Mid-session IV Report September 22, 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: MPW SRPT MPW SNAP NFLX WOLF ALLY ISRG BHC CMG BAC TSCO T EBAY CLX PG
Popular stocks with increasing volume: F BABA DKNG PLTR RIOT NIO INTC CVNA
Movers
Meta Platforms (META) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 74 heading into its Connect event next week.
NVIDIA (NVDA) September weekly and October call option implied volatility is at 41; compared to its 52-week range of 37 to 68 as share price at $415.
Apple (AAPL) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 45 amid iPhone 15 sales as share price up 1%.
Arm Holdings (ARM) 30-day option implied volatility is at 61, October is at 60. Call put ratio 1 call to 1.5 puts with focus on October 50 puts as share price down 2%.
Instacart (CART) September weekly call option implied volatility is at 85, October is at 74 as share price down 1.6%.
United States Oil Fund (USO) September weekly call option implied volatility is at 44, October is at 30; compared to its 52-week range of 47 to 115 as WTI Crude oil trades $91. Call put ratio 1 call to 1.2 puts.
TKO Group (TKO) 30-day option implied volatility is at 41; compared to its 52-week range of 31 to 81. Call put ratio 1 call to 10 puts with focus November 81.1 calls as share price down 2.2%.
GM, F STLA option IV amid contract headlines
General Motors (GM) September weekly call option implied volatility is at 37, October is at 34; compared to its 52-week range of 27 to 60.
Ford (F) September weekly call option implied volatility is at 35, October is at 36; compared to its 52-week range of 27 to 588. Call put ratio 1.9 calls to 1 put as share price up 3.4%.
Stellantis (STLA) October call option implied volatility is at 30, November is at 29; compared to its 52-week range of 23 to 423. Call put ratio 1 call to 6 puts as share price up 0.9%.
Tesla (TSLA) 30-day option implied volatility is at 55; compared to its 52-week range of 42 to 96.
Option IV into quarter results
Costco (COST) September weekly call option implied volatility is at 30, October is at 22; compared to its 52-week range of 14 to 35 into the expected release of quarter results after the bell on September 26.
Cintas (CTAS) October call option implied volatility is at 23, November is at 22; compared to its 52-week range of 15 to 69 into the expected release of quarter results before the bell on September 26.
United Natural Foods (UNFI) October call option implied volatility is at 69, November is at 68; compared to its 52-week range of 32 to 99 into the expected release of quarter results on September 26. Call put ratio 1 call to 18 puts.
Options with decreasing option implied volatility: APLS SGEN PAGS ARCC AUPH ZI HPE NDAQ TIGR
Increasing unusual option volume: AMPX BMBL EWU IOVA MCHI SPRY HPK FREY DNN TKO XEL PCAR
Increasing unusual call option volume: IOVA AMPX FREY SPRY DNN ALLY LU SPGI
Increasing unusual put option volume: EWU BMBL PCAR YANG TIGR MDY ZTS MSOS
Active options: TSLA NVDA META AMZN F AAPL BABA MSFT DKNG GOOGL PLTR RIOT CCJ NFLX AMC NIO INTC CVNA MARA
