Mid-session IV Report September 8, 2023

Mid-session IV Report September 8, 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: MSOS AUPH KVUE RITM STZ

Popular stocks with increasing volume: KVUE DOCU INTC SNOW PYPL SQ

Semiconductor stocks option implied volatility into Apple (AAPL) hosts a special event on September 12

Apple (AAPL) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 45 into September 12 event.

Intel (INTC) 30-day option implied volatility is at 34; compared to its 52-week range of 30 to 59 as share price above $38.

Skyworks Solutions (SWKS) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 55.

Avnet (AVT) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 88 into a Apple (AAPL) special event on September 12.

Texas Instruments (TXN) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 44 into a Apple (AAPL) special event on September 12.

Arrow Electronics (ARW) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 36 into a Apple (AAPL) special event on September 12.

Qorvo (QRVO) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 75 into a Apple (AAPL) special event on September 12.

ON Semiconductor (ON) 30-day option implied volatility is at 36; compared to its 52-week range of 36 to 74 into a Apple (AAPL) special event on September 12.

Lumentum (LITE) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 250.

Cirrus Logic (CRUS) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 80.

STMicroelectronics NV (STM) 30-day option implied volatility is at 32; compared to its 52-week range of 29 to 73.

Marvell Technology (MRVL) 30-day option implied volatility is at 36; compared to its 52-week range of 35 to 70.

Universal Display (OLED) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 80.

Analog Devices (ADI) 30-day option implied volatility is at ; compared to its 52-week range of 22 to 42.

MagnaChip (MX) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 74.

Western Digital (WDC) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 73.

Qualcomm (QCOM) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 58.

Seagate Technology (STX) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 58. Call put ratio 1.9 calls to 1 put.

ASML Holdings (ASML) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 62.

NXP Semiconductors (NXPI) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 56. Call put ratio 3.2 calls to 1 put.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 49. Call put ratio 1 call to 1.9 puts.

Option IV into quarter results

Oracle (ORCL) September call option implied volatility is at 51, October is at 32; compared to its 52-week range of 18 to 47 into the expected release of quarter results after the bell on September 11. Call put ratio 2.8 calls to 1 put.

Movers

Walt Disney (DIS) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 49. Call put ratio 1.9 calls to 1 put as share price near nine-year low.

Charter Communications (CHTR) 30-day option implied volatility is at 27; compared to its 52-week range of 25 to 54.

Salesforce (CRM) 30-day option implied volatility is at 24; compared to its 52-week range of 23 to 54 into Dreamforce 2023. Call put ratio 2.2 calls to 1 put.

Ishares Msci Mexico Capped Etf (EWW) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 65 amid wide price movement. Call put ratio 2.2 calls to 1 put.

Options with decreasing option implied volatility: IOT GME GTLB S DWAC NTNX AI MDB ASAN PATH ZS PATH DOCU CHPT VKTX LULU AEO RH HZNP
Increasing unusual option volume: RYAM SWBI SMAR YUMC NEGG PSEC DOCU
Increasing unusual call option volume: SMAR SWBI YUMC CNQ ARLP DOCU RH
Increasing unusual put option volume: EWJ PSEC WEAT KR KVUE DOCU THO
Active options: TSLA AAPL NVDA AMD AMZN KVUE META MARA AMC DOCU INTC MSFT PLTR CHPT SNOW SQ AI PYPL NFLX GOOG