Mid-session IV Report September 9, 2022

Market Rebellion

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

Mid-session IV Report September 9, 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: SST VTRS NLY BKLN FMTX

Popular stocks with increasing volume: SHOP AMC SNAP GME COIN FSLY WMT INTC

Pinterest (PINS) September call option implied volatility is at 69, October is at 66; compared to its 52-week range of 38 to 114. Call put ratio 8.4 calls to 1 put as shares rally 4%.

Bank option IV as share price near lower end of range

JPMorgan (JPM) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 44. Call put ratio 2 calls to 1 put.

Bank of America (BAC) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 48.

Wells Fargo (WFC) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 51.

Citigroup (C) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 49.

Morgan Stanley (MS) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 47.

Goldman Sachs (GS) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 42.

Options with decreasing option implied volatility: ISEE FAZE DOCU ASAN GTLB LQDA DOCU ZS RH COUP AEO KR

Increasing unusual option volume: ELAN ISEE ACI FSLY AVCT UBS
Increasing unusual call option volume: ELAN ISEE ACI FSLY PLAY VSCO
Increasing unusual put option volume: GSAT VEEV PCG ISEE ACI
Active options: TSLA AAPL AMZN AMD NIO NVDA DOCU META MSFT SHOP BAC AMC MARA SNAP GOOGL GME COIN FSLY WMT INTC

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