Mid-session IV Report October 11, 2022

Mid-session IV Report October 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: AAL PEP WBA DAL EVTL VERU MSOS NLY RLMD ALBO UBER LYFT DASH

Popular stocks with increasing volume: UBER TSM PYPL DKNG BABA TWTR XOM SNAP AAL

Option IV movers

Uber (UBER) 30-day option implied volatility is at 85; compared to its 52-week range of 40 to 78 as shares sell off 11.8%. Call put ratio 1.2 calls to 1 put.

Lyft (LYFT) 30-day option implied volatility is at 109; compared to its 52-week range of 43 to 103. Call put ratio 1 call to 1.1 puts as shares sell off 12.8%.

DoorDash (DASH) 30-day option implied volatility is at 101; compared to its 52-week range of 47 to 120. Call put ratio 1 call to 1.8 puts as shares sell off 9%.

Option IV into quarter results

Delta Air Lines (DAL) October weekly call option implied volatility is at 100, October is at 75; compared to its 52-week range of 32 to 71 into the expected release of quarter results before the bell on October 11. Call put ratio 1.7 calls to 1 put.

BlackRock (BLK) October weekly call option implied volatility is at 69, October is at 53; compared to its 52-week range of 20 to 43 into the expected release of quarter results before the bell on October 11. Call put ratio 1 call to 2 puts.

PepsiCo (PEP) October weekly call option implied volatility is at 44, October is at 32; compared to its 52-week range of 13 to 29 into the expected release of quarter results before the bell on October 12. Call put ratio 1 call to 1.3 puts.

Walgreens Boots Alliance (WBA) October weekly call option implied volatility is at 61, October is at 46; compared to its 52-week range of 22 to 46 into the expected release of quarter results before the bell on October 13. Call put ratio 1 call to 2.4 puts.

Commercial (CMC) October call option implied volatility is at 60, November is at 50; compared to its 52-week range of 33 to 90 into the expected release of quarter results before the bell on October 13.

Domino’s Pizza (DPZ) October weekly call option implied volatility is at 95, October is at 65; compared to its 52-week range of 22 to 48 into the expected release of quarter results before the bell on October 13.

Pennymac Financial Services (PFSI) 30-day option implied volatility is at 59; compared to its 52-week range of 25 to 57. Call put ratio 1 call to 5 puts as shares sell off 1%.

Options with decreasing option implied volatility:
Increasing unusual option volume: DICE WB FIVN KNX SFL PFSI UBER DASH NOG JOBY TCOM TOL CS SOFI
Increasing unusual call option volume: TCOM IGV SRTY DD
Increasing unusual put option volume: JOBY KNX REAL PFSI ARCC TCOM
Active options: TSLA AAPL AMZN META AMD UBER NVDA TSM MSFT PYPL DKNG BABA NIO NFLX TWTR BAC XOM SNAP AAL F