Mid-session IV Report September 12, 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: NTRS RXT DPZ SAVE HZNP AAPL
Popular stocks with increasing volume: ORCL DIS INTC XOM COIN RTX PLTR
Semiconductor stocks option implied volatility into Apple (AAPL) iPhone launch event
Apple (AAPL) September call option implied volatility is at 34, October is at 26; compared to its 52-week range of 17 to 45 into iPhone launch event
Intel (INTC) 30-day option implied volatility is at 34; compared to its 52-week range of 30 to 59 as share price above $39. Call put ratio 3 calls to 1 put.
Qualcomm (QCOM) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 58 into Apple (AAPL) iPhone launch event and Softbank’s Arm eyes pricing IPO.
Nvidia (NVDA) 30-day option implied volatility is at 41; compared to its 52-week range of 39 to 68.
Broadcom (AVGO) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 57 into Apple (AAPL) iPhone launch event and Softbank’s Arm eyes pricing IPO.
AMD (AMD) 30-day option implied volatility is at 40; compared to its 52-week range of 39 to 69.
Micron (MU) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 58.
Skyworks Solutions (SWKS) 30-day option implied volatility is at 29; compared to its 52-week range of 25 to 55.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 48 into Apple (AAPL) iPhone launch event and Softbank’s Arm eyes pricing IPO.
Option IV into quarter results
Cracker Barrel (CBRL) September call option implied volatility is at 81, October is at 40; 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 74, 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.
Lennar (LEN) September call option implied volatility is at 66, October is at 35; compared to its 52-week range of 22 to 50 into the expected release of quarter results on September 14.
The Lovesac Company (LOVE) September call option implied volatility is at 100, October is at 74; compared to its 52-week range of 46 to 290 into the expected release of quarter results.
Northern Trust (NTRS) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 80. Call put ratio 1 call to 4 puts as share price down 7%.
Options with decreasing option implied volatility: ASAN DOCU AI PATH CHPT ZS RH ORCL KR GTLB DWAC GME
Increasing unusual option volume: PLNT ICLN ACB EPR ACAD CGC FMC DNN ARMK CBAY WE EDR TLRY CGC ACB
Increasing unusual call option volume: ORCL ICLN ACB ARMK CGC DNN VST CBAY CRON
Increasing unusual put option volume: ACB CGC PCT CBAY ORCL SCO PLAY RTX TLRY EQNR
Active options: TSLA AMC NVDA AAPL ORCL AMD DIS AMZN CGC INTC META MARA ACB RIOT XOM MPW COIN RTX MSFT PLTR
