Mid-session IV Report September 7, 2023

Mid-session IV Report September 7, 2023

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Mid-session IV Report September 7, 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: AUPH AYX AAPL STZ K NANOS MSOS SWKS AAPL QCOM STX NANOS

Popular stocks with increasing volume: BA PLTR PDD CHPT GME PYPL BAC

Option IV movers

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 45 into September 12 event. Call put ratio 1 call to 1 put as share price down 3%.

Seagate Technology (STX) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 58. Call put ratio 1 call to 1.2 puts as share price down 8%.

Overstock.com (OSTK) 30-day option implied volatility is at 68; compared to its 52-week range of 55 to 96. Call put ratio 2 calls to 1 put as share price down 6%.

BlackBerry (BB) 30-day option implied volatility is at 67; compared to its 52-week range of 40 to 92. Call put ratio 3.2 calls to 1 put as share price down 15%.

Option implied volatility for Entertainment and Gaming into NFL season

Caesars (CZR) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 62. Call put ratio 1 call to 1.2 puts.

MGM Resorts (MGM) 30-day option implied volatility is at 50; compared to its 52-week range of 39 to 144.

Las Vegas Sands (LVS) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 67 as shares sell off 2.1%. Call put ratio 2.4 calls to 1 put.

Wynn Resorts (WYNN) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 74 as shares sell off 2%.

PENN Entertainment (PENN) 30-day option implied volatility is at 42; compared to its 52-week range of 37 to 76. Call put ratio 15 calls to 1 put with focus on September weekly (8) 22.50 calls.

Boyd Gaming (BYD) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 80.

Melco Resorts (MLCO) 30-day option implied volatility is at 46; compared to its 52-week range of 41 to 128. January puts active as share price down 2.7%.

DraftKings (DKNG) 30-day option implied volatility is at 47; compared to its 52-week range of 44 to 108.

Option IV into quarter results

DocuSign (DOCU) September weekly call option implied volatility is at 226, September is at 100; compared to its 52-week range of 38 to 102 into the expected release of quarter results today after the bell.

Kroger (KR) September weekly call option implied volatility is at 96, September is at 42; compared to its 52-week range of 18 to 40 into the expected release of quarter results before the bell on September 8.

Options with decreasing option implied volatility: CHWY OKTA S PSTG GTLB HCP NTNX MDB
Increasing unusual option volume: PLAY CBAY TNP LILM AEO BBD DBI
Increasing unusual call option volume: TNP PLAY CBAY LILM AEO
Increasing unusual put option volume: DBI CBAY PLAY SWKS GLW HCP AEO DELL STX NANOS EH
Active options: AAPL TSLA NVDA AMD AMC AMZN PLTR BABA PDD AI CHPT NIO MSFT GME META GOOGL PYPL QCOM GOOG BAC

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