Mid-session IV Report December 12, 2023

Mid-session IV Report December 12, 2023

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Mid-session IV Report December 12, 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: ORCL AMAT PFE M NIO PLTR INTC AVGO AFRM BAC

Popular stocks with increasing volume: HTZ LIN ADBE LEN

JPMorgan (JPM) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 41 as share price near upper end of range into FOMC policy meeting.

Option IV into quarter results and FOMC policy meeting

Adobe (ADBE) December call option implied volatility is at 79, 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 40, 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 69, January is at 35; compared to its 52-week range of 22 to 42 into the expected release of quarter results after the bell on December 14.

Darden (DRI) December call option implied volatility is at 54, January is at 26; compared to its 52-week range of 16 to 67 into the expected release of quarter results after the bell on December 15.

Solar stocks option IV as share prices pull back into FOMC policy decision

Sunrun (RUN) 30-day option implied volatility is at 87; compared to its 52-week range of 60 to 116. Call put ratio 2.6 calls to 1 put as share price down 6.4%.

SunPower (SPWR) 30-day option implied volatility is at 94; compared to its 52-week range of 53 to 107. Call put ratio 1 call to 6.6 puts as share price down 5.3%.

Canadian Solar (CSIQ) 30-day option implied volatility is at 50; compared to its 52-week range of 38 to 68.

SolarEdge Technologies (SEDG) 30-day option implied volatility is at 67; compared to its 52-week range of 41 to 92.

Guggenheim Solar Etf (TAN) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 48. Call put ratio 3.9 calls to 1 put as share price down 3.9%.

Enphase Energy, Inc. (ENPH) 30-day option implied volatility is at 55; compared to its 52-week range of 42 to 80 as share price down 6%.

Sunnova Energy International Inc. (NOVA) 30-day option implied volatility is at 107; compared to its 52-week range of 63 to 146.

First Solar (FSLR) 30-day option implied volatility is at 44; compared to its 52-week range of 37 to 66.

Options with decreasing option implied volatility: REPL HUT GME ASAN CHWY S CRSP DOCU AI MDB RH SGEN DG VEEV JCI HA ORCL CPB LULU
Increasing unusual option volume: ALT GOTU INVZ VUG NVTA SPB HOLI SSYS CTVA POOL ORCL
Increasing unusual call option volume: ALT GOTU CTVA LC ORCL BYND SGEN FRSH KHC DAR MT
Increasing unusual put option volume: CNQ NTR JCI ORCL CAVA LIN MT M ONON NANOS LNG
Active options: TSLA ORCL NVDA AMD AAPL AMZN AMAT MSFT GOOGL PFE M NIO PLTR INTC AVGO META AFRM MARA BAC GOOG

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