Mid-session IV Report September 8, 2022

Market Rebellion

This article was last updated on 09/08/2022.

Mid-session IV Report September 8, 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: LYFT FAZE GETY ZIM

Popular stocks with increasing volume: RIVN GME INTC BBBY F FSLR NFLX SNAP PLUG AEO

Movers

Lyft (LYFT) September weekly call option implied volatility is at 135, September is at 99; compared to its 52-week range of 42 to 103 as shares rally 12%. Call put ratio 4 calls to 1 put with focus on September weekly calls.

Uber (UBER) September weekly call option implied volatility is at 70, September is at 59; compared to its 52-week range of 38 to 77. Call put ratio 3.8 calls to 1 put with focus on September weekly calls.

Biogen (BIIB) September option implied volatility is at 55, October is at 78; compared to its 52-week range 29 to 73 into topline phase 3 data for Alzheimer’s drug lecanemab.

IV into quarter results

Docusign (DOCU) September weekly (9) call option implied volatility is at 350, September is at 160; compared to its 52-week range of 32 to 114 into the expected release of quarter results today after the bell.

Zscaler (ZS) September weekly (9) call option implied volatility is at 235, September is at 111; compared to its 52-week range of 33 to 107 into the expected release of quarter results today after the bell.

Kroger (KR) September weekly (9) call option implied volatility is at 140, September is at 60; compared to its 52-week range of 23 to 52 into the expected release of quarter results before the bell on September 9. Call put ratio 1 call to 2.3 puts.

Digital World Acquisition Corp (DWAC) September weekly (9) call option implied volatility is at 238, September is at 154; compared to its 52-week range of 78 to 254. Call put ratio 1 call to 6.5 puts.

Options with decreasing option implied volatility: ISEE LQDA CLAR NTNX SST ASAN COUP LULU
Increasing unusual option volume: AMLX GSAT LOVE PLAY RVNC AEO
Increasing unusual call option volume: GSAT AMLX DXC ZG AEO FSLR PLAY RVNC
Increasing unusual put option volume: GSAT PLAY ASAN AEO
Active options: TSLA AAPL NVDA AMD AMZN META RIVN GME GOOGL GSAT INTC BBBY NIO MSFT F FSLR NFLX SNAP PLUG AEO

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