Mid-session IV Report October 5, 2023

Mid-session IV Report October 5, 2023

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Mid-session IV Report October 5, 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: EBIX CRSP BILL SOFI ELF ABR ETSY ANET CPE FTNT IEP EXPE NEE EA SBUX CAH

Popular stocks with increasing volume: XOM BAC RIVN PLTR CCL

Apple (AAPL) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 45.30-day

NVIDIA (NVDA) option implied volatility is at 42; compared to its 52-week range of 37 to 68.

Tesla (TSLA) 30-day option implied volatility is at 55; compared to its 52-week range of 42 to 96.

Energy option IV as WTI Crude oil trades below $85

Exxon Mobil (XOM) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 43.

Chevron (CVX) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 41 as WTI Crude oil trades $84.50.

BP plc (BP) 30-day option implied volatility is at 31; compared to its 52-week range of 18 to 45. Call put ratio 4.3 calls to 1 put.

Phillips 66 (PSX) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 49.

Halliburton (HAL) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 60.

Schlumberger (SLB) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 56. Call put ratio 2.9 calls to 1 put as share price up 0.86%.

Option IV into quarter results

Levi (LEVI) October call option implied volatility is at 65, November is at 52; compared to its 52-week range of 25 to 91 into the expected release of quarter results after the bell on October 5. Call put ratio 5.1 calls to 1 put.

Options with decreasing option implied volatility: HELE NKE HZNP ATVI
Increasing unusual option volume: DO AZUL ESMT WW LW MNST CENX ASR OMAB
Increasing unusual call option volume: WW AZUL MNST DO LW ESMT CENX
Increasing unusual put option volume: LW WE NTR LYV NEP EWW BE ANF CLX ARKG JBL NOVA
Active options: TSLA RIVN NVDA AAPL AMD AMZN META BAC XOM MARA PLTR NKLA VFS WW AMC NFLX BABA MSFT CCL RIOT

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