Mid-session IV Report September 22, 2022

Mid-session IV Report September 22, 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: PINS TWTR IBM LAZR LYV CIM AKAM

Popular stocks with increasing volume: PINS BAC HOOD AMD AAL JPM SQ BABA BBBY CRM HOOD

Energy option IV as WTI crude and Natural gas trend lower

Exxon Mobil (XOM) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 47.

Chevron (CVX) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 46.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 52; compared to its 52-week range of 39 to 64 as WTI crude oil trades below $84.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 49 as WTI crude oil trades below $84.

United States Oil Fund (USO) 30-day option implied volatility is at 46; compared to its 52-week range of 30 to 81. Call put ratio 2.4 calls to 1 put.

United States Natural Gas (UNG) 30-day option implied volatility is at 93; compared to its 52-week range of 35 to 149 as Natural gas trades down 3.7%.

Halliburton (HAL) 30-day option implied volatility is at 52; compared to its 52-week range of 38 to 63.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 50; compared to its 52-week range of 36 to 61.

Uranium stocks option volume & IV

Cameco Corp. (CCJ) 30-day option implied volatility is at 60; compared to its 52-week range of 49 to 76. Call put ratio 4.8 calls to 1 put.

Uranium Energy (UEC) 30-day option implied volatility is at 82; compared to its 52-week range of 74 to 141. Call put ratio 36 calls to 1 put with focus on October calls.

Denison Mines Corp. (DNN) 30-day option implied volatility is at 73; compared to its 52-week range of 42 to 171. Call put ratio 7.4 calls to 1 put.

Energy Fuels Inc. (UUUU) 30-day option implied volatility is at 75; compared to its 52-week range of 70 to 160. Call put ratio 15 calls to 1 put.

Centrus Energy (LEU) 30-day option implied volatility is at 90; compared to its 52-week range of 56 to 148.

Option IV into quarter results

Costco (COST) September weekly call option implied volatility is at 87, October is at 35; compared to its 52-week range of 15 to 51 into the expected release of quarter results today after the bell.

Movers

Pinterest (PINS) September call option implied volatility is at 119, October is at 78; compared to its 52-week range of 41 to 114. Call put ratio 6 calls to 1 put.

Qualcomm (QCOM) September weekly call option implied volatility is at 67, October is at 44; compared to its 52-week range of 23 to 58 into a company hosted investor meeting today.

Biogen (BIIB) September weekly call option implied volatility is at 130, October is at 102; compared to its 52-week range of 29 to 97 into topline phase 3 data for Alzheimer’s drug lecanemab.

SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 52. Call put ratio 1 call to 13 puts.

Options with decreasing option implied volatility: VERU GETY BLUE WEBR CANO SH MQ SBSW
Increasing unusual option volume: AVCT PLTK PTEN ZEN FREY PRPL
Increasing unusual call option volume: ZEN PLTK FREY KIND LAZR
Increasing unusual put option volume: CMRE NVS SRG DBX
Active options: TSLA AAPL AMZN HOOD AMD NVDA GOOGL META LAZR NIO F MSFT AAL NCLH JPM SQ BABA BBBY BAC CRM