Mid-session IV Report October 5, 2022

Market Rebellion

This article was last updated on 10/05/2022.

Mid-session IV Report October 5, 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: FAZE NLY ATVI IPOF TWTR LUMN VERU

Popular stocks with increasing volume: SNAP XOM AMC OXY BABA NIO DKNG CHWY

Option IV moving

Tesla (TSLA) October weekly call option implied volatility is at 76, October is at 77; compared to its 52-week range of 36 to 84 into the expected release of quarter results on October 19. Call put ratio 1 call to 1.1 puts as shares sell off 5.9%.

Twitter (TWTR) October weekly call option implied volatility is at 85, October is at 52; compared to its 52-week range of 21 to 87 amid renewed buyout reports. Call put ratio 1.3 calls to 1 put as shares sell off 2.2%.

Snap (SNAP) 30-day option implied volatility is at 103; compared to its 52-week range of 46 to 128. Call put ratio 4.8 calls to 1 put as shares sell off 2%.

Pinterest (PINS) 30-day option implied volatility is at 92; compared to its 52-week range of 45 to 114. Call put ratio 1.2 calls to 1 put.

Yelp (YELP) 30-day option implied volatility is at 45; compared to its 52-week range of 36 to 102.

Apple (AAPL) 30-day option implied volatility is at 41; compared to its 52-week range of 20 to 45 as shares sell off 1.6% to $144.

Meta Platforms (META) 30-day option implied volatility is at 64; compared to its 52-week range of 21 to 79. Call put ratio 2.2 calls to 1 put as shares sell off 3.2%.

Alphabet (GOOG) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 49 into expected release of quarter results on October 24. Call put ratio 1.1 calls to 1 put as shares sell off 2.3%.

Microsoft (MSFT) 30-day option implied volatility is at 37; compared to its 52-week range of 18 to 47. Call put ratio 1.3 calls to 1 put as shares sell off 1.6%.

Amazon (AMZN) 30-day option implied volatility is at 51; compared to its 52-week range of 21 to 56. Call put ratio 1.9 calls to 1 put as shares sell off 2.2%.

Wayfair (W) 30-day option implied volatility is at 117; compared to its 52-week range of 48 to 122. Call put ratio 1 call to 1.1 puts as shares sell off 7%.

Solar stocks option IV bid as shares trade lower

Enphase Energy (ENPH) 30-day option implied volatility is at 83; compared to its 52-week range of 51 to 97 as shares fall 10.9%.

First Solar (FSLR) 30-day option implied volatility is at 62; compared to its 52-week range of 40 to 65 as shares sell off 5%.

SunPower (SPWR) 30-day option implied volatility is at 72; compared to its 52-week range of 62 to 94 as shares sell off 6%.

Sunrun (RUN) 30-day option implied volatility is at 91; compared to its 52-week range of 60 to 139 as shares sell off 9%.

Options with decreasing option implied volatility: AMLX ICPT VIX KMX NKE
Increasing unusual option volume: EWU BBAI SAVE DRIP PDD LW CS MAXR DRIP VTR TCDA GPRE
Increasing unusual call option volume: EWU DRIP MAXR CS CFLT PBF
Increasing unusual put option volume: QUBT RAD GFS SAVE CS ITUB TCDA XPO TZA REM EMR
Active options: TSLA TWTR AAPL AMZN AMD F NVDA SNAP META XOM AMC OXY GOOGL BABA MSFT NFLX NIO DKNG CHWY GOOG

Subscribe to Daily IV Report

Never miss a Daily IV Report—let us deliver it right to your inbox.

By clicking Subscribe, you agree to receive marketing offers from Market Rebellion, and its affiliates, subsidiaries, or agents in the form of emails, pre-recorded messages, text messages, and autodialed calls at the email address and phone number provided above, even if the phone number is present on a state or national Do Not Call list. You recognize that you are not required to provide this consent as a condition of purchase and that you can withdraw consent at any time. Data rates may apply. By clicking below, you also agree to our  Terms of Use  and acknowledge our  Privacy Policy.

Black Friday Deal—Save 15% OFF Any Trading Service!

Use Code blackfriday2022 at checkout.

Days
Hours
Minutes
Seconds