Mid-session IV Report September 29, 2022

Mid-session IV Report September 29, 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: VIX UVIX AGNC MPW UVXY NLY VIXY SAVE VXX

Popular stocks with increasing volume: RIVN GM NIO OXY PLTR BABA SQ

Option IV movement

New York Community Bancorp (NYCB) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 58 as shares sell off 3.2%. Call put ratio 1 call to 57 puts.

Annaly Capital Management (NLY) 30-day option implied volatility is at 55; compared to its 52-week range of 15 to 595 as shares sell off 6%. Call put ratio 1 call to 2.3 puts.

Ally Financial (ALLY) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 86 as shares sell off 3.2%.

New York Mortgage Trust (NYMT) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 58 as shares sell off 9.6%.

Invesco Ltd. (IVZ) 30-day option implied volatility is at 47; compared to its 52-week range of 30 to 96 as shares sell off 4.5%.

Bank OZK (OZK) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 96 as shares sell off 1.5%.

Ishares Mortgage Real Estate Capped Etf (REM) 30-day option implied volatility is at 54; compared to its 52-week range of 17 to 82 as shares sell off 6.7%. Call put ratio 1 call to 5.8 puts.

Vanguard Reit Etf (VNQ) 30-day option implied volatility is at 32; compared to its 52-week range of 14 to 33 as shares sell off 2.2%.

Real Estate Select Sector SPDR Fund (XLRE) 30-day option implied volatility is at 32; compared to its 52-week range of 11 to 61 as shares sell off 2.4%. Call put ratio 1 call to 57 puts.

Ventas (VTR) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 76 as shares sell off 4.6%. Call put ratio 1 call to 19 puts.

Kimco Realty (KIM) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 73 as shares sell off 3.2%.

Invitation Homes Inc. (INVH) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 84 as shares sell off 1.4%. Call put ratio 1 call to 6.4 puts.

Apple (AAPL) 30-day option implied volatility is at 45; compared to its 52-week range of 20 to 44 as shares sell off 4.4%.

CarMax (KMX) 30-day option implied volatility is at 58; compared to its 52-week range of 24 to 86 as shares sell off 22%. Call put ratio 1 call to 12 puts.

General Motors (GM) 30-day option implied volatility is at 57; compared to its 52-week range of 28 to 58 as shares sell off 6.7%. Call put ratio 1 call to 3.5 puts.

Ford Motor (F) 30-day option implied volatility is at 59; compared to its 52-week range of 36 to 65 as shares sell off 5.8%.

Tesla (TSLA) 30-day option implied volatility is at 70; compared to its 52-week range of 36 to 84 as shares sell off 5.7%.

NIO Inc. (NIO) 30-day option implied volatility is at 82; compared to its 52-week range of 49 to 132 as shares sell off 8%.

XPeng Inc. (XPEV) 30-day option implied volatility is at 91; compared to its 52-week range of 57 to 129 as shares sell off 9%.

Lucid Group (LCID) 30-day option implied volatility is at 80; compared to its 52-week range of 70 to 141 as shares sell off 6.6%.

BorgWarner (BWA) 30-day option implied volatility is at 46; compared to its 52-week range of 27 to 90 as shares sell off 6%.

AutoNation (AN) 30-day option implied volatility is at 53; compared to its 52-week range of 35 to 105 as shares sell off 11% after CarMax (KMX) results.

Asbury Automotive Group (ABG) 30-day option implied volatility is at 50; compared to its 52-week range of 36 to 63 as shares sell off 8% after CarMax (KMX) results.

Group 1 Automotive (GPI) 30-day option implied volatility is at 53; compared to its 52-week range of 39 to 106 as shares sell off 17% after CarMax (KMX) results.

Lithia Motors & Driveway (LAD) 30-day option implied volatility is at 53; compared to its 52-week range of 34 to 104 as shares sell off 9% after CarMax (KMX) results.

Penske Automotive Group (PAG) 30-day option implied volatility is at 54; compared to its 52-week range of 33 to 91 as shares sell off 10% after CarMax (KMX) results.

Sonic Automotive (SAH) 30-day option implied volatility is at 58; compared to its 52-week range of 39 to 68 as shares sell off 14% after CarMax (KMX) results.

Vroom (VRM) 30-day option implied volatility is at 140; compared to its 52-week range of 64 to 206 as shares sell off 8%.

Carvana Co. (CVNA) 30-day option implied volatility is at 142; compared to its 52-week range of 37 to 200 as shares sell off 18% after CarMax (KMX) results.

Option IV into quarter results

Nike (NKE) September weekly call option implied volatility is at 160, October is at 55; compared to its 52-week range of 20 to 52 into the expected release of quarter results today after the bell.

Micron (MU) September weekly call option implied volatility is at 136, October is at 59; compared to its 52-week range of 26 to 68 into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: BIIB EVTL FAZE
Increasing unusual option volume: REAL PSEC PLTK HTGC REM NYCB KMX WPC
Increasing unusual call option volume: REAL PLTK CNQ XRT BEN TTM
Increasing unusual put option volume: NYCB PLTK HTGC ELAN OVV FSK KMX TAL URBN REM BIIB
Active options: AAPL TSLA AMD AMZN NVDA F META NFLX AMC BBBY GOOGL MSFT RIVN GM NIO OXY PLTR BABA SQ GOOG