Mid-session IV Report September 28, 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: APLS SRPT SNAP TDOC ENPH OPRA ALGN SPOT HTZ PACW TAN HOG WDC META MAT GEO CMG VTRS NEP OPRA
Popular stocks with increasing volume: MU DIS PTON XOM GME AMC NKE NKLA COST
Option IV into quarter results
Nike (NKE) September weekly call option implied volatility is at 126, October is at 40; compared to its 52-week range of 21 to 52 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.4 puts.
BlackBerry (BB) September weekly call option implied volatility is at 190, October is at 81; compared to its 52-week range of 41 to 92 into the expected release of quarter results today after the bell.
Vail Resorts (MTN) October call option implied volatility is at 32, November is at 30; compared to its 52-week range of 18 to 81 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.
Carnival Corp (CCL) September weekly call option implied volatility is at 185, October is at 68; compared to its 52-week range of 47 to 99 into the expected release of quarter results before the bell on September 29. Call put ratio 2.6 calls to 1 put.
Option IV for into Nike (NKE) results
Foot Locker (FL) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 71 into Nike (NKE) results.
Dick’s Sporting Goods (DKS) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 65 into Nike (NKE) results. Call put ratio 1 call to 1.9 puts.
On Holding AG (ONON) 30-day option implied volatility is at 54; compared to its 52-week range of 41 to 111.
lululemon athletica (LULU) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 54.
Skechers USA (SKX) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 72.
Under Armour Inc (UAA) 30-day option implied volatility is at 37; compared to its 52-week range of 31 to 83 into Nike (NKE) results. Call put ratio 3.1 calls to 1 put.
Crocs (CROX) 30-day option implied volatility is at 53; compared to its 52-week range of 36 to 110 into Nike (NKE) results. Call put ratio 1.6 calls to 1 put.
Nike (NKE) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 52 into quarter results.
Airline option IV as share prices near low end of range
American Airlines (AAL) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 75. Call put ratio 4.6 calls to 1 put.
Delta Air Lines (DAL) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 61. Call put ratio 3.5 calls to 1 put.
Southwest Airlines (LUV) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 52. Call put ratio 3.6 calls to 1 put as share price up 1%.
United Airlines (UAL) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 70 as share price near five-month low.
GameStop (GME) 30-day option implied volatility is at 61; compared to its 52-week range of 52 to 132 after names Ryan Cohen as CEO. Call put ratio 4.4 calls to 1 put as share price unchanged.
Options with decreasing option implied volatility: ATVI KMX IMVT SGEN
Increasing unusual option volume: WE BCLI DBRG DLR COTY NEP UROY JEF DNN WDAY
Increasing unusual call option volume: NEP DBRG DNN XRT
Increasing unusual put option volume: DLR ACAD COTY UNIT CGC WDAY ICE ABR UL OPRA ACB
Active options: AAPL TSLA NVDA AMZN MU AMD PLTR MSFT META DIS PTON XOM CCJ GME NFLX GOOGL AMC NKE NKLA COST
