Mid-session IV Report October 6, 2022

Mid-session IV Report October 6, 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 IPOF ATVI

Popular stocks with increasing volume: XOM SQ OXY GOOG COIN NFLX

Option IV into September jobs report on Friday

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 27; compared to its 52-week range of 12 to 55 into September employment report.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 33; compared to its 52-week range of 16 to 40. Call put ratio 1.3 calls to 1 put into September employment report.

Option IV moving

Twitter (TWTR) October weekly call option implied volatility is at 102, October is at 55; compared to its 52-week range of 21 to 87 amid Elon Musk headlines. Call put ratio 2.2 calls to 1 put as shares sell off 1.5%.

Tesla (TSLA) October weekly call option implied volatility is at 74, October is at 71; compared to its 52-week range of 36 to 84 into the expected release of quarter results on October 19. Call put ratio 1.7 calls to 1 put as shares rally 1.4%.

Apple (AAPL) 30-day option implied volatility is at 40; compared to its 52-week range of 20 to 45.

Pinterest (PINS) 30-day option implied volatility is at 92; compared to its 52-week range of 45 to 114. Call put ratio 3.5 calls to 1 put as shares rally 5%.

Compass Inc (COMP) 30-day option implied volatility is at 105; compared to its 52-week range of 53 to 121 after a report emerged that Vista Equity Partners is seeking to take the real estate firm private. Call put ratio 1 call to 1.5 puts as shares rally 17%.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 55 ahead of Communist party congress. Call put ratio 1.4 calls to 1 put.

Take-Two Interactive Software (TTWO) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 59. Call put ratio 10 call to 1 put as shares rally 3%.

Option implied volatility for industrial metal stocks

Nucor (NUE) 30-day option implied volatility is at 50; compared to its 52-week range of 37 to 60 as shares rally 1.4%.

Steel Dynamics (STLD) 30-day option implied volatility is at 51; compared to its 52-week range of 39 to 98. Call put ratio 3.1 calls to 1 put as shares rally 0.9%.

U.S. Steel (X) 30-day option implied volatility is at 68; compared to its 52-week range of 49 to 78 as shares sell off 1%.

ArcelorMittal (MT) 30-day option implied volatility is at 55; compared to its 52-week range of 35 to 80 as shares sell off 5%.

Alcoa (AA) 30-day option implied volatility is at 76; compared to its 52-week range of 49 to 82 as shares sell off 2.5%.

Arconic (ARNC) 30-day option implied volatility is at 61; compared to its 52-week range of 40 to 115 as shares sell off 0.9%.

Vale S.A. (VALE) 30-day option implied volatility is at 51; compared to its 52-week range of 24 to 80 as shares sell off 1.4%. Call put ratio 4.4 calls to 1 put.

Rio Tinto plc (RIO) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 87 as shares sell off 2%. Call put ratio 5 calls to 1 put.

Freeport-McMoran (FCX) 30-day option implied volatility is at 61; compared to its 52-week range of 42 to 65 as shares sell off 2.9%.

BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 89 as shares sell off 1.6%.

Peloton (PTON) 30-day option implied volatility is at 122; compared to its 52-week range of 57 to 152 after Peloton to cut 500 more jobs in turnaround effort, WSJ reports. Call put ratio 4.1 calls to 1 put.

Credit Suisse (CS) October call option implied volatility is at 91, November is at 99; compared to its 52-week range of 19 to 99 as shares rally 3%.

Nordstrom (JWN) call put ratio 16 calls to 1 put with focus on October weekly 19.50 and 20 calls as shares sell off 1.2%.

Options with decreasing option implied volatility: AMLX ILMN NKE EVTL
Increasing unusual option volume: IS NNOX PBI ABEV PBI MKC BBD JWN COMP
Increasing unusual call option volume: ABEV NNOX DFEN AES PRVB
Increasing unusual put option volume: INMD SABR SHEL MLCO STZ CS
Active options: TSLA AAPL NVDA AMD TWTR AMZN F RIVN META SNAP GOOGL XOM MSFT OXY SQ PINS GOOG COIN MARA NFLX