Mid-session IV Report September 20, 2022

Mid-session IV Report September 20, 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: F GM JNJ GETY NFLX IP IBM NLY SNAP

Popular stocks with increasing volume: MRNA NIO AMC MU

Option IV amid U.S. 10-Year Yield Hits High, 3.59% into FOMC policy meeting

SPDR S&P 500 ETF Trust (SPY) September weekly call option implied volatility is at 38, October is at 26; compared to its 52-week range of 12 to 56. Call put ratio 1 call to 1.5 puts into FOMC policy decision.

PowerShares QQQ Trust (QQQ) September weekly call option implied volatility is at 47, October is at 33; compared to its 52-week range of 16 to 40. Call put ratio 1 call to 1.2 puts into FOMC policy decision.

iShares Russell 2000 ETF (IWM) September weekly call option implied volatility is at 44, October is at 31; compared to its 52-week range of 18 to 31. Call put ratio 1 call to 3.2 puts into FOMC policy decision.

Movers

Adobe (ADBE) September weekly call option implied volatility is at 55, October is at 44; compared to its 52-week range of 22 to 58 as shares sell off 1.8%. Call put ratio 1.3 calls to 1 put.

FedEx (FDX) September weekly call option implied volatility is at 70, October is at 41; compared to 52-week range of 22 to 56 into expected release of quarter results on September 22. Call put ratio 1.4 calls to 1 put as shares sell off 2.2%.

Ford (F) September weekly call option implied volatility is at 70, October is at 49; compared to its 52-week range of 36 to 65 as shares sell off 9% after guidance. Call put ratio 1 call to 1 put.

General Motors (GM) 30-day option implied volatility is at 46; compared to its 52-week range of 29 to 58 as shares sell off 5.2%.

Stellantis (STLA) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 91 as shares sell off 3.4%.

Option IV into quarter results

Stich Fix (SFIX) September weekly call option implied volatility is at 255, October is at 122: compared to its 52-week range of 51 to 141 into the expected release of quarter results today after the bell.

General Mills (GIS) October call option implied volatility is at 27, November is at 23; 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 2 calls to 1 put.

Lennar (LEN) September weekly call option implied volatility is at 89, 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 5 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 57; compared to its 52-week range of 40 to 120 into the expected release of quarter results after the bell on September 21. Call put ratio 2.2 calls to 1 put.

Costco (COST) September weekly call option implied volatility is at 59, October is at 34; compared to its 52-week range of 15 to 51 into the expected release of quarter results after the bell on September 22.

Carnival (CCL) September weekly call option implied volatility is at 90, October is at 81; compared to its 52-week range of 41 to 101 into the expected release of quarter results before the bell on September 22. Call put ratio 3.5 calls to 1 put.

Accenture (ACN) September weekly call option implied volatility is at 40, October is at 37; compared to its 52-week range of 16 to 45 into the expected release of quarter results before the bell on September 22.

Darden (DRI) September weekly call option implied volatility is at 40, October is at 37; compared to its 52-week range of 25 to 79 into the expected release of quarter results before the bell on September 22. Call put ratio 1 call to 2.3 puts.

Nordstrom (JWN) September weekly call option implied volatility is at 80, October is at 63; compared to 52-week range of 46 to 108. Call put ratio 2.6 calls to 1 put.

Options with decreasing option implied volatility: VERU ALT LQDA NCR
Increasing unusual option volume: IPOD LAZR AVCT PRPL CPRT
Increasing unusual call option volume: IPOD LAZR DXC STOR IPOF NCLH RUM
Increasing unusual put option volume: LAZR CS PTLO RUM IPOF
Active options: TSLA AAPL F LAZR NCLH AMZN NVDA META BABA AMD MRNA MSFT TELL IPOF BAC NFLX GOOGL NIO AMC MU