Mid-session IV Report October 4, 2023

Mid-session IV Report October 4, 2023

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Mid-session IV Report October 4, 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: W CRSP BILL ELF ETSY TEAM BHC SQ ANET INMD IEP FTNT Z EXPE AES

Popular stocks with increasing volume: INTC BAC AAL XOM TLRY MARA DKNG PYPL GOOGL PBR

Bank option IV

JPMorgan (JPM) 30-day option implied volatility is at 29; compared to its 52-week range of 16 to 44.

Wells Fargo (WFC) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 51.

Bank of America (BAC) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 51.

Citigroup (C) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 51.

Goldman Sachs (GS) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 44.

Morgan Stanley (MS) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 46. Call put ratio 2.3 calls to 1 put.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 37.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 81. Call put ratio 1 call to 3 puts.

Option IV into quarter results

Constellation (STZ) October weekly call option implied volatility is at 63, October is at 31; compared to its 52-week range of 15 to 29 into the expected release of quarter results before the bell on October 5.

Lamb Weston (LW) October call option implied volatility is at 52, November is at 37; compared to its 52-week range of 17 to 81 into the expected release of quarter results before the bell on October 5.

ConAgra (CAG) October weekly call option implied volatility is at 89, October is at 43; compared to its 52-week range of 14 to 31 into the expected release of quarter results before the bell on October 5.

Levi (LEVI) October call option implied volatility is at 65, November is at 45; compared to its 52-week range of 25 to 91 the expected release of quarter results after the bell on October 5. Call put ratio 1 call to 2 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 41; compared to its 52-week range of 33 to 72. Call put ratio 1 call to 1 put.

Options with decreasing option implied volatility: HELE KMX NKE HZNP
Increasing unusual option volume: MUX BOWL CALM TM NEP NINE BZH PBI SA AGL PSFE AX ONON
Increasing unusual call option volume: SA NEP PSFE SNDX CALM NANOS
Increasing unusual put option volume: TM UEC SBSW URBN
Active options: TSLA AAPL NVDA AMZN PLTR MSFT AMD META INTC BAC AAL XOM TLRY MARA DKNG GOOG NFLX PYPL GOOGL PBR

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