Mid-session IV Report September 21, 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: ISRG MPW SNAP CHWY NFLX ISRG UPRO ALLY COTY GS SDS BAC AXP LMT LOW CLX PG PM TKO
Popular stocks with increasing volume: PLTR SOFI FDX AFRM NIO AMC F BABA DIS TKO
Option IV amid Hollywood writers strike headlines
Walt Disney (DIS) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 49 amid writer’s strike headlines.
Warner Bros. Discovery (WBD) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 75 amid writer’s strike headlines.
Netflix (NFLX) 30-day option implied volatility is at 46; compared to its 52-week range of 31 to 83 amid writer’s strike headlines.
Paramount Global (PARA) 30-day option implied volatility is at 45; compared to its 52-week range of 40 to 66 amid writer’s strike headlines.
GM, F STLA option IV amid contract headlines
General Motors (GM) September weekly call option implied volatility is at 45, October is at 33; compared to its 52-week range of 27 to 60.
Ford (F) September weekly call option implied volatility is at 45, October is at 35; compared to its 52-week range of 27 to 588.
Stellantis (STLA) October call option implied volatility is at 31, November is at 30; compared to its 52-week range of 23 to 423.
Movers
Broadcom (AVGO) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 57 as share price down 3.4%. Call put ratio 1 call to 2 puts.
Splunk (SPLK) September weekly call option implied volatility is at 20, October is at 16; compared to its 52-week range of 25 to 80 after Cisco (CSCO) announced acquiring for $157 per share in cash.
Coca-Cola (KO) 30-day option implied volatility is at 15; compared to its 52-week range of 11 to 29 as share price sells off 1%.
Arm Holdings (ARM) 30-day option implied volatility is at 55. Call put ratio 1 call to 2 puts with focus on October puts as share price down 2%.
TKO Group (TKO) 30-day option implied volatility is at 44; compared to its 52-week range of 31 to 81. Call put ratio 2 call to 1 put as share price down 14%.
Options with decreasing option implied volatility: NWL IOVA FREY YANG PCT JOBY IMGN SAVE SILJ PAGS BCS SPLK PR CRK PAAS NYCB
Increasing unusual option volume: RVLV INDA TXT INVH MSI MCHI FDX ARKF KBH XEL SPLK SEE
Increasing unusual call option volume: LTHM TXT FDX ARKF PBF ROIV QLD SPLK TKO
Increasing unusual put option volume: MSOS NANOS LTHM ACB XLC TME DBI FDX KBH CGC MPW AZN EXC SPLK UEC
Active options: TSLA AMZN NVDA AAPL AMD PLTR META GOOGL SOFI MSFT FDX NFLX GOOG AFRM NIO AMC F BABA MARA DIS
