Mid-session IV Report November 11, 2022

Mid-session IV Report November 11, 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: SI MSTR DWAC BITO COIN TRQ QFIN ESSC AA

Popular stocks with increasing volume: AA SOFI COIN NIO AMC T DIS BABA HOOD MSTR

Tesla (TSLA) November option IV remains bid

Tesla (TSLA) November call option implied volatility is at 72, December is at 66; compared to its 52-week range of 49 to 84.

Option IV into quarter results

Tyson Foods (TSN) November call option implied volatility is at 62, December is at 38; compared to its 52-week range of 18 to 71 into the expected release of quarter results before the bell on November 14.

Nu Holdings (NU) November call option implied volatility is at 123, December is at 94; compared to its 52-week range of 47 to 164 into the expected release of quarter results after the bell on November 14. Call put ratio 1 call to 2 puts.

Getty Images (GETY) November call option implied volatility is at 182, December is at 135; compared to its 52-week range of 7 to 765 into the expected release of quarter results after the bell on November 14.

Walmart (WMT) November call option implied volatility is at 43, December is at 26; compared to its 52-week range of 16 to 34 into the expected release of quarter results before the bell on November 15.

Home Depot (HD) November call option implied volatility is at 46, December is at 34; compared to its 52-week range of 20 to 46 into the expected release of quarter results before the bell on November 15.

Krispy Kreme (DNUT) November call option implied volatility is at 76, December is at 53; compared to its 52-week range of 36 to 116 into the expected release of quarter results before the bell on November 15.

NVIDIA (NVDA) November call option implied volatility is at 77, December is at 59; compared to its 52-week range of 45 to 82 into the expected release of quarter results after the bell on November 16.

Movers

Alcoa (AA) November call option implied volatility is at 81, December is at 67; compared to its 52-week range of 52 to 82. Call put ratio 1.7 calls to 1 with focus on November and December 50 calls as shares rally 10.9%.

Freeport-McMoran (FCX) November call option implied volatility is at 57, December is at 56; compared to its 52-week range of 42 to 66. Call put ratio 2.3 calls to 1 as shares rally 3.9%.

Elanco Animal Health (ELAN) November call option implied volatility is at 62, December is at 55; compared to its 52-week range of 27 to 100. Call put ratio 72 to 1 with focus on November 13 calls as shares rally 5.6%.

Take-Two (TTWO) November call option implied volatility is at 44, December is at 40; compared to its 52-week range of 28 to 59. Call put ratio 2 calls to 1 put as shares rally 2.1%.

Options with decreasing option implied volatility: RUM VERU AFRM NVAX LYFT TTD VTNR BMBL PLTR RNG AKAM YETI COTY TRIP CPRI DIS TTWO
Increasing unusual option volume: AA TDAC NOG BEKE NYCB DOCS PZZA TRWO QFIN SHLS IMAX INDI MGNI CRTO NYCB PZZA
Increasing unusual call volume : AA TDC QFIN NYCB BEKE EWY ELAN DOCS TH R
Increasing unusual put option volume: HBI SI GH ITUB DOCS GFI BAX RRGB BJ TOST
Active options: TSLA AMZN AAPL META NVDA AMD F SOFI COIN MSFT LAZR GOOGL NIO AMC T DIS GOOG NFLX BABA HOOD