Mid-session IV Report September 23, 2022

Market Rebellion

This article was last updated on 09/23/2022.

Mid-session IV Report September 23, 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: SAVA TWTR IBM PI VIX KOS BP HES EOG PSX PXD

Popular stocks with increasing volume: COST FDX AMC OXY XOM BAC NFLX

Energy option IV as WTI crude and Natural gas trend lower

Exxon Mobil (XOM) 30-day option implied volatility is at 43; compared to its 52-week range of 24 to 47.

Chevron (CVX) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 46 as energy prices move lower.

United States Oil Fund (USO) 30-day option implied volatility is at 49; compared to its 52-week range of 30 to 81 as WTI crude trades $79.

United States Natural Gas (UNG) 30-day option implied volatility is at 90; compared to its 52-week range of 35 to 149 as Natural Gas down 3.9%.

Coterra Energy (CTRA) 30-day option implied volatility is at 49; compared to its 52-week range of 38 to 61 as shares sell off 5%.

Devon Energy (DVN) 30-day option implied volatility is at 58; compared to its 52-week range of 46 to 70 as shares sell off 8%.

Pioneer Natural Resources (PXD) 30-day option implied volatility is at 45; compared to its 52-week range of 33 to 54 as shares sell off 6%.

Halliburton (HAL) 30-day option implied volatility is at 57; compared to its 52-week range of 38 to 63 as shares sell off 8%.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 54; compared to its 52-week range of 36 to 61 as shares sell off 8%.

Freeport-McMoran (FCX) 30-day option implied volatility is at 62; compared to its 52-week range of 42 to 65 as shares sell off 6.8%.

U.S. Steel (X) 30-day option implied volatility is at 64; compared to its 52-week range of 49 to 78 as shares sell off 5.7%.

Alcoa (AA) 30-day option implied volatility is at 71; compared to its 52-week range of 49 to 82 as shares sell off 4.8%.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 56; compared to its 52-week range of 39 to 64 as WTI crude oil trades $79. Call put ratio 1 call to 3.7 puts as shares sell off 6.7%.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 44; compared to its 52-week range of 25 to 49 as shares down 5.8%. Call put ratio 1 call to 4.2 puts.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 51 as shares down 4.8%.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 45 as shares down 3.5%.

Ishares Msci Usa Etf (EWU) 30-day option implied volatility is at 27; compared to its 52-week range of 13 to 40. Call put ratio 1 call to 46 puts as shares sell off 4.5%.

Vanguard Ftse Europe Etf (VGK) 30-day option implied volatility is at 30; compared to its 52-week range of 12 to 42 as shares down 3.4%. Call put ratio 1 call to 2.2 puts.

Option IV into quarter results

Jabil (JBL) October call option implied volatility is at , November is at ; compared to its 52-week range of into the expected release of quarter results before the bell on September 27.

BlackBerry (BB) September weekly call option implied volatility is at 95, October is at 72; compared to its 52-week range of 53 to 97 into the expected release of quarter results before the bell on September 27.

United Natural Foods (UNFI) October call option implied volatility is at 62, November is at 55; compared to its 52-week range of 38 to 94 into the expected release of quarter results before the bell on September 27.

Cracker Barrel (CBRL) October call option implied volatility is at 50, November is at 45; compared to its 52-week range of 29 to 94 into the expected release of quarter results before the bell on September 27.

Options with decreasing option implied volatility: FAZE VERU MNMD ELAN PAAS RF
Increasing unusual option volume: AVCT FREY PSEC SUN BAM TCDA SAVA LU
Increasing unusual call option volume: FREY TTE SAVA FDX ESTC
Increasing unusual put option volume: CANO CPG NAT REM CS WTI HES SAVA
Active options: TSLA AAPL AMD AMZN NVDA GOOGL F MSFT MU SAVA META COST FDX AMC NIO OXY XOM BAC NFLX ET

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