Mid-session IV Report October 20, 2022

Mid-session IV Report October 20, 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: SNAP AXP SAM SLB VZ EVTL DUK AMPX GNRC

Popular stocks with increasing volume: TWTR PLTR IBM BABA AA CVX SHOP ALL

Meta Platforms (META) 30-day option implied volatility is at 72; compared to its 52-week range of 29 to 79 as share rally 1.9%. Call put ratio 1.5 calls to 1 put.

Pinterest (PINS) 30-day option implied volatility is at 97; compared to its 52-week range of 45 to 114 as share rally 3.7%. Call put ratio 1.5 calls to 1 put.

Option IV into quarter results

Snap (SNAP) October call option implied volatility is at 410, November is at 120; compared to its 52-week range of 46 to 128 into the expected release of quarter results today after the bell.

Boston Beer (SAM) October call option implied volatility is at 200, November is at 64; compared to its 52-week range of 37 to 101 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put.

Verizon (VZ) October call option implied volatility is at 86, November is at 32; compared to its 52-week range of 12 to 36 into the expected release of quarter results before the bell on October 21.

American Express (AXP) October call option implied volatility is at 96, November is at 45; compared to its 52-week range of 24 to 49 into the expected release of quarter results before the bell on October 21.

Schlumberger (SLB) October call option implied volatility is at 75, November is at 51; compared to its 52-week range of 36 to 61 into the expected release of quarter results before the bell on October 21. Call put ratio 4.4 calls to 1 put with focus on November calls.

HCA Holdings (HCA) October call option implied volatility is at 140, November is at 47; compared to its 52-week range of 23 to 87 into the expected release of quarter results before the bell on October 21.

Tenet Healthcare (THC) October call option implied volatility is at 222, November is at 71; compared to its 52-week range of 36 to 106 into the expected release of quarter results before the bell on October 21.

Option implied volatility for semi-conductor stocks

NVIDIA (NVDA) 30-day option implied volatility is at 68; compared to its 52-week range of 35 to 82 as shares rally 5.3%.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 64; compared to its 52-week range of 34 to 73 as shares rally 4.8%.

Lam Research (LRCX) 30-day option implied volatility is at 54; compared to its 52-week range of 28 to 64 as shares rally 10.3%.

Intel (INTC) 30-day option implied volatility is at 54; compared to its 52-week range of 21 to 58 as shares rally 2.5%.

Micron Technology (MU) 30-day option implied volatility is at 51; compared to its 52-week range of 27 to 68 as shares rally 2.7%.

Direxion Daily Semiconductor Bull 3x Shares (SOXL) 30-day option implied volatility is at 131; compared to its 52-week range of 57 to 146 as shares rally 9.6%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 44; compared to its 52-week range of 20 to 49 as shares rally 3.2%.

Option implied volatility for Home-Building Stocks

PulteGroup (PHM) 30-day option implied volatility is at 50; compared to its 52-week range of 27 to 94 as share rally 1.2%. Call put ratio 1 call to 8 puts.

Toll Brothers (TOL) 30-day option implied volatility is at 46; compared to its 52-week range of 29 to 63 as shares rally 1.2%. Call put ratio 1 call to 3.4 puts.

Beazer Homes (BZH) 30-day option implied volatility is at 63; compared to its 52-week range of 40 to 71.

Lennar (LEN) 30-day option implied volatility is at 47; compared to its 52-week range of 27 to 57. Call put ratio 1 call to 2 puts as shares rally 1.3%.

D.R. Horton (DHI) 30-day option implied volatility is at 51; compared to its 52-week range of 26 to 54 as shares rally 1%.

Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 44; compared to its 52-week range of 21 to 49. Call put ratio 3.7 calls to 1 put.

Home Depot (HD) 30-day option implied volatility is at 37; compared to its 52-week range of 20 to 46.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 49. Call put ratio 1 call to 1.6 puts.

Rocket Companies (RKT) 30-day option implied volatility is at 84; compared to its 52-week range of 43 to 98. Call put ratio 5.5 calls to 1 put.

Option implied volatility for Home-Building Stocks

PulteGroup (PHM) 30-day option implied volatility is at 49; compared to its 52-week range of 27 to 94 as share sell off 7.4%. Call put ratio 2.4 calls to 1 put.

Toll Brothers (TOL) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 63 as shares sell off 5.6%. Call put ratio 1 call to 3.5 puts.

Beazer Homes (BZH) 30-day option implied volatility is at 64; compared to its 52-week range of 40 to 71 as shares sell off 6.5%.

Lennar (LEN) 30-day option implied volatility is at 49; compared to its 52-week range of 27 to 57. Call put ratio 1 call to 3 puts as shares sell off 5.9%.

D.R. Horton () 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 41 as shares selDHIl off 4.6%.

Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 44; compared to its 52-week range of 21 to 49. Call put ratio 2.9 calls to 1 put as shares sell off 5.8%.

Rocket Companies (RKT) 30-day option implied volatility is at 83; compared to its 52-week range of 43 to 98 as shares sell off 5.5%.

Options with decreasing option implied volatility: TCDA RLMD CLR NFLX ACI TWTR IBM PG
Increasing unusual option volume: ERIC TCDA MNTV PZZA REI SBLK
Increasing unusual call option volume: REI ALK DINO ADT WU MVST
Increasing unusual put option volume: TCDA SBLK MANU ALL HUN NOK
Active options: TSLA AAPL NVDA AMZN AMD T NFLX AAL NIO SNAP TWTR MULN PLTR GOOGL META IBM BABA AA CVX SHOP