Daily IV Report
Special Semiconductor & Supplier IV Report into Apple (AAPL) Revenue warning February 18, 2020
Special Semiconductor & Supplier IV Report into Apple (AAPL) Revenue warning February 18, 2020 The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information. Apple (AAPL) […]
Special Semiconductor & Supplier IV Report into Apple (AAPL) Revenue warning February 18, 2020
The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.
Apple (AAPL) February call option implied volatility is at 19, March is at 22; compared to its 52-week range of 18 to 35 into warns revenue will be lower than expected.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 33 into Apple (AAPL) warns revenue will be lower than expected.
Skyworks (SWKS) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 50
Lumentum (LITE) 30-day option implied volatility is at 37; compared to its 52-week range of 33 to 60
Qorvo (QRVO) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 47
Broadcom (AVGO) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 45
Qualcomm (QCOM) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 43
Cirrus Logic (CRUS) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 54
STMicroelectronics NV (STM) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 53
Marvell Technology (MRVL) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 47
Micron (MU) 30-day option implied volatility is at 38; compared to its 52-week range of 31 to 55
Intel (INTC) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 35
Universal Display (OLED) 30-day option implied volatility is at 58; compared to its 52-week range of 31 to 70
ON Semiconductor (ON) 30-day option implied volatility is at 37; compared to its 52-week range of 30 to 52
Analog Devices (ADI) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 43
Lam Research (LRCX) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 43
KLA-Tencor (KLAC) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 48
MagnaChip Semiconductor (MX) 30 day option implied volatility is at 73; compared to its 52-week range of 40 to 91
AMD (AMD) 30-day option implied volatility is at 45; compared to its 52-week range 37 to 68
Western Digital (WDC) 30-day option implied volatility is at 37; compared to its 52-week range of 31 to 59
Texas Instruments (TXN) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 34
NVIDIA (NVDA) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 56
Maxim Integrated Devices (MXIM) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 37
Amkor Technology (AMKR) 30 day option implied volatility is at 40; compared to its 52-week range of 32 to 72 into Apple (AAPL) warns on coronavirus, won’t meet revenue guidance
