Mid-session IV Report October 4, 2022

Mid-session IV Report October 4, 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: FAZE NLY AGNC ATVI CVT

Popular stocks with increasing volume: NKLA AAL NIO BABA COIN DKNG CCL CS

Option IV comes in as stocks stabilizes

Tesla (TSLA) October weekly call option implied volatility is at 68, October is at 63; compared to its 52-week range of 36 to 84 into the expected release of quarter results on October 19. Call put ratio 1.6 calls to 1 put as shares rally 4%.

Apple (AAPL) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 45 as shares rally 2.4% to $145.

Meta Platforms (META) 30-day option implied volatility is at 60; compared to its 52-week range of 21 to 79.

Alphabet (GOOG) 30-day option implied volatility is at 41; compared to its 52-week range of 20 to 49. Call put ratio 2 call to 1 put as shares rally 2.9%.

Microsoft (MSFT) 30-day option implied volatility is at 36; compared to its 52-week range of 18 to 47. Call put ratio 2.1 calls to 1 put as shares rally 3.7%.

Amazon (AMZN) 30-day option implied volatility is at 49; compared to its 52-week range of 21 to 56. Call put ratio 1.9 calls to 1 put as shares rally 5.7%.

Money stocks option implied volatility

Credit Suisse (CS) 30-day option implied volatility is at 90; compared to its 52-week range of 19 to 99.

UBS AG (UBS) 30-day option implied volatility is at 40; compared to its 52-week range of 17 to 59.

Deutsche Bank (DB) 30-day option implied volatility is at 59; compared to its 52-week range of 26 to 82.

Options with decreasing option implied volatility: BIIB ICPT VIX UVXY VXX KMX NKE
Increasing unusual option volume: INDA PLTK FXB LAZR HMY THO CS POSH HMY NKLA
Increasing unusual call option volume: CS POSH PLTK THO HMY
Increasing unusual put option volume: CS POSH SIX INDA PLTK SAVE TCDA
Active options: TSLA AAPL AMZN NKLA AMD NVDA F GOOGL MSFT META NFLX AAL NIO BABA COIN DKNG GOOG CCL MARA CS