Mid-session IV Report September 27, 2022

Market Rebellion

This article was last updated on 09/27/2022.

Mid-session IV Report September 27, 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: BUD KMB GSK ICPT VIX VIXY MPW AGNC ET UPS

Popular stocks with increasing volume: LCID CCL NFLX GOOGL SNAP BABA SQ COIN NIO

Option IV into Brazil Presidential elections

iShares MSCI Brazil (EWZ) September weekly call option implied volatility is at 54, October is at 52; compared to its 52-week range of 29 to 52 into General elections are scheduled to be held October 2, 2022 in Brazil to elect the President, Vice President, and the National Congress. Elections for state Governors and Vice Governors. Call put ratio 1 call to 2.5 puts with September weekly 29.50 calls.

Petrobras (PBR) 30-day option implied volatility is at 64; compared to its 52-week range of 37 to 109 into General elections are scheduled to be held October 2, 2022 in Brazil to elect the President, Vice President.

Twitter (TWTR) September weekly call option implied volatility is at 44, October is at 68; compared to its 52-week range of 21 to 88. Call put ratio 1.6 calls to 1 put.

Option IV into quarter results

Nike (NKE) September weekly call option implied volatility is at 99, October is at 53; compared to its 52-week range of 20 to 52 into the expected release of quarter results after the bell on September 29.

Micron (MU) September weekly call option implied volatility is at 96, October is at 61; compared to its 52-week range of 26 to 68 into the expected release of quarter results after the bell on September 29.

Bed Bath & Beyond (BBBY) September weekly call option implied volatility is at 200, October is at 160; compared to its 52-week range of 58 to 325 into the expected release of quarter results before the bell on September 29.

Carnival (CCL) September weekly call option implied volatility is at 125, October is at 87; compared to its 52-week range of 41 to 101 into the expected release of quarter results on September 29. Call put ratio 5.4 calls to 1 put.

CarMax (KMX) September weekly call option implied volatility is at 64, October is at 56; compared to its 52-week range of 25 to 86 into the expected release of quarter results before the bell on September 29.

Rite Aid (RAD) September weekly call option implied volatility is at 95, October is at 112; compared to its 52-week range of 50 to 115 into the expected release of quarter results before the bell on September 29. Call put ratio 7.3 calls to 1 put.

Comstock Resources (CRK) 30-day option implied volatility is at 82; compared to its 52-week range of 55 to 127. Call put ratio 8.3 calls to 1 put with focus on October 20 calls.

Ishares J.P. Morgan Usd Emerging Markets Bond Etf (EMB) 30-day option implied volatility is at 20; compared to its 52-week range of 5 to 21. Call put ratio 1 call to 2.7 puts as shares trend lower.

Options with decreasing option implied volatility: PFSI SHY IGT MFA AVCT SHY LQD PSNY EVTL PSNY NLY
Increasing unusual option volume: VIPS NOV EWJ HRL MLCO AAP GNRC SHY AVCT MYMD CBRL VIPS EWU
Increasing unusual call option volume: PFSI IGT SHY MFA LQD KNX TSCO UUP CANO EMB EWU MYMD VIPS AAP GNRC MLCO
Increasing unusual put option volume: SHY CWH
Active options: TSLA AAPL NVDA AMZN AMD LCID META AMC CHPT MSFT F CCL NFLX GOOGL SNAP MARA BABA SQ COIN NIO

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