Mid-session IV Report October 27, 2022

Market Rebellion

This article was last updated on 10/27/2022.

Mid-session IV Report October 27, 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: CVX AAPL XOM CHPT INTC PINS EVTL CLR AVXL

Popular stocks with increasing volume: TWTR SHOP SNAP BABA DKNG BA NKLA INTC XOM

Federal Reserve officials meet November 1-2, October employment report on November 4

Meta Platforms (META) October weekly call option implied volatility is at 90, November is at 56; compared to its 52-week range of 29 to 79 as shares trade down 23%. Call put ratio 1.8 calls to 1 put.

Option IV into quarter results

Apple (AAPL) October weekly call option implied volatility is at 105, November is at 55; compared to its 52-week range of 20 to 45 into the expected release of quarter results. Call put ratio 1 call to 1.4 puts.

Amazon (AMZN) October weekly call option implied volatility is at 175, November is at 82; compared to its 52-week range of 22 to 57 into the expected release of quarter results today after the bell.

Intel (INTC) October weekly call option implied volatility is at 208, November is at 90; compared to its 52-week range of 21 to 58 into the expected release of quarter results today after the bell.

United States Steel (X) October weekly call option implied volatility is at 168, November is at 82; compared to its 52-week range of 49 to 78 into the expected release of quarter results today after the bell. Call put ratio 14 calls to 1 put with focus on October weekly calls.

Gilead (GILD) October weekly call option implied volatility is at 71, November is at 35; compared to its 52-week range of 19 to 40 into the expected release of quarter results today after the bell.

Pinterest (PINS) October weekly call option implied volatility is at 374, November is at 163; compared to its 52-week range of 45 to 113 into the expected release of quarter results today after the bell.

First Solar (FSLR) October weekly call option implied volatility is at 156, November is at 81; compared to its 52-week range of 41 to 62 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2 puts.

Exxon (XOM) October weekly call option implied volatility is at 68, November is at 37; compared to its 52-week range of 24 to 46 into the expected release of quarter results before the bell on October 28.

Chevron (CVX) October weekly call option implied volatility is at 70, November is at 35; compared to its 52-week range of 21 to 46 into the expected release of quarter results before the bell on October 28. Call put ratio 2.4 calls to 1 put.

NextEra (NEE) November call option implied volatility is at 40, December is at 34; compared to its 52-week range of 19 to 61 into the expected release of quarter results before the bell on October 28. Call put ratio 2.1 calls to 1 put.

Colgate-Palmolive (CL) October weekly call option implied volatility is at 68, November is at 29; compared to its 52-week range of 14 to 31 into the expected release of quarter results before the bell on October 28. Call put ratio 4.5 calls to 1 put.

AbbVie (ABBV) October weekly call option implied volatility is at 71, November is at 31; compared to its 52-week range of 19 to 35 into the expected release of quarter results before the bell on October 28.

Charter Communications (CHTR) October weekly call option implied volatility is at 138, November is at 56; compared to its 52-week range of 22 to 54 into the expected release of quarter results before the bell on October 28.

Twitter (TWTR) October weekly call option implied volatility is at 31, November is at 12; compared to its 52-week range of 21 to 88 into Delaware Judge deadline for Elon Musk buyout. Call put ratio 2.7 calls to 1 put.

Options with decreasing option implied volatility: GNRC WEBR SNAP GME SBLK CMG HOG HCA DB SAVE WHR
Increasing unusual option volume: RLX HEAR TPX DOG QFIN CS
Increasing unusual call volume: RLX HEAR DOG QFIN NOG WB SKT
Increasing unusual put option volume: CS CGC AN DBX HST WOLF SBLK
Active options: META TSLA AAPL F AMZN NVDA TWTR AMD MSFT GOOGL SHOP GOOG NFLX SNAP BABA DKNG BA NKLA INTC XOM

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