Mid-session IV Report September 7, 2022

Market Rebellion

This article was last updated on 09/07/2022.

Mid-session IV Report September 7, 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: DWAC VTRS EWZ RITM VERU FXY

Popular stocks with increasing volume: PLUG TWTR AAL PINS SNAP CHPT F

Movers

Amazon (AMZN) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 56 into Andy Jassy, President & CEO of Amazon will be at Code 2022.

Snap (SNAP) 30-day option implied volatility is at 78; compared to its 52-week range of 46 to 128 into Mr. Evan Spiegel co-founder and Chief Executive Officer will be at Code 2022.

Apple (AAPL) September weekly call option implied volatility is at 44, September is at 36; compared to its 52-week range of 20 to 44 into fall product event starting at 1 p.m. ET.

Meta Platforms (META) 30-day option implied volatility is at 48; compared to its 52-week range of 23 to 79 into Meta will hold its annual virtual reality conference, Connect, on Oct. 11.

Salesforce (CRM) 30-day option implied volatility is at 41; compared to its 52-week range of 22 to 62 into Dreamforce 2020 and investor day on September 21.

Biogen (BIIB) September option implied volatility is at 55, October is at 75; compared to its 52-week range 29 to 73 into topline phase 3 data for Alzheimer’s drug lecanemab.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 42; compared to its 52-week range of 27 to 51 amid gold near 52-week low.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 45 amid silver near 2-year low.

United States Natural Gas (UNG) 30-day option implied volatility is at 81; compared to its 52-week range of 35 to 148 as shares sell off 2%.

IV into quarter results

GameStop (GME) September weekly (9) call option implied volatility is at 230, September is at 146; compared to its 52-week range of 69 to 156 into the expected release of quarter results today after the bell.

American Eagle Outfitters (AEO) September weekly (9) call option implied volatility is at 175, September is at 99; compared to its 52-week range of 42 to 90 into the expected release of quarter results today after the bell.

Docusign (DOCU) September weekly (9) call option implied volatility is at 290, September is at 160; compared to its 52-week range of 32 to 114 into the expected release of quarter results after the bell on September 8.

Zscaler (ZS) September weekly (9) call option implied volatility is at 188, September is at 112; compared to its 52-week range of 33 to 107 into the expected release of quarter results after the bell on September 8.

Fuel Cell (FCEL) September weekly (9) call option implied volatility is at 201, September is at 134; compared to its 52-week range of 74 to 128 into the expected release of quarter results before the bell on September 8.

Kroger (KR) September weekly (9) call option implied volatility is at 110, September is at 59; compared to its 52-week range of 23 to 52 into the expected release of quarter results before the bell on September 9.

Digital World Acquisition Corp (DWAC) September weekly (9) call option implied volatility is at 237, September is at 165; compared to its 52-week range of 78 to 254 as shares rally 1.6%. Call put ratio 1 call to 12 puts.

ARK Innovation (ARKK) 30-day option implied volatility is at 63; compared to its 52-week range of 28 to 92 as shares trade $40.

Options with decreasing option implied volatility: ISEE LQDA BBY WEBR CLAR NTX
Increasing unusual option volume: AVCT COUP TECS NWL ASAN FIGS PLAY NWL
Increasing unusual call option volume: COUP TECS PLAY OUST BLMN PATH
Increasing unusual put option volume: ASAN FIGS NWL PATH COUP PLAY GRAB
Active options: TSLA AAPL NIO BBBY NVDA AMD AMZN BAC PLUG TWTR MSFT INTC META AAL PINS BABA SNAP GOOGL CHPT F

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