Mid-session IV Report September 26, 2022

Mid-session IV Report September 26, 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 SAVA ICPT TWTR MPW UPS OKE CMG STWD UPS GPRO

Popular stocks with increasing volume: COIN LVS NFLX NIO SOFI GOOGL RBLX CCL PLTR

Option IV into Brazil Presidential elections

iShares MSCI Brazil (EWZ) September weekly call option implied volatility is at 57, October is at 50; compared to its 52-week range of 29 to 52.

Petrobras (BR) 30-day option implied volatility is at 63; compared to its 52-week range of 37 to 109.

Option IV into quarter results

Nike (NKE) September weekly call option implied volatility is at 89, October is at 52; compared to its 52-week range of 20 to 52 into the expected release of quarter results after the bell on September 29. Call put ratio 3.2 calls to 1 put.

Micron (MU) September weekly call option implied volatility is at 88, October is at 60; compared to its 52-week range of 26 to 68 into the expected release of quarter results after the bell on September 29.

Bed Bath & Beyond (BBBY) September weekly call option implied volatility is at 192, October is at 156; compared to its 52-week range of 58 to 325 into the expected release of quarter results before the bell on September 29.

Option implied volatility for Entertainment and Gaming as Macau plans to resume visitation

Caesars (CZR) 30-day option implied volatility is at 78; compared to its 52-week range of 43 to 83 after local government and China announce plans to resume group tours for mainland China residents to visit Macao.

MGM Resorts (MGM) 30-day option implied volatility is at 53; compared to its 52-week range of 37 to 62.

Las Vegas Sands (LVS) 30-day option implied volatility is at 61; compared to its 52-week range of 39 to 72. Call put ratio 3.4 calls to 1 put as shares rally 13%.

Wynn Resorts (WYNN) 30-day option implied volatility is at 63; compared to its 52-week range of 43 to 72 as Macau plans to resume visitation. Call put ratio 2.8 calls to 1 put as shares rally 14%.

Melco Resorts (MLCO) 30-day option implied volatility is at 103; compared to its 52-week range of 57 to 136 as Macau plans to resume visitation. Call put ratio 10.4 calls to 1 put as shares rally 30%.

Generac Holdings (GNRC) 30-day option implied volatility is at 71; compared to its 52-week range of 37 to 108 as shares rally 1.7%. Call put ratio 2.1 calls to 1 put into Tropical Storm Ian.

Options with decreasing option implied volatility: NLY
Increasing unusual option volume: AVCT TCDA DNMR CC NGD REM CRHC
Increasing unusual call option volume: DNMR NGD SKYT TAL AEVA
Increasing unusual put option volume: CC FRPT REM INDA
Active options: TSLA AAPL AMZN AMD NVDA COIN BBBY META MSFT AMC F BABA LVS NFLX NIO SOFI GOOGL RBLX CCL PLTR