Mid-session IV Report October 25, 2022

Mid-session IV Report October 25, 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: DLTR BBBY QGEN EVTL CLR NTES META BA BMY F KHC SKX

Popular stocks with increasing volume: SNAP CLF KO SQ PDD TLRY

Federal Reserve officials meet November 1-2

IV into quarter results

Alphabet (GOOGL) October weekly call option implied volatility is at 77, November is at 45; compared to its 52-week range of 20 to 41 into the expected release of quarter results today after the bell.

Microsoft (MSFT) October weekly call option implied volatility is at 64, November is at 42; compared to its 52-week range of 18 to 47 into the expected release of quarter results today after the bell.

Visa (V) October weekly call option implied volatility is at 65, November is at 37; compared to its 52-week range of 22 to 43 into the expected release of quarter results today after the bell.

Chipotle (CMG) October weekly call option implied volatility is at 101, November is at 51; compared to its 52-week range of 22 to 55 into the expected release of quarter results today after the bell.

Meta Platforms (META) October weekly call option implied volatility is at 167, November is at 105; compared to its 52-week range of 29 to 79 amid wide intra-day price movement. Call put ratio 1.2 calls to 1 put as shares rally 3.4% into quarter results and outlook on October 26.

Bristol Meyers (BMY) October weekly call option implied volatility is at 43, November is at 32; compared to its 52-week range of 18 to 30 into the expected release of quarter results before the bell on October 26. Call put ratio 1 call to 3.2 puts.

Boeing (BA) October weekly call option implied volatility is at 67, November is at 60; compared to its 52-week range of 31 to 63 into the expected release of quarter results before the bell on October 26. Call put ratio 2 calls to 1 put.

Bristol Meyers (BMY) October weekly call option implied volatility is at 43, November is at 32; compared to its 52-week range of 18 to 30 into the expected release of quarter results before the bell on October 26. Call put ratio 1 call to 3.2 puts.

CME Group (CME) October weekly call option implied volatility is at 50, November is at 51; compared to its 52-week range of 18 to 37 into the expected release of quarter results before the bell on October 26. Call put ratio 1 call to 2.3 puts.

Ford (F) October weekly call option implied volatility is at 85, November is at 65; compared to its 52-week range of 36 to 65 into the expected release of quarter results on October 26.

Kraft Heinz (KHC) October weekly call option implied volatility is at 60, November is at 41; compared to its 52-week range of 19 to 36 into the expected release of quarter results before the bell on October 26.

Hilton (HLT) November call option implied volatility is at 45, December is at 40; compared to its 52-week range of 28 to 85 into the expected release of quarter results before the bell on October 26.

Seagate (STX) October weekly call option implied volatility is at 113, November is at 59; compared to its 52-week range of 30 to 58 into the expected release of quarter results before the bell on October 26. Call put ratio 4.1 calls to 1 put with focus on October 60 calls.

Harley Davidson (HOG) October weekly call option implied volatility is at 120, November is at 62; compared to its 52-week range of into the expected release of quarter results before the bell on October 26.

Quantum Scape (QS) October weekly call option implied volatility is at 150, November is at 100; compared to its 52-week range of into the expected release of quarter results after the bell on October 26.

Spirit Airlines (SAVE) October weekly call option implied volatility is at 84, November is at 52; compared to its 52-week range of 22 to 108 into the expected release of quarter results on October 26.

Apple (AAPL) October weekly call option implied volatility is at 63, November is at 41; compared to its 52-week range of 20 to 45 into the expected release of quarter results after the bell on October 27. Call put ratio 2.1 calls to 1 put.

Amazon (AMZN) October weekly call option implied volatility is at 98, November is at 55; compared to its 52-week range of 22 to 57 into the expected release of quarter results after the bell on October 27. Call put ratio 2 calls to 1 put.

Options with decreasing option implied volatility: PG KMB SAVE NFLX SNAP HCA ALLY IBM ISRG SAVE UPS T GM
Increasing unusual option volume: XRX YUMC MIST DVAX GPRE XM AGQ CYH ANY FTI XM AXL
Increasing unusual call volume: AXP MCHP SKX AGQ THC TIGR XM WEBR DFS
Increasing unusual put option volume: DFS ARCC TCDA XRX FIGS TEN LOGI BK GLW SBSW TCDA
Active options: TSLA AAPL AMD NVDA GOOGL TWTR AMZN NIO BABA SNAP NFLX MSFT META MULN CLF KO GOOG SQ PDD TLRY