Mid-session IV Report September 15, 2022

Mid-session IV Report September 15, 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: SH PSNY MPW RITM SST NLY IBRX SWBI ADBE

Popular stocks with increasing volume: AMC DKNG ADBE NIO NCLH BABA BBBY TWTR SQ ADBE CSX

Movers

Roku (ROKU) 30-day option implied volatility is at 76; compared to its 52-week range of 44 to 119. Call put ratio 3 calls to 1 put as shares rally 6.6%.

Adobe (ADBE) September call option implied volatility is at 101, October is at 45; compared to its 52-week range of 22 to 58 into acquiring Figma for $20B in cash, stock. Call put ratio 1.1 calls to 1 put.

United States Natural Gas (UNG) 30-day option implied volatility is at 85; compared to its 52-week range of 35 to 148 as shares sell off 9%.

United States Oil Fund (USO) 30-day option implied volatility is at 48; compared to its 52-week range of 29 to 81 into bank results. Call put ratio 1.2 calls to 1 put as WTI Crude oil trades below $85.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 58. Call put ratio 1 call to 3.3 puts.

Utilities Sel Sect Spdr Fd (XLU) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 65. Call put ratio 1 all to 4.5 puts.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 40; compared to its 52-week range of 20 to 49. Call put ratio 1 call to 1.9.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 51; compared to its 52-week range of 39 to 64. Call put ratio 2.2 calls to 1 put.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 49.

Options with decreasing option implied volatility: FAZE GETY DOCU DWAC ZS KR ORCL
Increasing unusual option volume: ADBE LNG DISH ORCL YELL IBRX IWO GPS CCL STOR TCDA
Increasing unusual call option volume: YELL STOR DXC GRAB
Increasing unusual put option volume: IWO SBLK DOCS EWT ADBE CSX
Active options: TSLA AAPL META NFLX AMZN GOOGL NVDA AMD MSFT CHPT AMC DKNG ADBE NIO NCLH BABA BBBY TWTR F SQ