Mid-session IV Report October 5, 2022

Mid-session IV Report October 5, 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 ATVI IPOF TWTR LUMN VERU

Popular stocks with increasing volume: SNAP XOM AMC OXY BABA NIO DKNG CHWY

Option IV moving

Tesla (TSLA) October weekly call option implied volatility is at 76, October is at 77; compared to its 52-week range of 36 to 84 into the expected release of quarter results on October 19. Call put ratio 1 call to 1.1 puts as shares sell off 5.9%.

Twitter (TWTR) October weekly call option implied volatility is at 85, October is at 52; compared to its 52-week range of 21 to 87 amid renewed buyout reports. Call put ratio 1.3 calls to 1 put as shares sell off 2.2%.

Snap (SNAP) 30-day option implied volatility is at 103; compared to its 52-week range of 46 to 128. Call put ratio 4.8 calls to 1 put as shares sell off 2%.

Pinterest (PINS) 30-day option implied volatility is at 92; compared to its 52-week range of 45 to 114. Call put ratio 1.2 calls to 1 put.

Yelp (YELP) 30-day option implied volatility is at 45; compared to its 52-week range of 36 to 102.

Apple (AAPL) 30-day option implied volatility is at 41; compared to its 52-week range of 20 to 45 as shares sell off 1.6% to $144.

Meta Platforms (META) 30-day option implied volatility is at 64; compared to its 52-week range of 21 to 79. Call put ratio 2.2 calls to 1 put as shares sell off 3.2%.

Alphabet (GOOG) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 49 into expected release of quarter results on October 24. Call put ratio 1.1 calls to 1 put as shares sell off 2.3%.

Microsoft (MSFT) 30-day option implied volatility is at 37; compared to its 52-week range of 18 to 47. Call put ratio 1.3 calls to 1 put as shares sell off 1.6%.

Amazon (AMZN) 30-day option implied volatility is at 51; compared to its 52-week range of 21 to 56. Call put ratio 1.9 calls to 1 put as shares sell off 2.2%.

Wayfair (W) 30-day option implied volatility is at 117; compared to its 52-week range of 48 to 122. Call put ratio 1 call to 1.1 puts as shares sell off 7%.

Solar stocks option IV bid as shares trade lower

Enphase Energy (ENPH) 30-day option implied volatility is at 83; compared to its 52-week range of 51 to 97 as shares fall 10.9%.

First Solar (FSLR) 30-day option implied volatility is at 62; compared to its 52-week range of 40 to 65 as shares sell off 5%.

SunPower (SPWR) 30-day option implied volatility is at 72; compared to its 52-week range of 62 to 94 as shares sell off 6%.

Sunrun (RUN) 30-day option implied volatility is at 91; compared to its 52-week range of 60 to 139 as shares sell off 9%.

Options with decreasing option implied volatility: AMLX ICPT VIX KMX NKE
Increasing unusual option volume: EWU BBAI SAVE DRIP PDD LW CS MAXR DRIP VTR TCDA GPRE
Increasing unusual call option volume: EWU DRIP MAXR CS CFLT PBF
Increasing unusual put option volume: QUBT RAD GFS SAVE CS ITUB TCDA XPO TZA REM EMR
Active options: TSLA TWTR AAPL AMZN AMD F NVDA SNAP META XOM AMC OXY GOOGL BABA MSFT NFLX NIO DKNG CHWY GOOG