Mid-session IV Report September 1, 2022

Market Rebellion

This article was last updated on 09/01/2022.

Mid-session IV Report September 1, 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: LULU NVDA ATVI VERU GETY STX STWD

Popular stocks with increasing volume: SNAP F BBBY BABA OXY SQ XOM SHOP BA

NVIDIA (NVDA) 30-day option implied volatility is at 60; compared to its 52-week range of 31 to 82 after disclosing license requirement for exports. Call put ratio 1 call to 1.5 puts as shares sell off 10%.

Option implied volatility for industrial metal stocks as metal-commodity prices move lower

Nucor (NUE) 30-day option implied volatility is at 48; compared to its 52-week range of 37 to 60.

Steel Dynamics (STLD) 30-day option implied volatility is at 50; compared to its 52-week range of 39 to 98.

U.S. Steel (X) 30-day option implied volatility is at 62; compared to its 52-week range of 50 to 78 as shares sell off 6.5%.

ArcelorMittal (MT) 30-day option implied volatility is at 49; compared to its 52-week range of 34 to 79 as shares sell off 6.5%.

TimkenSteel (TMST) 30-day option implied volatility is at 57; compared to its 52-week range of 57 to 102.

Alcoa (AA) 30-day option implied volatility is at 64; compared to its 52-week range of 49 to 82 as shares sell off 6.8%.

Arconic (ARNC) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 115 as shares sell off 4%.

Century Aluminum (CENX) 30-day option implied volatility is at 77; compared to its 52-week range of 62 to 139 as shares sell off 5%.

Constellium (CSTM) 30-day option implied volatility is at 49; compared to its 52-week range of 40 to 66 as shares sell off 3.8%.

Kaiser Aluminum (KALU) 30-day option implied volatility is at 42; compared to its 52-week range of 40 to 105 as shares sell off 3.6%.

Vale S.A. (VALE) 30-day option implied volatility is at 48; compared to its 52-week range of 24 to 80 as shares sell off 3.2%.

Rio Tinto plc (RIO) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 87 as shares sell off 3.8%.

Freeport-McMoran (FCX) 30-day option implied volatility is at 58; compared to its 52-week range of 41 to 65 as shares sell off 5%.

BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 89 as shares sell off 2.9%.

Option IV into quarter results and outlook

lululemon athletica (LULU) September weekly call option implied volatility is at 160, September is at 65; compared to its 52-week range of 24 to 70 into the expected release of quarter results today after the bell.

Activision Blizzard (ATVI) 30-day option implied volatility is at 22; compared to its 52-week range of 7 to 48 amid reports of UK watchdog competition concerns. Call put ratio 1.5 calls to 1 put.

Options with decreasing option implied volatility: HRL CPB AI LE OLLI SIG CIEN
Increasing unusual option volume: AVCT NTNX DXC BBW XME OKTA FIVE
Increasing unusual call option volume: NTNX SMAR OKTA CSSE SIRI WU
Increasing unusual put option volume: LQDA XME OKTA NTNX VEEV FIVE VRM HRL
Active options: AAPL NVDA TSLA AMD AMZN META SNAP F BBBY GOOGL OKTA MSFT NIO BABA OXY SQ XOM SHOP NFLX BA

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