Trade with Eva: Analytics in action >>

Monday, September 11, 2023

Unusual Options Activity Mon 9/11/23

Stocks seeing volatility buying (bullish call buying/bearish put buying):

Calls:

  • FUBO Sept 3.50 calls are seeing interest with 220 contracts trading vs. open int of 1380, pushing implied vol up around 27 points to ~126.89%
  • TLRY Sept 5 calls are seeing interest with 430 contracts trading vs. open int of 1510, pushing implied vol up around 77 points to ~234.27%. The Co is slated to reports its next earnings in October.

Puts:

  • NVAX Nov 7.50 puts are active with 90 contracts trading vs. open int of 3010, pushing implied vol down around 2 points to ~144.98%. Underlying shares -6%.
  • CVNA Sept 49 puts are active with 60 contracts trading vs. open int of 1110, pushing implied vol down around 15 points to ~102.86%. Underlying shares +7%.

Sentiment: The CBOE Put/Call ratio is currently: 0.90, VIX: (13.83, -0.01, -0.07%).

No comments:

Post a Comment