Mid-session IV Report September 30, 2022

Mid-session IV Report September 30, 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: AGNC MPW SAVE RITM STWD SIRI ARCC FAZE

Popular stocks with increasing volume: NKE PBR MU NCLH NIO PLTR FCX MARA COIN

Option IV movement for stocks near 52-week low

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

Procter & Gamble (PG) 30-day option implied volatility is at 30; compared to its 52-week range of 14 to 32 as shares near 52-week low.

Alcoa (AA) 30-day option implied volatility is at 77; compared to its 52-week range of 49 to 82 as shares near 52-week low.

Applied Materials (AMAT) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 60 as shares near 52-week low.

Ralph Lauren (RL) 30-day option implied volatility is at 50; compared to its 52-week range of 33 to 96 as shares near 52-week low.

Mondelez (MDLZ) 30-day option implied volatility is at 28; compared to its 52-week range of 15 to 31 as shares near 52-week low.

Charter Communications (CHTR) 30-day option implied volatility is at 50; compared to its 52-week range of 22 to 51 as shares near 52-week low.

Levi (LEVI) 30-day option implied volatility is at 58; compared to its 52-week range of 32 to 99 as shares near 52-week low.

Canada Goose (GOOS) 30-day option implied volatility is at 64; compared to its 52-week range of 41 to 93 as shares near 52-week low.

Groupon (GRPN) 30-day option implied volatility is at 93; compared to its 52-week range of 62 to 150 as shares near 52-week low.

Under Armour Inc (UAA) 30-day option implied volatility is at 70; compared to its 52-week range of 38 to 75 as shares near 52-week low.

AT&T (T) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 34 as shares near 52-week low.

Six Flags Entertainment (SIX) 30-day option implied volatility is at 74; compared to its 52-week range of 43 to 120 as shares near 52-week low.

iShares MSCI Brazil (EWZ) October weekly call option implied volatility is at 75, October is at 59; compared to its 52-week range of 29 to 52 into General elections are scheduled to be held October 2, 2022 in Brazil to elect the President, Vice President, and the National Congress. Elections for state Governors and Vice Governors.

Petrobras (PBR) 30-day option implied volatility is at 74; compared to its 52-week range of 37 to 109 into General elections. Call put ratio 26 calls to 1 put with focus on October 13 and 14 calls.

Options with decreasing option implied volatility: NLY FAZE AMLX BIIB ICPT NKE FDX CCL
Increasing unusual option volume: MAT HAS LULU DKS SKX CCL NCLH RCL AVCT ICPT INDA RETA
Increasing unusual call option volume: ICPT SAND AMLX WSM
Increasing unusual put option volume: AMLX INDA EVTL NKE WSM MRO
Active options: TSLA AAPL CCL AMZN AMD NVDA NKE PBR MU META NFLX MSFT NCLH NIO F GOOGL PLTR FCX MARA COIN