Mid-session IV Report October 3, 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: BILL CRSP NEE ANET BHC GEO AES FTNT CAH EA SBUX XLU SGEN ATVI SNAP BYND TH ENPH UPST ROKU SEDG SOFI LCID MPW
Popular stocks with increasing volume: NKE RIVN WFC INTC BA
Retail option IV for Walmart (WMT) as share price near upper end of range and Target (TGT) share price near low end of range
Walmart (WMT) 30-day option implied volatility is at 16; compared to its 52-week range of 12 to 32.
Costco (COST) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 35.
Amazon (AMZN) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 61 as share price down 2.5%.
Target (TGT) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 52 as share price near 3-year low.
Kohl’s (KSS) 30-day option implied volatility is at 52; compared to its 52-week range of 38 to 80.
Macy’s (M) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 77. Call put ratio 3.7 calls to 1 put as share price near 30-month low.
GM, F STLA option IV steady amid contract headlines
General Motors (GM) October weekly call option implied volatility is at 44, October is at 41; compared to its 52-week range of 27 to 60.
Ford (F) October weekly call option implied volatility is at 24, October is at 40; compared to its 52-week range of 27 to 588.
Stellantis (STLA) 30-day option implied volatility is at 31; compared to its 52-week range of compared to its 52-week range of 23 to 423.
Tesla (TSLA) 30-day option implied volatility is at 56; compared to its 52-week range of 42 to 96.
Toyota Motor (TM) 30-day option implied volatility is at 29; compared to its 52-week range of 16 to 74.
Honda Motor (HMC) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 32.
Instacart (CART) October weekly call option implied volatility is at 83, October is at 71 as share price trades below $27.
Arm Holdings (ARM) October weekly call option implied volatility is at 54, October is at 42 as share price below $52.
Options with decreasing option implied volatility: KMX MSOS NKE ACN
Increasing unusual option volume: AVXL MKC UROY ESPR BCLI OMER NEP DUST URTY
Increasing unusual call option volume: MKC URTY ESPR MASI DUST NEP DO DUOL ICPT PBI PPL
Increasing unusual put option volume: AVXL ASHR MKC TH JBL NEP RAD ENB WE
Active options: TSLA NVDA AAPL AMZN BA AMD PLTR MARA META INTC GOOGL RIVN BAC MSFT BABA WFC F GOOG AGNC NKE
