Mid-session IV Report September 19, 2022

Market Rebellion

This article was last updated on 09/19/2022.

Mid-session IV Report September 19, 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: GETY SNAP NFLX COTY CSX IP IBM UNP NFLX MRNA TWTR ISRG VTRS

Popular stocks with increasing volume: NFLX AMC ROKU GME F FDX CVNA BBBY BABA CCL

Salesforce (CRM) September weekly call option implied volatility is at 64, October is at 44; compared to its 52-week range of 22 to 62 into Dreamforce 2020 and investor day on September 21.

Qualcomm (QCOM) September weekly call option implied volatility is at 55, October is at 43; compared to its 52-week range of 23 to 58. Call put ratio 4.9 calls to 1 put into a company hosted investor meeting on September 22.

Biogen (BIIB) September weekly call option implied volatility is at 111, October is at 99; compared to its 52-week range of 29 to 73 into topline phase 3 data for Alzheimer’s drug lecanemab.

Option IV into quarter results

Aurora Cannabis (ACB) September weekly call option implied volatility is at 200, October is at 130; compared to its 52-week range of 71 to 121 into the expected release of quarter results after the bell on September 20.

Stich Fix (SFIX) September weekly call option implied volatility is at 230, October is at 135: compared to its 52-week range of 51 to 141 into the expected release of quarter results after the bell on September 20.

General Mills (GIS) October call option implied volatility is at 28, November is at 25; compared to its 52-week range of 17 to 60 into the expected release of quarter results before the bell on September 21. Call put ratio 6.4 calls to 1 put.

Lennar (LEN) September weekly call option implied volatility is at 74, October is at 49; compared to its 52-week range of into the expected release of quarter results after the bell on September 21. Call put ratio 1 call to 4.3 puts.

KB Home (KBH) October call option implied volatility is at 55, November is at 52; compared to its 52-week range of 29 to 94 into the expected release of quarter results after the bell on September 21.

Trip.com (TCOM) October call option implied volatility is at 60, November is at 55; compared to its 52-week range of 40 to 120 into the expected release of quarter results after the bell on September 21.

Take-Two Interactive Software (TTWO) September weekly call option implied volatility is at 51, October is at 43; compared to its 52-week range of 27 to 59.

Options with decreasing option implied volatility: ALT RUM EVTL NCR ORCL
Increasing unusual option volume: PRPL MRTX AVCT TCDA GOOS
Increasing unusual call option volume: MRTX WIX TER DFEN ALLK DHT IIPR
Increasing unusual put option volume: GOOS AMLP RVLV POSH
Active options: TSLA AAPL AMZN NVDA META NFLX AMD AMC ROKU NIO GOOGL GME MARA MSFT F FDX CVNA BBBY BABA CCL

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