Mid-session IV Report October 31, 2022

Market Rebellion

This article was last updated on 10/31/2022.

Mid-session IV Report October 31, 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: GME AMC WEAT ATVI DG KR AVXL TRQ QCOM AMD ROKU ETSY ABNB DASH

Popular stocks with increasing volume: NKLA SOFI SHOP NIO CHPT INTC XOM WYNN GME

Option IV into end of month, quarter, Federal Reserve officials meeting, 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.

NXP Semiconductors (NXPI) November weekly call option implied volatility is at 78, November is at 58; compared to its 52-week range of 30 to 55 into the expected release of quarter results today after the bell.

Stryker (SYK) November weekly call option implied volatility is at 57, November is at 37; compared to its 52-week range of 21 to 72 into the expected release of quarter results today after the bell. Call put ratio 1 call to 10 puts.

Advanced Micro Devices (AMD) November weekly call option implied volatility is at 96, November is at 70; compared to its 52-week range of 35 to 73 into the expected release of quarter results after the bell on November 1.

Uber (UBER) November weekly call option implied volatility is at 135, November is at 84; compared to its 52-week range of 41 to into the expected release of quarter results on November 1.

Electronic Arts (EA) November weekly call option implied volatility is at 70, November is at 42; 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 7.6 calls to 1 put.

Eli Lilly (LLY) November weekly call option implied volatility is at 55, November is at 41; 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 2.5 calls to 1 put.

Pfizer (PFE) November weekly call option implied volatility is at 52, November is at 33; 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 1 call to 1.6 puts.

Airbnb (ABNB) November weekly call option implied volatility is at 116, November is at 74; compared to its 52-week range of 40 to 77 into the expected release of quarter results after the bell on November 1.

SoFi Technologies (SOFI) November weekly call option implied volatility is at 209, November is at 134; compared to its 52-week range of 62 to 122 into the expected release of quarter results after the bell on November 1. Call put ratio 4.1 calls to 1 put.

BP (BP) November weekly call option implied volatility is at 53, November is at 38; compared to its 52-week range of 26 to 53 into the expected release of quarter results before the bell on November 1. Call put ratio 7 calls to 1 put with focus on January 40 calls.

Newmont Mining (NEM) November weekly call option implied volatility is at 62, November is at 47; compared to its 52-week range of 27 to 50 into the expected release of quarter results before the bell on November 1.

Clorox (CLX) November weekly call option implied volatility is at 66, November is at 39; compared to its 52-week range of 20 to 43 into the expected release of quarter results after the bell on November 1. Call put ratio 1 call to 2.4 puts.

Match Group (MTCH) November weekly call option implied volatility is at 137, November is at 87; compared to its 52-week range of 38 to 77 into the expected release of quarter results after the bell on November 1.

Caesars (CZR) November weekly call option implied volatility is at 120, November is at 84; compared to its 52-week range of 43 to 85 into the expected release of quarter results after the bell on November 1. Call put ratio 6.5 calls to 1 put.

Mondelez (MDLZ) November weekly call option implied volatility is at 45, November is at 29; compared to its 52-week range of 16 to 32 into the expected release of quarter results after the bell on November 1.

Marathon Petroleum (MPC) November weekly call option implied volatility is at 55, November is at 43; compared to its 52-week range of 31 to 53 into the expected release of quarter results before the bell on November 1.

Devon (DVN) November weekly call option implied volatility is at 70, November is at 57; compared to its 52-week range of 46 to 70 into the expected release of quarter results after the bell on November 1.

Simon Property Group (SPG) November option implied volatility is at 43, December is at 38; compared to its 52-week range of 26 to 270 into the expected release of quarter results after the bell on November 1.

Roku (ROKU) November weekly call option implied volatility is at 202, November is at 120; compared to its 52-week range of 45 to 119 into the expected release of quarter results after the bell on November 1.

Etsy (ETSY) November weekly call option implied volatility is at 160, November is at 95; compared to its 52-week range of 44 into the expected release of quarter results after the bell on November 2.

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: EFX TSP RVLV SYK CEG
Increasing unusual call volume: RVLV WM ITUB BRZU TIGR
Increasing unusual put option volume: SYK YUM We PFSI XLB
Active options: AAPL AMZN TSLA META GME AMC PBR AMD NKLA BBBY NVDA SOFI SHOP NIO CHPT INTC XOM MSFT GOOGL GOOG

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