Mid-session IV Report October 19, 2022

Mid-session IV Report October 19, 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: EVTL AVEO GNRC

Popular stocks with increasing volume: INTC AAL UAL VZ DIS XOM BAC SBH TWTR SNAP F

Option IV into quarter results

Tesla (TSLA) October call option implied volatility is at 129, 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 140, 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.

Las Vegas Sands (LVS) October call option implied volatility is at 100, November is at 63; compared to its 52-week range of 39 to 72 into the expected release of quarter results on October 19.

Union Pacific (UNP) October call option implied volatility is at 59, November is at 34; compared to its 52-week range of 18 to 37 into the expected release of quarter results before the bell on October 20. Call put ratio 3.4 calls to 1 put.

AT&T (T) October call option implied volatility is at 80, November is at 34; compared to its 52-week range of 19 to 36 into the expected release of quarter results before the bell on October 20.

Blackstone (BX) October call option implied volatility is at 85, November is at 54; compared to its 52-week range of 27 to 59 into the expected release of quarter results before the bell on October 20.

Freeport (FCX) October call option implied volatility is at 106, November is at 65; compared to its 52-week range of 42 to 65 into the expected release of quarter results before the bell on October 20. Call put ratio 1 call to 2.1 puts.

Tractor Supply (TSCO) October call option implied volatility is at 79, November is at 43; compared to its 52-week range of 22 to 44 into the expected release of quarter results before the bell on October 20.

Snap (SNAP) October call option implied volatility is at 290, November is at 106; compared to its 52-week range of 46 to 128 into the expected release of quarter results after the bell on October 20.

American Airlines (AAL) October call option implied volatility is at 93, November is at 63; compared to its 52-week range of 39 to 86 into the expected release of quarter results before the bell on October 20. Call put ratio 3.2 calls to 1 put.

Crocs (CROX) October call option implied volatility is at 94, November is at 82; compared to its 52-week range of 42 to 263 into the expected release of quarter results on October 20. Call put ratio 1 call to 2.2 puts.

Boston Beer (SAM) October call option implied volatility is at 180, November is at 74; compared to its 52-week range of 37 to 101 into the expected release of quarter results after the bell on October 20. Call put ratio 6 calls to 1 put.

Danaher (DHR) October call option implied volatility is at 77, November is at 41; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on October 20.

Twilio (TWLO) 30-day option implied volatility is at 92; compared to its 52-week range of 39 to 98 into the expected release of quarter results on November 3. Call put ratio 2 calls to 1 put.

Options with decreasing option implied volatility: RLMD CLR ACI UVXY AXSM NFLX NLY TWTR WBA DPZ C JPM PG
Increasing unusual option volume: GNRC OLPX GOGO AVEO HST JOBY MBB
Increasing unusual call option volume: JOBY JBHT HOG SESN CC SUN PHM CMA VALE
Increasing unusual put option volume: HST YANG CTRA TCDA ALLY ISRG CPB KMX
Active options: NFLX TSLA AMZN AAPL INTC NIO NVDA AAL UAL META VZ AMD DIS XOM BAC SBH TWTR MSFT SNAP F