Mid-session IV Report October 31, 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: OKTA ZS DELL ULTA CPRI SPLK SAVE
Popular stocks with increasing volume: PINS SOFI PBR PFE CAT AMC BAC
Option IV into quarter results
Advanced Micro Devices (AMD) November weekly call option implied volatility is at 106, November is at 63; compared to its 52-week range of 38 to 63 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.
First Solar (FSLR) November weekly call option implied volatility is at 138, November is at 78; compared to its 52-week range of 38 to 61 into the expected release of quarter results today after the bell.
Match (MTCH) November weekly call option implied volatility is at 115, November is at 63; compared to its 52-week range of 35 to 76 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.1 puts.
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 today after the bell.
Caesars (CZR) November weekly call option implied volatility is at 103, November is at 66; compared to its 52-week range of 36 to 74 into the expected release of quarter results today after the bell.
Qualcomm (QCOM) November weekly call option implied volatility is at 92, 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 122, November is at 66; 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 130, November is at 65; compared to its 52-week range of 26 to 70 into the expected release of quarter results after the bell on November 1.
Mondelez (MDLZ) November weekly call option implied volatility is at 47, November is at 27; compared to its 52-week range of 12 to 29 into the expected release of quarter results after the bell on November 1.
CVS Health (CVS) November weekly call option implied volatility is at 79, November is at 42; compared to its 52-week range of 19 to 35 into the expected release of quarter results before the bell on November 1.
Estee Lauder (EL) December call option implied volatility is at 63, December is at 48; compared to its 52-week range of 23 to 78 into the expected release of quarter results before the bell on November 1.
Apollo (APO) November weekly call option implied volatility is at 79, November is at 49; compared to its 52-week range of 23 to 59 into the expected release of quarter results before the bell on November 1. Call put ratio 1 call to 2.3 puts.
American International Group (AIG) November weekly call option implied volatility is at 55, November is at 33; compared to its 52-week range of 17 to 51 into the expected release of quarter results after the bell on November 1. Call put ratio 1 call to 2.1 puts into quarter results and outlook.
Kraft Heinz (KHC) November weekly call option implied volatility is at 56, November is at 33; compared to its 52-week range of 13 to 29 into the expected release of quarter results before the bell on November 1.
Door Dash (DASH) November weekly call option implied volatility is at 125, November is at 70; compared to its 52-week range of 32 to 99 into the expected release of quarter results after the bell on November 1.
Zillow (Z) November weekly call option implied volatility is at 133, November is at 69; compared to its 52-week range of 34 to 79 into the expected release of quarter results after the bell on November 1. Call put ratio 1 call to 5.7 puts.
Roku (ROKU) November weekly call option implied volatility is at 188, November is at 96; compared to its 52-week range of 48 to 103 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 85; compared to its 52-week range of 38 to 82 into the expected release of quarter results after the bell on November 1.
MicroStrategy (MSTR) November weekly call option implied volatility is at 105, November is at 82; compared to its 52-week range of 55 to 173 into the expected release of quarter results after the bell on November 1.
e.l.f. Beauty (ELF) November weekly call option implied volatility is at 185, November is at 98; compared to its 52-week range of 35 to 85 into the expected release of quarter results after the bell on November 1.
Norwegian Cruise Lines (NCLH) November weekly call option implied volatility is at 96, November is at 75; compared to its 52-week range of 37 to 75 into the expected release of quarter results before the bell on November 1.
Apple (AAPL) November weekly call option implied volatility is at 55, November is at 34; compared to its 52-week range of 17 to 43 into the expected release of quarter results after the bell on November 2.
Sarepta Therapeutics (SRPT) 30-day option implied volatility is at 98; compared to its 52-week range of 38 to 238 after the firm said its EMBARK readout missed its primary endpoint.
Options with decreasing option implied volatility: TDOC VRT SOFI ALGN WOLF SRPT SNAP VKTX SRPT
Increasing unusual option volume: LEG PAGP ALGM GPRE MRTX SRPT UNIT WOLF SRPT SAVE JBLU
Increasing unusual call option volume: UNIT GPRE RVPH SRPT PINS PACB SAVE
Increasing unusual put option volume: JBLU TAL SRPT WOLF ZTS THC ASHR FMC ZI SAVE
Active options: TSLA NVDA F AMZN PINS AMD META AAPL SOFI PBR CCJ JBLU PFE CHPT MSFT GOOG GOOGL CAT AMC BAC
