Mid-session IV Report September 1, 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: PARA SHY SPRY SSYS MSOS FFIE
Popular stocks with increasing volume: DIS INTC PLTR NIO AVGO LULU EOSE BAC
Energy option IV as WTI Crude oil trades $85
Exxon Mobil (XOM) 30-day option implied volatility is at 19; compared to its 52-week range of 19 to 47 as WTI Crude oil trades $85.
Chevron (CVX) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 43.
BP plc (BP) 30-day option implied volatility is at 19; compared to its 52-week range of 19 to 47.
Halliburton (HAL) 30-day option implied volatility is at 29; compared to its 52-week range of 29 to 63 as WTI Crude oil trades $85.
SLB (SLB) 30-day option implied volatility is at 28; compared to its 52-week range of 28 to 59.
United States Oil Fund (USO) 30-day option implied volatility is at 25; compared to its 52-week range of 25 to 52 as WTI Crude oil trades $85.
Option IV into quarter results
Trip.com (TCOM) September option implied volatility is at 53, October is at 43; compared to its 52-week range of 33 to 107 into the expected release of quarter results after the bell on September 4. Call put ratio 1.9 calls to 1 put.
Walt Disney (DIS) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 49. Call put ratio 1 call to 1 put as share price near nine-year low.
Manchester United plc (MANU) 30-day option implied volatility is at 73; compared to its 52-week range of 32 to 139. Call put ratio 10.8 calls to 1 put with focus on September weekly, September and October calls.
Options with decreasing option implied volatility: BIG NVCR IOT MDB CHWY HZNP OKTA PSTG ASO LULU CTLT HCP DG NTNX PDD CRWD FIVE HPE
Increasing unusual option volume: ESTC EDR DELL TIGR WWE VTI NTNX SPRY SHY GSAT FOXA ITUB MANU
Increasing unusual call option volume: FOXA EDR TIGR DELL NTNX GSAT SPRY LRN ESTC RLX UNIT ARLP MANU
Increasing unusual put option volume: DELL ETI FTCH CIFR NTNX HRL LULU HRB SGEN SCO
Active options: TSLA NVDA AAPL AMZN AMD DIS META INTC MSFT PLTR NIO HZNP BABA GOOG GOOGL NFLX AVGO LULU EOSE BAC
