Mid-session IV Report October 3, 2022

Market Rebellion

This article was last updated on 10/03/2022.

Mid-session IV Report October 3, 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: NLY MPW AGNC SAVE TCDA LVWR LYFT HTGC Z DB ATVI

Popular stocks with increasing volume: NKE PBR NCLH F MU TWTR BAC PLTR SNAP

Tesla options moving as shares sell off 7.2%

Tesla (TSLA) October weekly and October call option implied volatility is at 76; compared to its 52-week range of 36 to 84 into the expected release of quarter results on October 19.

Money stocks option implied volatility

Credit Suisse (CS) 30-day option implied volatility is at 111; compared to its 52-week range of 19 to 95.

UBS AG (UBS) 30-day option implied volatility is at 42; compared to its 52-week range of 17 to 59. Call put ratio 1 call to 3.2 puts.

Deutsche Bank (DB) 30-day option implied volatility is at 62; compared to its 52-week range of 26 to 82. Call put ratio 1 call to 6 puts.

Bank of America (BAC) 30-day option implied volatility is at 41; compared to its 52-week range of 22 to 48 as shares rally 2.6%. Call put ratio 2.1 calls to 1 put.

Citigroup (C) 30-day option implied volatility is at 44; compared to its 52-week range of 22 to 48 as shares rally 1.3%.

Goldman Sachs (GS) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 42. Call put ratio 1 call to 1.6 puts.

JPMorgan (JPM) 30-day option implied volatility is at 39; compared to its 52-week range of 19 to 44. Call put ratio 2.8 calls to 1 put as shares rally 2.6%.

Morgan Stanley (MS) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 47 as shares rally 2%.

Wells Fargo (WFC) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 51.

BlackRock (BLK) 30-day option implied volatility is at 41; compared to its 52-week range of 20 to 43 as shares rally 2%.

Annaly Capital Management (NLY) 30-day option implied volatility is at 58; compared to its 52-week range of 15 to 595 as shares rally 1.6%. Call put ratio 1 call to 2.4 puts.

Ally Financial (ALLY) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 86 as shares rally 5%.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 58. Call put ratio 1 calls to 4.9 puts as shares rally 2%.

iShares MSCI Brazil (EWZ) October weekly call option implied volatility is at 58, October is at 47; compared to its 52-week range of 29 to 52 into Brazil’s presidential elections runoff in two weeks.

Petrobras (PBR) 30-day option implied volatility is at 71; compared to its 52-week range of 37 to 109 into Brazil’s presidential elections runoff in two weeks. Call put ratio 4.3 calls to 1 put with focus on October weekly 13.50 and 14.50 calls.

Options with decreasing option implied volatility: EVTL AMLX BIIB ICPT KMX NKE
Increasing unusual option volume: CS TCDA TIP FXB CLNN APRN
Increasing unusual call option volume: TIP CS IEO BAX MCHI
Increasing unusual put option volume: CS LAZR BGS CLNN GOTU GRPN TUR SNU
Active options: TSLA AAPL AMZN CCL NVDA AMD META NFLX BABA NKE PBR MSFT GOOGL NCLH F MU TWTR BAC PLTR SNAP

Subscribe to Daily IV Report

Never miss a Daily IV Report—let us deliver it right to your inbox.

By clicking Subscribe, you agree to receive marketing offers from Market Rebellion, and its affiliates, subsidiaries, or agents in the form of emails, pre-recorded messages, text messages, and autodialed calls at the email address and phone number provided above, even if the phone number is present on a state or national Do Not Call list. You recognize that you are not required to provide this consent as a condition of purchase and that you can withdraw consent at any time. Data rates may apply. By clicking below, you also agree to our  Terms of Use  and acknowledge our  Privacy Policy.

Black Friday Deal—Save 15% OFF Any Trading Service!

Use Code blackfriday2022 at checkout.

Days
Hours
Minutes
Seconds