Mid-session IV Report October 27, 2023

Mid-session IV Report October 27, 2023

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Mid-session IV Report October 27, 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 IGT DKS SBSW DLTR SPLK PRGO

Popular stocks with increasing volume: XOM RIVN SQ CVX XOM

Option IV into quarter results

McDonalds (MCD) November weekly call option implied volatility is at 37, November is at 23; compared to its 52-week range of 11 to 23 into the expected release of quarter results before the bell on October 30.

ON Semiconductor (ON) November weekly call option implied volatility is at 80, November is at 60; compared to its 52-week range of 33 to 63 into the expected release of quarter results before the bell on October 30.

Pinterest (PINS) November weekly call option implied volatility is at 105, November is at 74; compared to its 52-week range of 35 to 107 into the expected release of quarter results after the bell on October 30.

Check Point (CHKP) November call option implied volatility is at 33, December is at 28; compared to its 52-week range of 17 to 50 into the expected release of quarter results before the bell on October 30.

XPO (XPO) November call option implied volatility is at 63, December is at 54; compared to its 52-week range of 32 to 102 into the expected release of quarter results before the bell on October 30. Call put ratio 1 call to 2.6 puts.

SoFi (SOFI) November weekly call option implied volatility is at 170, November is at 110; compared to its 52-week range of 47 to 106 into the expected release of quarter results before the bell on October 30. Call put ratio 1.9 calls to 1 put.

Rambus (RMBS) November call option implied volatility is at 68, December is at 55; compared to its 52-week range of 31 to 76 into the expected release of quarter results after the bell on October 30. Call put ratio 1 call to 6.4 puts with focus on November puts.

Vornado (VNO) November call option implied volatility is at 63, December is at 47; compared to its 52-week range of 34 to 148 into the expected release of quarter results after the bell on October 30.

Goodyear Tire (GT) November weekly call option implied volatility is at 85, November is at 68; compared to its 52-week range of 31 to 62 into the expected release of quarter results on October 30.

Pfizer (PFE) November weekly call option implied volatility is at 43, November is at 26; compared to its 52-week range of 18 to 33 into the expected release of quarter results before the bell on October 31.

Advanced Micro Devices (AMD) November weekly call option implied volatility is at 76, November is at 59; compared to its 52-week range of 38 to 63 into the expected release of quarter results after the bell on October 31.

Amgen (AMGN) November weekly call option implied volatility is at 35, November is at 28; compared to its 52-week range of 16 to 27 into the expected release of quarter results before the bell on October 31.

Options with decreasing option implied volatility: VET VMW SNAP VRT TDOC ALGN ENPH SPOT QS META CMG EW CLF
Increasing unusual option volume: AER PRGO PSEC MITK WPM DECK COUR REPL IBRX AKBA JNPR F GM
Increasing unusual call option volume: REPL WPM PSA SPHR IBRX AKBA COUR MITK DQ YINN AMAM HL SH
Increasing unusual put option volume: NWL PSEC RMBS JNPR IBB MTCH GOOS DECK AN TAL
Active options: AMZN TSLA NVDA INTC META AAPL F GOOGL AMD MSFT ENPH CVX GOOG CHPT SQ BAC XOM MARA NFLX RIVN

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