Mid-session IV Report September 12, 2022

Mid-session IV Report September 12, 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: WEN SBSW VTYX

Popular stocks with increasing volume: GME F OXY RIOT SNAP AAL

Oracle (ORCL) September call option implied volatility is at 75, October is at 33; compared to its 52-week range of 20 to 52 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

Gaming company option IV amid NFL wagering season

DraftKings (DKNG) 30-day option implied volatility is at 72; compared to its 52-week range of 44 to 111. Call put ratio 5.1 calls to 1 put.

Caesars Entertainment (CZR) 30-day option implied volatility is at 62; compared to its 52-week range of 43 to 83.

MGM Resorts (MGM) 30-day option implied volatility is at 42; compared to its 52-week range of 37 to 62.

Las Vegas Sands (LVS) 30-day option implied volatility is at 43; compared to its 52-week range of 39 to 72. Call put ratio 1.7 calls to 1 put as shares rally 2.5%.

Churchill Downs (CHDN) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 84.

fuboTV Inc. (FUBO) 30-day option implied volatility is at 133; compared to its 52-week range of 68 to 180. Call put ratio 14 calls to 1 put as shares rally 6.8%.

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 72.

Penn National Gaming (PENN) 30-day option implied volatility is at 55; compared to its 52-week range of 50 to 84. Call put ratio 9 calls to 1 put with focus on October 35 calls.

Bally’s Corporation (BALY) 30-day option implied volatility is at 55; compared to its 52-week range of 40 to 96.

Boyd Gaming (BYD) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 102. Call put ratio 6.3 calls to 1 put as shares rally 1%.

Rush Street Interactive (RSI) 30-day option implied volatility is at 67; compared to its 52-week range of 63 to 116 as shares near low end of range.

Invitation Homes Inc. (INVH) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 84. Call put ratio 1 call to 7.3 puts.
Active options

Nikola (NKLA) September call option implied volatility is at 105, October is at 95; compared to its 52-week range of 86 to 136. Call put ratio 6.7 calls to 1 put with focus September 6 calls.

Options with decreasing option implied volatility: GETY FAZE ISEE DOCU ASAN SST GTLB ZS PATH COUP RH ASO KR
Increasing unusual option volume: WEN SPPI AVCT ING ATUS SHLS ABB
Increasing unusual call option volume: ATUS WEN SPPI ELAN FTCH ABB
Increasing unusual put option volume: DT ASTS URBN FIGS VET CLNN
Active options: TSLA AAPL AMZN CHPT AMC NVDA AMD NIO META FUBO MARA BBBY GOOGL GME F OXY RIOT SNAP AAL MSFT