Mid-session IV Report September 25, 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: SNAP SRPT OSTK MPW TDOC WOLF SLG ELF SPOT ALGN TMV CMG META CELH APP FAS
Popular stocks with increasing volume: PLTR NIO PDD SOFI LI CCL BAC RIVN F
Apple (AAPL) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 45.
GM, F STLA option IV amid contract headlines
General Motors (GM) September weekly call option implied volatility is at 39, October is at 36; compared to its 52-week range of 27 to 60.
Ford (F) September weekly call option implied volatility is at 37, October is at 36; compared to its 52-week range of 27 to 588.
Stellantis (STLA) October call option implied volatility is at 33, November is at 35; compared to its 52-week range of 23 to 423. Call put ratio 1 call to 3.4 puts as share price down 1.6%.
Tesla (TSLA) 30-day option implied volatility is at 57; 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 41, October is at 25; 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 26, November is at 25; 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 76, November is at 64; 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 11 puts with focus on October 15 puts.
Paychex (PAYX) October call option implied volatility is at 25, November is at 24; compared to its 52-week range of 17 to 76 into the expected release of quarter results before the bell on September 27.
Micron (MU) September weekly call option implied volatility is at 71, October is at 43; compared to its 52-week range of 33 to 58 into the expected release of quarter results after the bell on September 27.
Nike (NKE) September weekly call option implied volatility is at 72, October is at 38; compared to its 52-week range of 21 to 52 into the expected release of quarter results after the bell on September 28.
Williams-Sonoma (WSM) September weekly call option implied volatility is at 47, October is at 36; compared to its 52-week range of 26 to 65. Call put ratio 1 call to 2.9 puts with focus on September weekly puts as share price up 8.9%.
Options with decreasing option implied volatility: SGEN SPLK ATVI FDX
Increasing unusual option volume: NIO PZZA NXE RVLV INVH BCLI NEGG URNM PLNT EWJ
Increasing unusual call option volume: NIO PLNT NEGG URNM NXE TAN EWJ NCR NSC
Increasing unusual put option volume: WSM UEC XLB
Active options: TSLA AAPL NVDA AMZN META AMD PLTR NIO BABA PDD GOOGL SOFI MSFT LI CCL NFLX MARA BAC RIVN F
