Mid-session IV Report October 30, 2023

Mid-session IV Report October 30, 2023

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Mid-session IV Report October 30, 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: DELL IGT SPLK SAVE SNOW ZS

Popular stocks with increasing volume: SOFI F GM COIN AMC MCD BAC MU PLTR INTC

Option IV into quarter results

Pinterest (PINS) November weekly call option implied volatility is at 136, November is at 72; compared to its 52-week range of 35 to 107 into the expected release of quarter results today after the bell. Call put ratio 3.9 calls to 1 put.

Pfizer (PFE) November weekly call option implied volatility is at 46, November is at 36; 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 94, November is at 62; compared to its 52-week range of 38 to 63 into the expected release of quarter results after the bell on October 31. Call put ratio 2 calls to 1 put.

Amgen (AMGN) November weekly call option implied volatility is at 45, November is at 29; compared to its 52-week range of 16 to 27 into the expected release of quarter results before the bell on October 31.

Caterpillar (CAT) November weekly call option implied volatility is at 63, November is at 41; compared to its 52-week range of 21 to 38 into the expected release of quarter results before the bell on October 31.

BP (BP) November weekly call option implied volatility is at 63, November is at 37; compared to its 52-week range of 18 to 39 into the expected release of quarter results before the bell on October 31. Call put ratio 1 call to 5.9 puts.

Anheuser-Busch (BUD) November weekly call option implied volatility is at 42, November is at 32; compared to its 52-week range of 17 to 36 into the expected release of quarter results before the bell on October 31.

Stellantis (STLA) November call option implied volatility is at 44, December is at 37; compared to its 52-week range of 23 to 424 into the expected release of quarter results before the bell on October 31. Call put ratio 1 call to 2.3 puts.

GE Healthcare (GEHC) November weekly call option implied volatility is at 63, November is at 40; compared to its 52-week range of 22 to 36 into the expected release of quarter results before the bell on October 31.

Marathon Petroleum (MPC) November weekly call option implied volatility is at 51, November is at 39; compared to its 52-week range of 23 to 46 into the expected release of quarter results before the bell on October 31.

Ecolab (ECL) November call option implied volatility is at 33, December is at 26; compared to its 52-week range of 15 to 73 into the expected release of quarter results before the bell on October 31. Call put ratio 31 calls to 1 put with focus on November 165 and 175 calls.

First Solar (FSLR) November weekly call option implied volatility is at 123, November is at 77; compared to its 52-week range of 38 to 61 into the expected release of quarter results after the bell on October 31.

Match (MTCH) November weekly call option implied volatility is at 105, November is at 63; compared to its 52-week range of 35 to 76 into the expected release of quarter results after the bell on October 31.

Chesapeake (CHK) November call option implied volatility is at 39, December is at 33; compared to its 52-week range of 20 to 93 into the expected release of quarter results after the bell on October 31.

Caesars (CZR) November weekly call option implied volatility is at 96, November is at 66; compared to its 52-week range of 36 to 74 into the expected release of quarter results after the bell on October 31. Call put ratio 6.3 calls to 1 put.

Sirius (SIRI) November weekly call option implied volatility is at 134, November is at 115; compared to its 52-week range of 24 to 157 into the expected release of quarter results before the bell on October 31. Call put ratio 1 call to 3.7 puts.

Qualcomm (QCOM) November weekly call option implied volatility is at 85, November is at 50; compared to its 52-week range of 24 to 53 into the expected release of quarter results after the bell on November 1.

Airbnb (ABNB) November weekly call option implied volatility is at 106, November is at 63; compared to its 52-week range of 32 to 68 into the expected release of quarter results after the bell on November 1.

PayPay (PYPL) November weekly call option implied volatility is at 112, November is at 63; compared to its 52-week range of 26 to 70 into the expected release of quarter results after the bell on November 1.

Apple (AAPL) November weekly call option implied volatility is at 50, November is at 33; compared to its 52-week range of 17 to 43 into tonight’s Mac event and the expected release of quarter results after the bell on November 2.

Options with decreasing option implied volatility: SNAP VKTX VRT TDOC ENPH FRHC ALGN SPOT QB NEP DXCM CMG META EW
Increasing unusual option volume: FTAI CHRS IBRX BMBL APH TNK NTR HST
Increasing unusual call option volume: DQ FRAI RVPH IBRX
Increasing unusual put option volume: NTR BMBL ZI RVPH CRSP
Active options: TSLA AMZN SOFI NVDA F AAPL AMD GM META COIN GOOGL MSFT AMC MCD BAC GOOG MARA MU PLTR INTC

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