Mid-session IV Report September 14, 2022

Mid-session IV Report September 14, 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: SST SBSW NUE IPOF

Popular stocks with increasing volume: SBUX NIO JBLU SQ F MSFT CHPT MARA MRNA SOFI AMC XOM NUE CL

Movers

Moderna (MRNA) September call option implied volatility is at 75, October is at 60; compared to its 52-week range of 55 to 97. Call put ratio 4.1 calls to 1 put as shares rally 5.5%.

Tesla (TSLA) September call option implied volatility is at 55, October is at 56; compared to its 52-week range of 36 to 84. Call put ratio 1.1 calls to 1 put as shares rally 2.3%.

Colgate-Palmolive (CL) September call option implied volatility is at 33, October is at 23; compared to its 52-week range of 14 to 27. Call put ratio 16 calls to 1 put as shares rally 2%.
Nucor (NUE) 30-day option implied volatility is at 48; compared to its 52-week range of 38 to 60. Call put ratio 1 call to 1.7 puts as shares sell off 8% after lowering outlook.

Alcoa (AA) 30-day option implied volatility is at 67; compared to its 52-week range of 49 to 82. Call put ratio 1 call to 1 put as shares sell off 10%.

Century Aluminum Co (CENX) 30-day option implied volatility is at 77; compared to its 52-week range of 60 to 139. Call put ratio 38 calls to 1 put as shares sell off 11%.

Under Armour Inc (UAA) 30-day option implied volatility is at 52; compared to its 52-week range of 37 to 75. Call put ratio 6.1 calls to 1 put with focus on September 9 calls as shares rally 1.4%.

Option IV

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 25; compared to its 52-week range of 12 to 56. Call put ratio 1 call to 1.3 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 32; compared to its 52-week range of 16 to 40. Call put ratio 1 call to 1.4 puts.

Option implied volatility for railroads-freight haulers-trucking-transportation stocks

CSX Corp. (CSX) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 40. Call put ratio 1 call to 8.2 puts as shares sell off 3.2%.

Norfolk Southern (NSC) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 39. Call put ratio 1 call to 3.2 puts as shares sell off 3.6%.

Union Pacific (UNP) 30-day option implied volatility is at 31; compared to its 52-week range of 18 to 35. Call put ratio 1 call to 1.1 puts as shares sell off 4.7%.

ArcBest (ARCB) 30-day option implied volatility is at 55; compared to its 52-week range of 42 to 119. Call put ratio 6.6 calls to 1 put.

J.B. Hunt (JBHT) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 78. Call put ratio 1 call to 22 puts.

Knight-Swift (KNX) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 61. Call put ratio 12.6 calls to 1 put.

Old Dominion (ODFL) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 97.

FedEx (FDX) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 55.

Werner (WERN) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 56.

Schneider National (SNDR) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 63.

UPS (UPS) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 47. Call put ratio 1 call to 2 puts.

XPO Logistics (XPO) 30-day option implied volatility is at 50; compared to its 52-week range of 33 to 105. Call put ratio 17.3 calls to 1 put as shares sell off 1.7%.

Amazon (AMZN) 30-day option implied volatility is at 41; compared to its 52-week range of 20 to 56.

C. H. Robinson Worldwide (CHRW) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 80.

Expeditors Int’l (EXPD) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 89.

Landstar System (LSTR) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 40.

Options with decreasing option implied volatility: DOCU DWAC ASAN NCR ZS KR ATVI ORCL
Increasing unusual option volume: EOSE TH POSH UBS UAA
Increasing unusual call option volume: TH EOSE ALT POSH CL BTG JBLU
Increasing unusual put option volume: LAZR LOGI CSX ALK
Active options: AAPL TSLA META NVDA AMZN LAZR SBUX AMD NIO GOOGL JBLU SQ F MSFT CHPT MARA MRNA SOFI AMC XOM