Mid-session IV Report June 30, 2023

Mid-session IV Report June 30, 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: UBS JOBY ALGN CMG T CCL SOFI

Popular stocks increasing volume: CCL COIN NKE PLTR SOFI BAC NIO NFLX LCID

Apple (AAPL) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 45 as share price at record high.

Movers

Tesla (TSLA) 30-day option implied volatility is at 59; compared to its 52-week range of 44 to 96 into expected to release Q2 deliveries.

Ferrari N.V (RACE) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 42 as shares near record high.

Chip stocks option IV

NVIDIA (NVDA) 30-day option implied volatility is at 40; compared to its 52-week range of 39 to 68.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 44; compared to its 52-week range of 40 to 69.

Intel (INTC) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 59.

Qualcomm (QCOM) 30-day option implied volatility is at 29; compared to its 52-week range of 28 to 58.

Broadcom (AVGO) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 57.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 25; compared to its 52-week range of 25 to 48.

Option IV into 2nd half of 2023

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of 11 to 31 into 2nd half of 2023.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 38 into 2nd half of 2023.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 36; compared to its 52-week range of 36 to 72 into 2nd half of 2023.

SoFi Technologies (SOFI) 30-day option implied volatility is at 70; compared to its 52-week range of 52 to 105 into The Supreme Court is expected to make a decision on President Joe Biden’s student loan forgiveness plan. Call put ratio 2.4 calls to 1 put.

Ishares Msci Mexico Capped Etf (EWW) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 65 amid wide price movement.

Option IV into quarter results

Levi Strauss (LEVI) July call option implied volatility is at 52, August is at 40; compared to its 52-week range of 28 to 99 into the expected release of quarter results after the bell on July 6.

Options with decreasing option implied volatility: WBA NKE GIS SGEN STZ
Increasing unusual option volume: BOTZ NEXT PAGP THC OPCH ZTO XPEV NCLH CCL SEDG
Increasing unusual call option volume: PAGP BOTZ NEXT THC JOBY
Increasing unusual put option volume: SMG BMRN RIDE NKE TRUP CAVA AUPH
Active options: TSLA AAPL NVDA CCL MARA AMZN AMD MSFT COIN NKE F META GOOGL PLTR SOFI RIOT BAC NIO NFLX LCID