The following report is a snapshot of noteworthy changes in stock and options volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often overlooked information.

Options with increasing option implied volatility: 

BIIB SPWR UPS JKS AMZN PDD NOK SNOW CCXI VFF HOME U HYLN SNOW

Options with decreasing option implied volatility: 

SNAP INO FIT FSLY GSX VOD EDIT NIO WLL

Options expected to have increasing volume: 

GILD INTC MAT STX SAM STX WFC UBER LYFT FSLY AXP

Increasing unusual call option volume: 

MTDR CCXI INVH CS ALGN JKS

Increasing unusual put option volume: 

TAN APA FIZZ JKS SU FEZ ALGN LOGI FHN LOGI

UBER and LYFT IV into Californians voting on Proposition 22

Uber (UBER) October weekly call option implied volatility is at 45, November is at 65; compared to its 26-week range of 36 to 201 into November 3 company-sponsored California ballot measure that will give voters the chance to decide over the future status of gig workers. Call put ratio 5 calls to 1 put.

Lyft (LYFT) October weekly call option implied volatility is at 55, November is at 88; compared to its 26-week range of 38 to 195 into November 3 company-sponsored California ballot measure that will give voters the chance to decide over the future status of gig workers. Call put ratio 3.5 calls to 1 put.

Semiconductor stocks option implied volatility into Intel (INTC) results

Market Vectors Semiconductor ETF (SMH) October weekly call option implied volatility is at 25, November is at 26; compared to its 52-week range of 19 to 91.

NVIDIA (NVDA) October weekly call option implied volatility is at 39, November is at 35; compared to its 52-week range of 28 to 110.

TE Connectivity (TEL) November call option implied volatility is at 31, December is at 30; compared to its 52-week range of 17 to 80.

Texas Instruments (TXN) October weekly call option implied volatility is at 24, November is at 31; compared to its 52-week range of 19 to 95.

Qorvo (QRVO) October weekly call option implied volatility is at 51, November is at 47; compared to its 52-week range of 27 to 93. Call put ratio 5.8 calls to 1 put.

Skyworks (SWKS) October weekly call option implied volatility is at 30, November is at 45; compared to its 52-week range of 25 to 108.

Xilinx (XLNX) October weekly call option implied volatility is at 26, November is at 46; compared to its 52-week range of 27 to 85.

AMD (AMD) October weekly call option implied volatility is at 57, November is at 61; compared to its 52-week range of 36 to 117 into expected release of quarter results on October 27.

Qualcomm (QCOM) October weekly call option implied volatility is at 31, November is at 43; compared to its 52-week range of 25 to 85 into expected release of quarter results on November 4.

Notable bettings toward broader market indices ETF on 10/22

Market-wide option volume of 26.6m contracts was 4% below recent average levels, with calls leading puts 3 to 2. Single stock and ETF products saw relatively heavy volume, while Index flow was moderate. 

Individuals breakdown by sectors (10/22 notable bets)

Most active sectors included Telecommunications, Oil & Gas and Industrials while Utilities and Health Care were relatively light. Of the 3,607 stocks with listed options, 2,497 (69%) closed higher, and 872 (24%) lower. Among the 500 most liquid single stocks, 30day implied volatility was lower for 332 and higher for 125. 

Tech

Industrial

Consumer Cyclical

Financial

Communication Services

Healthcare

Energy

Real Estate

Basic Materials

Consumer Defensive

Utilities