Mid-session IV Report December 1, 2023

Mid-session IV Report December 1, 2023

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Mid-session IV Report December 1, 2023

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.

Options with increasing option implied volatility: GME TMF HCA CI JEPI

Popular stocks with increasing volume: PFE COIN GME MRVL INTC AFRM BA

Option IV after Fed’s Powell: Premature To Speculate On When Policy May Ease

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of 11 to 24.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 15; compared to its 52-week range of 16 to 30 after Fed’s Powell: Premature To Speculate On When Policy May Ease.

Johnson & Johnson (JNJ) December weekly call option implied volatility is at 17, December is at 16; compared to its 52-week range of 11 to 21 into JNJ’s Enterprise Business Review on December 5th.

Option IV into quarter results

AutoZone (AZO) December call option implied volatility is at 30, December is at 23; compared to its 52-week range of 18 to 30 into the expected release of quarter results before the bell on December 5.

Nio Inc (NIO) December weekly call option implied volatility is at 85, December is at 71; compared to its 52-week range of into the expected release of quarter results before the bell on December 5. Call put ratio 3 calls to 1 put.

J.M. Smucker (SJM) December call option implied volatility is at 35, January is at 26; compared to its 52-week range of into the expected release of quarter results before the bell on December 5. Call put ratio 1 call to 2.2 puts.

Tol Brothers (TOL) December weekly call option implied volatility is at 44, December is at 34; compared to its 52-week range of 24 to 44 into the expected release of quarter results after the bell on December 5.

Box (BOX) December call option implied volatility is at 51, January is at 37; compared to its 52-week range of 20 to 83 into the expected release of quarter results after the bell on December 5. Call put ratio 38 calls to 1 put with focus on December and January calls.

Asana (ASAN) December weekly call option implied volatility is at 140, December is at 110; compared to its 52-week range of 46 to 106 into the expected release of quarter results after the bell on December 5. Call put ratio 2 calls to 1 put.

SentinelOne (S) December weekly call option implied volatility is at 103, December is at 77; compared to its 52-week range of into the expected release of quarter results after the bell on December 5.

Signet Jewelers (SIG) December weekly call option implied volatility is at 86, December is at 53; compared to its 52-week range of 43 to 121 into the expected release of quarter results before the bell on December 5.

Dave & Buster (PLAY) December call option implied volatility is at 73, January is at 48; compared to its 52-week range of 33 to 100 into the expected release of quarter results after the bell on December 5.

Designer Brands (DBI) December call option implied volatility is at 93, January is at 63; compared to its 52-week range of 33 to 103 into the expected release of quarter results before the bell on December 5.

Options with decreasing option implied volatility: FL IMGN OKTA IOT AMBA DLTR DWAC ASO PSTG NTNX MPW SNOW PDD VSCO ZS ULTA PATH FIVE
Increasing unusual option volume: FTI ALT ESTC PATH VNOM PD ULTA DELL CAN
Increasing unusual call option volume: ESTC ALT FTI PATH ULTA REPL VOD CBAY
Increasing unusual put option volume: XPO ESTC ASHR IOT NRG TIGR ULTA IMGN EDR PATH
Active options: TSLA NVDA BABA AMZN CHPT AAPL AMD PFE MARA PLTR PATH GOOGL COIN GME META MRVL MSFT INTC AFRM BA

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