Mid-session IV Report October 6, 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: MDLZ UL WMT DIA EBIX CRSP W BYND FSLY BILL SOFI ELF AES BHC ETSY TEAM CWH CMA IEP DASH NEE SBSW ABR
Popular stocks with increasing volume: XOM BAC UPST BABA VZ KO
Oil and Gas option IV amid Exxon Mobil (XOM) is nearing a roughly $60B deal to buy Pioneer Natural Resources (PXD), The Wall Street Journal reports, citing people familiar with the matter
Pioneer Natural Resources (PXD) October weekly call option implied volatility is at 57, October is at 30; compared to its 52-week range of 19 to 51 amid Exxon Mobil (XOM) is nearing a $60B deal to buy Pioneer Natural Resources, The Wall Street Journal reports, citing people familiar with the matter. Call put ratio 2.1 calls to 1 put.
Exxon Mobil (XOM) October weekly call option implied volatility is at 49, October is at 28; compared to its 52-week range of 19 to 43 amid Exxon Mobil is nearing a roughly $60B deal to buy Pioneer Natural Resources (PXD).
Chevron (CVX) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 41 as WTI Crude oil trades $82.
BP plc (BP) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 45. Call put ratio 8.2 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. Call put ratio 2.3 calls to 1 put.
Schlumberger (SLB) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 56 as WTI Crude oil trades below $82.
EOG Resources (EOG) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 53.
Devon Energy (DVN) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 63.
Diamondback Energy (FANG) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 79. Call put ratio 6.3 calls to 1 put as share price up 2.9%.
APA Corporation (APA) 30-day option implied volatility is at 46; compared to its 52-week range of 31 to 72.
Hess Corp. (HES) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 55. Call put ratio 1 call to 4.6 puts with focus on October 115 puts.
Option IV into quarter results
Pepsi (PEP) October weekly call option implied volatility is at 40, October is at 35; compared to its 52-week range of 12 to 27 into the expected release of quarter results before the bell on October 10.
Delta (DAL) October weekly call option implied volatility is at 50, October is at 47; compared to its 52-week range of 25 to 61 into the expected release of quarter results before the bell on October 12. Call put ratio 5.1 calls to 1 put.
Walgreens Boots (WBA) October weekly call option implied volatility is at 77, October is at 60; compared to its 52-week range of 21 to 48 into the expected release of quarter results before the bell on October 12. Call put ratio 2 calls to 1 put.
Options with decreasing option implied volatility: HELE ATVI
Increasing unusual option volume: BMRN LEVI AES WEN TTOO AX MDLZ LEU TSP SH AEHR CRDO TIP
Increasing unusual call option volume: AES LEVI XLU DRI SH CRDO LFCR SMR KKR
Increasing unusual put option volume: LEVI BMRN MDLZ AES KDP DRI K GLW TM NEP HTZ DB
Active options: TSLA AAPL NVDA AMD RIVN AMZN META GOOGL PBR AMC MSFT PLTR XOM NFLX BAC GOOG UPST BABA VZ KO
