC ALGN HTZ CLMT CLS PI MNST FTAI
Increasing unusual put option volume: KBE HAS XLC CLMT STM FE CBOE VKTX
Active options: TSLA META NVDA AMZN GOOGL AAPL AMD DKNG GOOG MSFT F PLTR KVUE SNAP BAC MARA NFLX IBM MPW GM

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