Mid-session IV Report September 28, 2022

Mid-session IV Report September 28, 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: AAPL NKE MU UVIX VIX UVXY VIXY VXX AGNC MPW SAVE

Popular stocks with increasing volume: BABA BIIB BAC F NIO BBBY BIIB

Option IV movement

Apple (AAPL) 30-day option implied volatility is at 45; compared to its 52-week range of 20 to 44 as shares sell off 4%.

Taiwan Semi (TSM) 30-day option implied volatility is at 45; compared to its 52-week range of 22 to 49 as shares sell off 2.6%. Call put ratio 1 call to 3 puts.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 30; compared to its 52-week range of 12 to 55.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 36; compared to its 52-week range of 16 to 40.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 68; compared to its 52-week range of 28 to 91.

Snowflake (SNOW) 30-day option implied volatility is at 74; compared to its 52-week range of 36 to 114 as shares near low end of range.

Zoom (ZM) 30-day option implied volatility is at 61; compared to its 52-week range of 34 to 115 as shares near low end of range.

Roku (ROKU) 30-day option implied volatility is at 97; compared to its 52-week range of 45 to 119 as shares near low end of range.

Airbnb (ABNB) 30-day option implied volatility is at 62; compared to its 52-week range of 39 to 77 as shares near low end of range.

Upstart Holdings (UPST) 30-day option implied volatility is at 114; compared to its 52-week range of 71 to 166 as shares near low end of range.

GoodRx Holdings, Inc. (GDRX) 30-day option implied volatility is at 83; compared to its 52-week range of 53 to 133 as shares near low end of range.

Oatly (OTLY) 30-day option implied volatility is at 79; compared to its 52-week range of 62 to 132 as shares near low end of range.

Affirm Holdings (AFRM) 30-day option implied volatility is at 110; compared to its 52-week range of 74 to 214 as shares near low end of range.

Option IV into quarter results

Nike (NKE) September weekly call option implied volatility is at 120, October is at 55; compared to its 52-week range of 20 to 52 into the expected release of quarter results after the bell on September 29.

Micron (MU) September weekly call option implied volatility is at 106, October is at 61; 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 240, October is at 160; compared to its 52-week range of 58 to 325 into the expected release of quarter results before the bell on September 29.

Carnival (CCL) September weekly call option implied volatility is at 135, October is at 87; compared to its 52-week range of 41 to 101 into the expected release of quarter results on September 29.

CarMax (KMX) October call option implied volatility is at 66, November is at 56; compared to its 52-week range of 25 to 86 into the expected release of quarter results before the bell on September 29.

Rite Aid (RAD) September weekly call option implied volatility is at 225, October is at 122; compared to its 52-week range of 50 to 115 into the expected release of quarter results before the bell on September 29.

Twitter (TWTR) September weekly call option implied volatility is at 60, October is at 73; compared to its 52-week range of 21 to 88. Call put ratio 1 call to 2.4 puts.

Options with decreasing option implied volatility: BIIB NLY FAZE EVTL BIIB
Increasing unusual option volume: NNOX SHY NOVA IRTC BIIB CALM
Increasing unusual call option volume: NNOX CALM BIIB HIVE
Increasing unusual put option volume: NOVA SHY BIIB PAYX MNMD CANO
Active options: AAPL TSLA AMZN NFLX META AMD NVDA MSFT GOOGL AMC BABA BIIB BAC F NIO BBBY GOOG SAVA NNOX LCID