Mid-session IV Report September 15, 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: BE NWL IOVA PCT FREY SAVE ZI DLO HTZ IMGN AUPH AEHR RITM CRK UUUU PLNT JOBY
Popular stocks with increasing volume: ADBE DIS CVNA PYPL NIO GM PLTR
Option IV into Federal Reserve’s next interest rate decision next week
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 12; compared to its 52-week range of 11 to 31. Call put ratio 1 call to 1.1 puts into Federal Reserve’s interest rate decision next week.
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 17; compared to its 52-week range of 16 to 38. Call put ratio 1 call to 1.1 put.
ARK Innovation ETF (ARKK) 30-day option implied volatility is at 33; compared to its 52-week range of 33 to 71. Call put ratio 1 call to 3.1 puts into Federal Reserve’s interest rate decision next week.
GM, F STLA option IV steady amid union strike headlines
General Motors (GM) September weekly call option implied volatility is at 34, October is at 33; compared to its 52-week range of 27 to 60.
Ford (F) September call option implied volatility is at 34, October is at 31; compared to its 52-week range of 27 to 588.
Stellantis (STLA) October call option implied volatility is at 28, November is at 31; compared to its 52-week range of 23 to 423.
Chip Movers
Taiwan Semi (TSM) 30-day option implied volatility is at 26; compared to its 52-week range of 25 to 53. Call put ratio 1 call to 1.1 puts as share price down 1.7%.
onsemi (ON) 30-day option implied volatility is at 35; compared to its 52-week range of 33 to 74 Call put ratio 1 call to 2.5 puts as share price down 2.3%.
Cadence Design Systems (CDNS) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 76. Call put ratio 1 call to 1 put as share price down 3.4%.
KLA Corporation (KLAC) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 58. Call put ratio 1 call to 1.7 puts as share price down 3.4%.
Activision Blizzard (ATVI) 30-day option implied volatility is at 18; compared to its 52-week range of 9 to 46. Call put ratio 1 call to 3.6 puts.
Options with decreasing option implied volatility: EBIX AMC KVUE ADBE ORCL
Increasing unusual option volume: GRAB NAT URTY ACB BCLI EQX PLNT ERF
Increasing unusual call option volume: URTY NAT GRAB DB EQX ACB
Increasing unusual put option volume: WB IGT WB IOVA TM ACB
Active options: TSLA AAPL AMZN NVDA AMD F GOOGL MSFT NFLX ADBE META DIS CVNA PYPL NIO CGC NKLA GM PLTR
