Mid-session IV Report October 14, 2022

Mid-session IV Report October 14, 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: VERU BYND TWTR AA

Popular stocks with increasing volume: JPM BAC C AMC SQ WFC DAL SBUX DKNG

Option IV amid wide intra-day price movements

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 34; compared to its 52-week range of 16 to 58 after bank quarter results.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 30; compared to its 52-week range of 12 to 55 as shares sell off 1%.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 37; compared to its 52-week range of 16 to 40 as shares sell off 1.5%.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 71; compared to its 52-week range of 28 to 91 as shares sell off 2.3%.

Option IV into quarter results

Bank of America (BAC) October call option implied volatility is at 52, November is at 42; compared to its 52-week range of 22 to 48 into the expected release of quarter results before the bell on October 17.

The Charles Schwab Corp (SCHW) October call option implied volatility is at 60, November is at 44; compared to its 52-week range of 26 to 49 into the expected release of quarter results before the bell on October 17.

Bank of New York (BK) October call option implied volatility is at 56, November is at 42; compared to its 52-week range of 21 to 46 into the expected release of quarter results before the bell on October 17.

Johnson & Johnson (JNJ) October call option implied volatility is at 29, November is at 24; compared to its 52-week range of 15 to 24 into the expected release of quarter results before the bell on October 18.

Lockheed Martin (LMT) October call option implied volatility is at 45, November is at 34; compared to its 52-week range of 17 to 39 to the expected release of quarter results before the bell on October 18.

Netflix (NFLX) October call option implied volatility is at 123, November is at 78; compared to its 52-week range of 25 to 86 into the expected release of quarter results after the bell on October 18.

Tesla (TSLA) October call option implied volatility is at 86, November is at 72; compared to its 52-week range of 36 to 84 into the expected release of quarter results after the bell on October 19.

Alcoa (AA) 30-day option implied volatility is at 77; compared to its 52-week range of 49 to 82 as shares sell off 4.9%.

Options with decreasing option implied volatility: RLMD UNH JPM C WFC PNC USB RLMD
Increasing unusual option volume: NNOX CSSE RETA ACI JOBY EWY NTNX
Increasing unusual call option volume: NNOX ACI MCHI RL JOBY
Increasing unusual put option volume: CSSE ACI TMF CS FIGS TCDA JOBY CPNG
Active options: TSLA AAPL AMZN NVDA AMD JPM CHPT NFLX BAC C META AMC SQ MSFT WFC DAL NIO SBUX MARA DKNG