Mid-session IV Report October 13, 2022

Mid-session IV Report October 13, 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: ACI KR REV RLMD VERU EVTL

Popular stocks with increasing volume: ACI KR AMC TWTR DAL NIO INTC SNAP SHOP AAL REV TEN

Option IV into quarter results

Wells Fargo (WFC) October weekly call option implied volatility is at 112, October is at 60; compared to its 52-week range of 26 to 51 into the expected release of quarter results before the bell on October 14.

Citigroup (C) October weekly call option implied volatility is at 120, October is at 63; compared to its 52-week range of 22 to 49 into the expected release of quarter results before the bell on October 14.

JPMorgan (JPM) October weekly call option implied volatility is at 104, October is at 56; compared to its 52-week range of 19 to 44 into the expected release of quarter results before the bell on October 14.

U.S. Bancorp (USB) October weekly call option implied volatility is at 91, October is at 51; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on October 14.

PNC Financial Services (PNC) October weekly call option implied volatility is at 71, October is at 45; compared to its 52-week range of 21 to 42 into the expected release of quarter results before the bell on October 14.

Morgan Stanley (MS) October weekly call option implied volatility is at 101, October is at 57; compared to its 52-week range of 23 to 47 into the expected release of quarter results before the bell on October 14.

UnitedHealth Group (UNH) October weekly call option implied volatility is at 87, October is at 44; compared to its 52-week range of 17 to 34 into the expected release of quarter results before the bell on October 14.

Movers

Kroger (KR) October weekly call option implied volatility is at 60, October is at 51; compared to its 52-week range of 23 to 52 after Bloomberg says merger with Albertsons (ACI) being discussed with Kroger. Call put ratio 1 call to 1.1 puts.

Albertsons (ACI) October call option implied volatility is at 120, November is at 111; compared to its 52-week range of 33 to 94 after Bloomberg says merger being discussed with Kroger (KR). call put ratio 24 calls to 1 put as shares rally 7.5%.

Lithium Stocks

Albemarle (ALB) 30-day option implied volatility is at 64; compared to its 52-week range of 39 to 105. Call put ratio 1 call to 3.4 puts as shares sell off

Sociedad Quimica y Minera de Chile (SQM) 30-day option implied volatility is at 64; compared to its 52-week range of 41 to 72. Call put ratio 1 call to 1.4 puts as shares rally 3.6%.

Livent Corporation (LTHM) 30-day option implied volatility is at 77; compared to its 52-week range of 57 to 123. Call put ratio 3.3 calls to 1 put as shares rally 2.4%.

Lithium Americas Corp. (LAC) 30-day option implied volatility is at 82; compared to its 52-week range of 65 to 134. Call put ratio 3.2 calls to 1 put as shares sell off 2%.

Revlon (REV) call put ratio 3.5 calls to 1 put as shares rally 29%.

Options with decreasing option implied volatility: RLMD DAL PEP BK DPZ
Increasing unusual option volume: RLMD BBD MANU FAST DWAC KR ACI REV
Increasing unusual call option volume: RLMD MANU
Increasing unusual put option volume: RLMD FAST LEVI TCDA
Active options: TSLA AAPL AMZN AMD NVDA MSFT META F GOOGL NFLX MMAT AMC TWTR RLMD DAL NIO INTC SNAP SHOP AAL