Mid-session IV Report September 11, 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: MSOS KVUE DPZ CFG SGEN GSK RTX HZNP FNGR ASLE SJM ITUB RTX WBA
Popular stocks with increasing volume: ORCL KVUE RTX PLTR VALE QCOM CGC ORCL MARA DIS CHTR
Energy option IV as WTI Crude oil trades $87
Exxon Mobil (XOM) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 47.
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 18 to 47.
Halliburton (HAL) 30-day option implied volatility is at 28; compared to its 52-week range of 28 to 63 as WTI Crude oil trades $87.
SLB (SLB) 30-day option implied volatility is at 28; compared to its 52-week range of 27 to 59.
United States Oil Fund (USO) 30-day option implied volatility is at 26; compared to its 52-week range of 25 to 52 as WTI Crude oil trades $87.
Option IV into quarter results
Oracle (ORCL) September call option implied volatility is at 62, October is at 33; compared to its 52-week range of 18 to 47 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.
Cracker Barrel (CBRL) September call option implied volatility is at 77, October is at 41; compared to its 52-week range of 28 to 87 into the expected release of quarter results before the bell on September 13.
Adobe (ADBE) September call option implied volatility is at 66, October is at 35; compared to its 52-week range of 26 to 50 into the expected release of quarter results after the bell on September 14.
Options with decreasing option implied volatility: GTLB DWAC GME AI DOCU ASAN PATH CHPT VKTX ZS RH TCOM KR NTNX
Increasing unusual option volume: BK RTX FUBO WW WBD YANG CLNE TTI FMC ITUB SJM AMTX ACB ASLE DAR SCO ACI DV CGC SJM CHTR DIS CNVA WBD STT
Increasing unusual call option volume: AMTX TTI ACB DAR ASLE CGC MAXN INDA FUBO KVUE
Increasing unusual put option volume: BCS BK GUSH CNC ACB OGN CGC PLD RTX GSAT
Active options: TSLA AAPL NVDA AMZN AMD KVUE META AMC PLTR MSFT VALE QCOM CGC GOOGL BAC ORCL MARA GOOG DIS SQ
