Mid-session IV Report October 9, 2023

Mid-session IV Report October 9, 2023

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Mid-session IV Report October 9, 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: UPST AFRM LYFT MBLY BYND TTD GLBE HOOD ULA DFEN AAL LMT EBIX BYND CELH CRSP BROS RBLX YETI BHC TTD COTY VET ABR MDLZ MNST TPR PEP KO

Popular stocks with increasing volume: AMC XOM OXY RTX RIVN BAC DAL BABA MARA AAL NIO

Movers

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 30 amid Columbus Day holiday. Call put ratio 5.8 calls to 1 put as share price up 1%.

Ishares U.S. Aerospace & Defense Etf (ITA) 30-day option implied volatility is at 20; compared to its 52-week range of 12 to 34. Call put ratio 3.7 calls to 1 put as share price up 2.9%.

Airliner option IV

American Airlines (AAL) 30-day option implied volatility is at 51; compared to its 52-week range of 28 to 75 as share price down 5.5%.

Delta Air Lines (DAL) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 61 as share price down 5.3%.

Southwest Airlines (LUV) 30-day option implied volatility is at 44; compared to its 52-week range of 25 to 52 as share price down 3.5%.

United Airlines (UAL) 30-day option implied volatility is at 49; compared to its 52-week range of 30 to 70 as share price down 5.6%.

JetBlue Airways (JBLU) 30-day option implied volatility is at 65; compared to its 52-week range of 35 to 79. Call put ratio 4.6 calls to 1 put as share price down 6.7%.

Alaska Airlines (ALK) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 94 as share price down 4%.

Allegiant Air (ALGT) 30-day option implied volatility is at 54; compared to its 52-week range of 34 to 89 as share price down 3.2%.

Spirit Airlines (SAVE) 30-day option implied volatility is at 77; compared to its 52-week range of 24 to 102.

SkyWest Airlines (SKYW) 30-day option implied volatility is at 53; compared to its 52-week range of 32 to 88 as share price down 2.9%.

U.S. Global Jets ETF (JETS) 30-day option implied volatility is at 35; compared to its 52-week range of 19 to 48. Call put ratio 6.3 calls to 1 put as share price down 3.5%.

Teva Pharma (TEVA) 30-day option implied volatility is at 41; compared to its 52-week range of 25 to 56. Call put ratio 1 call to 2.1 puts as share price down 3.2%.

Mobileye (MBLY) 30-day option implied volatility is at 55; compared to its 52-week range of 33 to 113. Call put ratio 1 call to 6.4 puts as share price down 8%.

Perion Network (PERI) 30-day option implied volatility is at 53; compared to its 52-week range of 30 to 89. Call put ratio 1 call to 7.1 puts as share price down 4.8%.

Wix.com (WIX) 30-day option implied volatility is at 55; compared to its 52-week range of 35 to 91. Call put ratio 1 call to 6.5 puts as share price down 3%.

CyberArk Software (CYBR) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 96. Call put ratio 1 call to 2.7 puts as share price down 1.6%.

Gilat Satellite Networks (GILT) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 54 as share price down 2.9%.

Tower Semiconductor (TSEM) 30-day option implied volatility is at 44; compared to its 52-week range of 25 to 110 as share price down 6.6%.

Check Point Software Technology (CHKP) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 49.

SolarEdge Technologies (SEDG) 30-day option implied volatility is at 78; compared to its 52-week range of 41 to 83 as share price down 4%.

NICE (NICE) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 82.

Elbit Systems (ESLT) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 66. Call put ratio 14 calls to 1 put as share price down 3.5%.

monday.com Ltd. (MNDY) 30-day option implied volatility is at 65; compared to its 52-week range of 39 to 123. Call put ratio 2 calls to 1 put as share price down 4.9%.

Global-e Online (GLBE) 30-day option implied volatility is at 72; compared to its 52-week range of 43 to 120. Call put ratio 1 call to 6.3 puts as share price down 6.7%.

Disney (DIS) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 49. Call put ratio 2.5 calls to 1 put.

Option IV into quarter results

PepsiCo (PEP) October weekly call option implied volatility is at 46, October is at 33; compared to its 52-week range of 12 to 27 into the expected release of quarter results before the bell on October 10.

Options with decreasing option implied volatility: HELE ATVI
Increasing unusual option volume: DFEN IMPP FRO ITA NAT INMD NEP KTOS CIM
Increasing unusual call option volume: IMPP NEP FRO INMD LMT BILL SVIX GD VET KTOS LW
Increasing unusual put option volume: FRO NAT MBLY FEZ VFZ NEP ARKG WE
Active options: TSLA PLTR NVDA AMZN META AAPL AMD AMC MSFT XOM OXY RTX NFLX RIVN BAC DAL BABA MARA AAL NIO

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