Mid-session IV Report October 28, 2022

Market Rebellion

This article was last updated on 10/28/2022.

Mid-session IV Report October 28, 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: AVXL CLR ACI NYCB

Popular stocks with increasing volume: GME PINS XOM N BABA GOOG SHOP F BA

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

SPDR S&P 500 ETF Trust (SPY) 30-day option implied is at 25; compared to its 52-week range of 12 to 56 into Federal Reserve officials meet November 1-2, October employment report on November 4.

PowerShares QQQ Trust (QQQ) 30-day option implied is at 31; compared to its 52-week range of 16 to 40 into Federal Reserve officials meet November 1-2, October employment report on November 4.

Option IV for large tech after outlook

Meta Platforms (META) November weekly call option implied volatility is at 57, November is at 53; compared to its 52-week range of 29 to 79. Call put ratio 2 calls to 1 put.

Apple (AAPL) November weekly call option implied volatility is at 41, November is at 37; compared to its 52-week range of 20 to 45 after quarter results. Call put ratio 1 call to 1 put.

Amazon (AMZN) November weekly call option implied volatility is at 51, November is at 46; compared to its 52-week range of 22 to 57 after quarter results. Call put ratio 1 call to 1 put as share trade $100.

Intel (INTC) November weekly call option implied volatility is at 48, November is at 41; compared to its 52-week range of 21 to 58 after quarter results.

Option IV into quarter results and outlook

NXP Semiconductors (NXPI) November weekly call option implied volatility is at 63, November is at 53; compared to its 52-week range of 30 to 55 into the expected release of quarter results after the bell on October 31.

Advanced Micro Devices (AMD) November weekly call option implied volatility is at 75, November is at 65; compared to its 52-week range of 35 to 73 into the expected release of quarter results after the bell on November 1.

Airbnb (ABNB) November weekly call option implied volatility is at 90, November is at 69; compared to its 52-week range of 40 to 77 into the expected release of quarter results after the bell on November 1.

Uber (UBER) November weekly call option implied volatility is at 104, November is at 83; compared to its 52-week range of 41 to into the expected release of quarter results after the bell on November 1.

Electronic Arts (EA) November weekly call option implied volatility is at 55, November is at 40; compared to its 52-week range of 22 to 45 into the expected release of quarter results after the bell on November 1. Call put ratio 2.6 calls to 1 put.

Eli Lilly (LLY) November weekly call option implied volatility is at 42, November is at 40; compared to its 52-week range of 25 to 38 into the expected release of quarter results before the bell on November 1. Call put ratio 2.4 calls to 1 put.

Pfizer (PFE) November weekly call option implied volatility is at 40, November is at 31; compared to its 52-week range of 24 to 42 into the expected release of quarter results before the bell on November 1. Call put ratio 4.7 calls to 1 put as shares rally 3%.

Options with decreasing option implied volatility: AMZN PINS INTC AAPL XOM CVX GNRC PSQ SI KMX AMLX WEBR PINS TDOC MPW
Increasing unusual option volume: PMT TEN PFSI HBI JBL THC SKIN TAL
Increasing unusual call volume: EWY BEKE LYB PUBM CZR
Increasing unusual put option volume: TEN HBI PFSI THC IQ PACB BLNK TAL
Active options: AMZN AAPL TSLA META INTC AMD NVDA MSFT GME PINS GOOGL XOM NFLX NIO BABA GOOG SHOP F BA BBBY

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