Mid-session IV Report October 3, 2022

Mid-session IV Report October 3, 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: NLY MPW AGNC SAVE TCDA LVWR LYFT HTGC Z DB ATVI

Popular stocks with increasing volume: NKE PBR NCLH F MU TWTR BAC PLTR SNAP

Tesla options moving as shares sell off 7.2%

Tesla (TSLA) October weekly and October call option implied volatility is at 76; compared to its 52-week range of 36 to 84 into the expected release of quarter results on October 19.

Money stocks option implied volatility

Credit Suisse (CS) 30-day option implied volatility is at 111; compared to its 52-week range of 19 to 95.

UBS AG (UBS) 30-day option implied volatility is at 42; compared to its 52-week range of 17 to 59. Call put ratio 1 call to 3.2 puts.

Deutsche Bank (DB) 30-day option implied volatility is at 62; compared to its 52-week range of 26 to 82. Call put ratio 1 call to 6 puts.

Bank of America (BAC) 30-day option implied volatility is at 41; compared to its 52-week range of 22 to 48 as shares rally 2.6%. Call put ratio 2.1 calls to 1 put.

Citigroup (C) 30-day option implied volatility is at 44; compared to its 52-week range of 22 to 48 as shares rally 1.3%.

Goldman Sachs (GS) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 42. Call put ratio 1 call to 1.6 puts.

JPMorgan (JPM) 30-day option implied volatility is at 39; compared to its 52-week range of 19 to 44. Call put ratio 2.8 calls to 1 put as shares rally 2.6%.

Morgan Stanley (MS) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 47 as shares rally 2%.

Wells Fargo (WFC) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 51.

BlackRock (BLK) 30-day option implied volatility is at 41; compared to its 52-week range of 20 to 43 as shares rally 2%.

Annaly Capital Management (NLY) 30-day option implied volatility is at 58; compared to its 52-week range of 15 to 595 as shares rally 1.6%. Call put ratio 1 call to 2.4 puts.

Ally Financial (ALLY) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 86 as shares rally 5%.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 58. Call put ratio 1 calls to 4.9 puts as shares rally 2%.

iShares MSCI Brazil (EWZ) October weekly call option implied volatility is at 58, October is at 47; compared to its 52-week range of 29 to 52 into Brazil’s presidential elections runoff in two weeks.

Petrobras (PBR) 30-day option implied volatility is at 71; compared to its 52-week range of 37 to 109 into Brazil’s presidential elections runoff in two weeks. Call put ratio 4.3 calls to 1 put with focus on October weekly 13.50 and 14.50 calls.

Options with decreasing option implied volatility: EVTL AMLX BIIB ICPT KMX NKE
Increasing unusual option volume: CS TCDA TIP FXB CLNN APRN
Increasing unusual call option volume: TIP CS IEO BAX MCHI
Increasing unusual put option volume: CS LAZR BGS CLNN GOTU GRPN TUR SNU
Active options: TSLA AAPL AMZN CCL NVDA AMD META NFLX BABA NKE PBR MSFT GOOGL NCLH F MU TWTR BAC PLTR SNAP