Mid-session IV Report September 29, 2023

Mid-session IV Report September 29, 2023

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.

Options with increasing option implied volatility: OPRA SRPT ALGN GEO HOG CMG MAT NEE IBM ATVI VIX

Popular stocks with increasing volume: MU SOFI BABA CCL AFRM PFE BA

Option IV: 10-year Treasury near 4.5%, WTI Crude near $90 a barrel, headlines of potential government shutdown into end of month and quarter

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 14; compared to its 52-week range of 11 to 31.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 38.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 36.

Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 45 as share price up 1%. Call put ratio 1.9 calls to 1 put.

ExxonMobil (XOM) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 43 as share price near record high.

Chevron (CVX) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 41 as WTI crude oil trades above $90.

GM, F STLA option IV amid contract headlines

General Motors (GM) October weekly call option implied volatility is at 35, October is at 33; compared to its 52-week range of 27 to 60.

Ford Motor (F) October weekly call option implied volatility is at 34, October is at 33; compared to its 52-week range of 27 to 588.

Stellantis (STLA) October call option implied volatility is at 31, November is at 30; compared to its 52-week range of 23 to 423.

Tesla (TSLA) 30-day option implied volatility is at 53; compared to its 52-week range of 42 to 96.

Options with decreasing option implied volatility: IMVT KMX NKE ACN
Increasing unusual option volume: AVTR VRAR BMBL FLEX TALNEP NKE KNX
Increasing unusual call option volume: NEP VRAR AVTR TAL PBRA NKE GEO EDIT
Increasing unusual put option volume: KNX BMBL JBL UUUU TIGR NKE
Active options: TSLA NVDA AMZN PLTR NKE AMD AAPL MSFT META CCL MU SOFI BABA NFLX GOOGL AFRM PFE MARA BA GOOG