Mid-session IV Report September 16, 2022

Mid-session IV Report September 16, 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: EVTL ATUS RDFN BLUE NU MQ RKLB GETY AMLX KD

Popular stocks with increasing volume: FDX LCID UBER GOOG NIO RIVN AMC BABA F ADBE INTC

Salesforce (CRM) 30-day option implied volatility is at 43; compared to its 52-week range of 22 to 62 into Dreamforce 2020 and investor day on September 21.

FedEx (FDX) September call option implied volatility is at 120, October is at 48; compared to 52-week range of 22 to 56 after withdraws FY23 guidance. Call put ratio 1 call to 1.2 puts as shares sell off 22%.

UPS (UPS) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 47 after FedEx (FDX) withdraws FY23 guidance. Call put ratio 1 call to 3 puts as shares sell off 4.4%.

Amazon (AMZN) 30-day option implied volatility is at 45; compared to its 52-week range of 20 to 56 after FedEx (FDX) withdraws FY23 guidance.

Walmart (WMT) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 34 after FedEx (FDX) withdraws FY23 guidance. Call put ratio 1 call to 1.9 puts.

Target (TGT) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 51 after FedEx (FDX) withdraws FY23 guidance.

Costco (COST) 30-day option implied volatility is at 33; compared to its 52-week range of 15 to 51 after FedEx (FDX) withdraws FY23 guidance. Call put ratio 1 call to 1.6 puts.

Chip option IV

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 40; compared to its 52-week range of 20 to 49.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 55; compared to its 52-week range of 34 to 73.

NVIDIA (NVDA) 30-day option implied volatility is at 58; compared to its 52-week range of 31 to 82.

Intel (INTC) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 48.
Texas Instruments (TXN) 30-day option implied volatility is at 33; compared to its 52-week range of 20 to 42. Call put ratio 1 call to 1.4 puts.

Micron (MU) 30-day option implied volatility is at 55; compared to its 52-week range of 26 to 68.

Qualcomm (QCOM) 30-day option implied volatility is at 43; compared to its 52-week range of 23 to 58.

Skyworks (SWKS) 30-day option implied volatility is at 41; compared to its 52-week range of 26 to 55. Call put ratio 1 call to 3 puts.

Applied Material (AMAT) 30-day option implied volatility is at 48; compared to its 52-week range of 30 to 60.

Broadcom (AVGO) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 48.

Taiwan Semiconductor (TSM) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 48.

JetBlue Airways (JBLU) 30-day option implied volatility is at 54; compared to its 52-week range of 39 to 75.

Options with decreasing option implied volatility: SST FAZE NCR ATVI
Increasing unusual option volume: NRG WRK DK NTLA URTY FDX
Increasing unusual call option volume: NRG NTLA DK FDX DM MAT SWBI
Increasing unusual put option volume: FDX ICLN DLR FIGS XME STWD POSH
Active options: TSLA AAPL AMZN META NVDA AMD FDX GOOGL LCID MSFT NFLX UBER GOOG NIO RIVN AMC BABA F ADBE INTC