Mid-session IV Report September 13, 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: SGEN DPZ ATVI CPRI HZNP OSTK ACI RCKT
Popular stocks with increasing volume: F ORCL PLTR AAL GM AMC NIO MPW RBLX
GM, F STLA option IV steady amid UAW Union contract headlines
General Motors (GM) September call option implied volatility is at 61, October is at 33; compared to its 52-week range of 27 to 60 into their current union contracts end on September 14.
Ford (F) September call option implied volatility is at 60, October is at 34; compared to its 52-week range of 27 to 588 into their current union contracts end on September 14.
Stellantis (STLA) September call option implied volatility is at 63, October is at 34; compared to its 52-week range of 23 to 423 into their current union contracts end on September 14. Call put ratio 7 calls to 1 put.
Automotive parts manufacturers option IV into United Auto Workers contract negotiations
BorgWarner (BWA) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 72 amid United Auto Workers contract negotiations.
American Axle (AXL) 30-day option implied volatility is at 39; compared to its 52-week range of 38 to 100.
Cummins (CMI) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 80.
Aptiv (APTV) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 89.
Autoliv (ALV) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 185.
Oshkosh Corp. (OSK) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 80.
Magna International (MGA) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 93.
Tesla (TSLA) 30-day option implied volatility is at 50; compared to its 52-week range of 42 to 96 amid United Auto Workers contract negotiations.
Option IV for Big Tech leaders into meeting with Chuck Schumer to shape AI policy and ARM IPO
Meta Platforms (META) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 74 into meeting with Chuck Schumer to shape AI policy.
Tesla (TSLA) 30-day option implied volatility is at 51; compared to its 52-week range of 42 to 96.
Alphabet (GOOG) 30-day option implied volatility is at 23; compared to its 52-week range of 24 to 47.
Microsoft (MSFT) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 43.
NVIDIA (NVDA) 30-day option implied volatility is at 40; compared to its 52-week range of 39 to 68.
IBM (IBM) 30-day option implied volatility is at 14; compared to its 52-week range of 14 to 38.
Apple (AAPL) September call option implied volatility is at 27, October is at 23; compared to its 52-week range of 17 to 45 a day after new product introductions and AI meeting hosted by Senator Chuck Schumer.
Salesforce (CRM) 30-day option implied volatility is at 23; compared to its 52-week range of 25 to 54.
Oracle (ORCL) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 47 after quarter results.
Adobe Systems (ADBE) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 50.
Pinterest (PINS) 30-day option implied volatility is at 37; compared to its 52-week range of 35 to 107.
Vimeo (VMEO) 30-day option implied volatility is at 50; compared to its 52-week range of 37 to 86.
Palantir (PLTR) 30-day option implied volatility is at 53; compared to its 52-week range of 48 to 93.
C3 AI (AI) 30-day option implied volatility is at 64; compared to its 52-week range of 54 to 223.
Option IV into quarter results
Adobe (ADBE) September call option implied volatility is at 87, October is at 34; 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 79, October is at 33; compared to its 52-week range of 22 to 50 into the expected release of quarter results on September 14.
Moderna (MRNA) September call option implied volatility is at 63, October is at 45; compared to its 52-week range of 41 to 79 as share prices rises 7%.
Options with decreasing option implied volatility: GME AI DOCU PATH AYX RH AEO RK ORCL
Increasing unusual option volume: CBRL IGMN EVLV WE GRAB ACB EPM DV ACI VIRT
Increasing unusual call option volume: UAA CGC NXE NTNX WE GRAB ACB CBRL IAC ATUS
Increasing unusual put option volume: ROST AEO IP HCA CGB ACB SAVE CBRL VRT BCS SPR BGS IP
Active options: TSLA AAPL NVDA AMZN F ORCL META AMD MSFT PLTR AAL TLRY MARA CGC GM AMC GOOGL NIO MPW RBLX
