Mid-session IV Report October 18, 2022

Mid-session IV Report October 18, 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: NFLX ISRG ABT UAL TSLA AA LVS AKUS DNUT WE VZ

Popular stocks with increasing volume: AMC AAL SOFI JPM CRM DNUT CRM SPLK WIX CL

Option IV amid broad stock market rally

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 reverse from up to flat.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 36; compared to its 52-week range of 16 to 40 as shares reverse from up to flat.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 69; compared to its 52-week range of 28 to 91 as shares rally 0.3%.

Option IV into quarter results

Netflix (NFLX) October call option implied volatility is at 165, November is at 77; compared to its 52-week range of 25 to 86 into the expected release of quarter results today after the bell.

United Airlines (UAL) October call option implied volatility is at 96, November is at 66; compared to its 52-week range of 37 to 87 into the expected release of quarter results today after the bell.

Tesla (TSLA) October call option implied volatility is at 110, 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) October call option implied volatility is at 123, November is at 78; compared to its 52-week range of 49 to 82 into the expected release of quarter results after the bell on October 19.

Proctor & Gamble (PG) October call option implied volatility is at 53, November is at 30; compared to its 52-week range of 14 to 33 into the expected release of quarter results before the bell on October 19.

Abbott (ABT) October call option implied volatility is at 48, November is at 30; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on October 19.

Lam Research (LRCX) October call option implied volatility is at 90, November is at 61; compared to its 52-week range of 28 to 63 into the expected release of quarter results after the bell on October 19.

Las Vegas Sands (LVS) October call option implied volatility is at 82, November is at 61; compared to its 52-week range of 39 to 72 into the expected release of quarter results on October 19.

IV movers

Salesforce (CRM) 30-day option implied volatility is at 45; compared to its 52-week range of 22 to 62 after Starboard takes stake in Salesforce, CNBC reports.

Wix.com (WIX) 30-day option implied volatility is at 82; compared to its 52-week range of 46 to 115 after Starboard takes stake in, CNBC reports.

Splunk (SPLK) 30-day option implied volatility is at 64; compared to its 52-week range of 33 to 85 after Starboard takes stake in, CNBC reports.

Digital World Acquisition Corp (DWAC) 30-day option implied volatility is at 110; compared to its 52-week range of 78 to 254.

Colgate-Palmolive (CL) 30-day option implied volatility is at 30; compared to its 52-week range of 14 to 31. Call put ratio 21 calls to 1 put as shares rally 2%.

The Carlyle Group (CG) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 99. Call put ratio 1 call 19 puts as shares trade up 1.4%

Krispy Kreme (DNUT) 30-day option implied volatility is at 56; compared to its 52-week range of 35 to 115. Call put ratio 34 calls to 1 put with focus on ATM October calls as shares trade up 4%.

Options with decreasing option implied volatility: RLMD CLR AXSM ACI WBA NLY VTRS DPZ BAC C WFC GS
Increasing unusual option volume: STT CMA CANO STT TCDA DNUT AVEO TCDA ENLC LFG ACI MCHI
Increasing unusual call option volume: MCHI ACI SKX MTTR MTCH ANET CL BKR
Increasing unusual put option volume: TCDA ACI CGC CANO HAS LQDA FXB EXPI EWG AVXL
Active options: AAPL TSLA AMZN AMD BAC NVDA MSFT CCL NIO META GME GOOGL NFLX MARA F AMC AAL SOFI JPM GOOG