Mid-session IV Report December 11, 2023

Mid-session IV Report December 11, 2023

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Mid-session IV Report December 11, 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: HTZ NOVA KOLD MBI SWN C ALL BAC JPM UNH WFC

Popular stocks with increasing volume: BABA INTC M SNOW SOFI SNAP OXY AVGO AFRM PARA

Option IV into quarter results and FOMC policy meeting

Oracle (ORCL) December call option implied volatility is at 73, January is at 31; compared to its 52-week range of 18 to 47 into the expected release of quarter results today after the bell.

Adobe (ADBE) December call option implied volatility is at 74, January is at 35; compared to its 52-week range of 26 to 50 into the expected release of quarter results after the bell on December 13.

Costco (COST) December call option implied volatility is at 36, January is at 19; compared to its 52-week range of 14 to 28 into the expected release of quarter results after the bell on December 14.

Lennar (LEN) December call option implied volatility is at 63, January is at 32; compared to its 52-week range of 22 to 42 into the expected release of quarter results after the bell on December 14.

National Beverage (FIZZ) December call option implied volatility is at 57, January is at 31; compared to its 52-week range of 25 to 51 into the expected release of quarter results on December 14.

Movers

Coinbase (COIN) 30-day option implied volatility is at 78; compared to its 52-week range of 59 to 130 as share price down 6.5%.

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 55; compared to its 52-week range of 21 to 48. Call put ratio 2.6 calls to 1 put.

Occidental Petroleum (OXY) 30-day option implied volatility is at 23; compared to its 52-week range of 22 to 47 after acquiring CrownRock in deal valued at $12B in cash and stock.

Eli Lilly & Co. (LLY) December call option implied volatility is at 36, January is at 23; compared to its 52-week range of 19 to 34. Call put ratio 2.3 calls to 1 put as share price down 4.3%.

Novo Nordisk (NVO) December call option implied volatility is at 35, January is at 28; compared to its 52-week range of 20 to 67.

Options with decreasing option implied volatility: GTLB REPL GME CHWY ASAN HA DOCU MDB AI S DG
Increasing unusual option volume: ALT SIX NN GOTU CI QDEL IREN
Increasing unusual call option volume: CI QDEL GOTU NN RSP JWN EWJ BITF
Increasing unusual put option volume: HSP CYTK CLSK EDR BLUE MOR CI
Active options: TSLA AMD NVDA AAPL AMZN MARA MSFT META GOOGL BABA INTC PLTR GOOG M SNOW SOFI SNAP OXY AVGO AFRM

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