Mid-session IV Report September 13, 2022

Market Rebellion

This article was last updated on 09/13/2022.

Mid-session IV Report September 13, 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: option IV increases

Popular stocks with increasing volume: ORCL SOFI SHOP UBER SNAP GOOG SQ WFC BABA

Option IV increases as interest rates move higher

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 23; compared to its 52-week range of 12 to 56. Call put ratio 1 call to 2.1 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 40.

Tesla (TSLA) 30-day option implied volatility is at 50; compared to its 52-week range of 36 to 84. Call put ratio 1.5 calls to 1 put as shares sell off 2.5%.

Alphabet (GOOGL) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 49. Call put ratio 2 calls to 1 put as shares sell off 4%.

Apple (AAPL) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 44.

Microsoft (MSFT) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 47.

Option IV for interest rate products as rates move higher

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 54.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 27. Call put ratio 1.2 calls to 1 put.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 14; compared to its 52-week range of 5 to 21. Call put ratio 1 call to 51 puts.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 15; compared to its 52-week range of 5 to 23. Call put ratio 1 call to 2 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 13; compared to its 52-week range of 6 to 16.

Options with decreasing option implied volatility: GETY DWAC DOCU PATH ASAN GME ZS COUP KR
Increasing unusual option volume: BAM BCS MAXR COOP WGO HYMC ERJ STAA
Increasing unusual call option volume: BCS MAXR ERJ HYMC
Increasing unusual put option volume: WGO IVV PATH FXI WEBR
Active options: AAPL TSLA AMZN NVDA AMD F META NIO ORCL GOOGL AMC MSFT SOFI SHOP UBER SNAP GOOG SQ WFC BABA

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