Mid-session IV Report September 18, 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: ENPH AA UAL BAC T AXP GS LMT NFLX ISRG CPRI
Popular stocks with increasing volume: MAT PLTR DIS F BAC
Movers into FOMC policy meeting and potential government shutdown on October 1
United States Oil Fund (USO) September weekly call option implied volatility is at 32, October is at 28; compared to its 52-week range of 47 to 115 as WTI Crude oil trades up 1%. Call put ratio 1.4 calls to 1 put.
Software Inc. (U) September weekly call option implied volatility is at 72, October is at 56; compared to its 52-week range of 47 to 115 as share price down 8%.
Mattel (MAT) September weekly call option implied volatility is at 38, October is at 32; compared to its 52-week range of 23 to 53. Call put ratio 42 calls to 1 put with focus on September and October calls.
Option IV into quarter results
Stitch Fix (SFIX) September weekly call option implied volatility is at 220, October is at 105; compared to its 52-week range of 59 to 130 into the expected release of quarter results today after the bell.
AutoZone (AZO) October call option implied volatility is at 28, November is at 25; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on September 19. Call put ratio 1 call to 2 puts.
Steelcase (SCS) October call option implied volatility is at 46, November is at 45; compared to its 52-week range of 22 to 58 into the expected release of quarter results after the bell on September 19.
FedEx (FDX) September weekly call option implied volatility is at 64, October is at 31; compared to its 52-week range of 21 to 46 into the expected release of quarter results after the bell on September 20.
KB Home (KBH) September weekly call option implied volatility is at 83, October is at 46; compared to its 52-week range of 27 to 92 into the expected release of quarter results after the bell on September 20. Call put ratio 2.8 calls to 1 put.
General Mills (GIS) October call option implied volatility is at 25, November is at 24; compared to its 52-week range of 13 to 64 into the expected release of quarter results before the bell on September 20.
Darden (DRI) October call option implied volatility is at 26, November is at 25; compared to its 52-week range of 16 to 73 into the expected release of quarter results before the bell on September 21. Call put ratio 1 call to 13 puts with focus on October 135 puts.
Options with decreasing option implied volatility: JOBY SAVE NEXT ORCL ADBE SILJ ARCC RITM LQD AMC
Increasing unusual option volume: BOH USFD BOH BCRX MDY PLNT ACB MAT COCO
Increasing unusual call option volume: USFD WB BCRX ACB MAT
Increasing unusual put option volume: NTR TTE COCO CGC ACB UEC
Active options: TSLA AAPL NVDA AMD AMZN NKLA PLTR DIS GOOGL MSFT MARA RIOT META AMC F NFLX CGC BABA GOOG BAC
