Mid-session IV Report November 10, 2022

Mid-session IV Report November 10, 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 MSTR SI BITO HOOD PBR ITUB

Popular stocks with increasing volume: DIS COIN AFRM T AMC PLTR UPST RIVN BAC

Option IV decreases as shares rally on CPI

Alphabet (GOOGL) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 46 as shares rally 6%.

Meta Platforms (META) 30-day option implied volatility is at 46; compared to its 52-week range of 29 to 79 as shares rally 7%.

Microsoft (MSFT) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 32 as shares rally 6%.

Netflix (NFLX) 30-day option implied volatility is at 48; compared to its 52-week range of 29 to 86 as shares rally 5.6%.

Tesla (TSLA) 30-day option implied volatility is at 66; compared to its 52-week range of 49 to 84 as shares rally 5.2%.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 58; compared to its 52-week range of 35 to 91. Call put ratio 2 calls to 1 put as shares rally 11%.

Option IV into quarter results and outlook

Endeavor (EDR) November call option implied volatility is at 76, December is at 60; compared to its 52-week range of 37 to 85 into the expected release of quarter results today after the bell. Call put ratio 9 calls to 1 put as shares rally 4.6%.

Toast (TOST) November call option implied volatility is at 134, December is at 91; compared to its 52-week range of 64 to 166 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put as shares rally 13%.

Ebix (EBIX) 30-day option implied volatility is at 145; compared to its 52-week range of 52 to 150. Call put ratio 5.8 calls to 1 put as shares rally 84%.

Options with decreasing option implied volatility: BILL CFLT ROKU DASH FSLY NET TWLO Z ETSY RKT PYPL EXPE UAA EBAY MNST
Increasing unusual option volume: UMC WRBY XP MGNI RIOT MARA MSTR COIN
Increasing unusual call volume: EWU UMC XP KBH EBIX
Increasing unusual put option volume: NU PLBY HAS ITUB BGS BMBL
Active options: TSLA AMZN AAPL META AMD NVDA GOOGL MSFT NIO GOOG DIS COIN AFRM T AMC PLTR UPST RIVN BAC NFLA