Mid-session IV Report December 13, 2023

Mid-session IV Report December 13, 2023

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Mid-session IV Report December 13, 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: SAVA UUP CYTK SGEN COST ADVE LEN DRI

Popular stocks with increasing volume: XOM SOFI AVGO PLTR BAC ORCL X CLF

Option implied volatility into FOMC policy decision

Apple (AAPL) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 43.

NVIDIA (NVDA) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 68.

Tesla (TSLA) 30-day option implied volatility is at 44; compared to its 52-week range of 42 to 97.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 39.

Novo Nordisk (NVO) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 67.

AMD (AMD) 30-day option implied volatility is at 37; compared to its 52-week range of 34 to 57 as share price near two-year high.

Coinbase (COIN) 30-day option implied volatility is at 76; compared to its 52-week range of 59 to 130 as Bitcoin trades $41,000.

Option IV into FOMC and quarter results

Adobe (ADBE) December call option implied volatility is at 93, January is at 35; compared to its 52-week range of 26 to 50 into the expected release of quarter results today after the bell.

Costco (COST) December call option implied volatility is at 47, 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 74, 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 64, January is at 22; compared to its 52-week range of 16 to 67 into the expected release of quarter results after the bell on December 15.

Kenvue (KVUE) 30-day option implied volatility is at 49; compared to its 52-week range of 16 to 53 into judge’s decision on the Daubert hearings on the Tylenol case.

Acadia Pharma (ACAD) 30-day option implied volatility is at 68; compared to its 52-week range of 27 to 96 into an expected ANDA proceedings decision.

Chewy (CHWY) December weekly call option implied volatility is at 100, December is at 57; compared to its 52-week range of 38 to 91 into Chewy Investor Day on December 14, 2023.

U.S. Steel (X) December call option implied volatility is at 51, January is at 34; compared to its 52-week range of 26 to 61. Call put ratio 1.7 calls to 1 put as share price near 16-month high.

Options with decreasing option implied volatility: CHWY GME HUT CRSP AI DOCU VEEV RH BXMT SGEN MLCO LULU MANU ORCL
Increasing unusual option volume: GOTU CLNE ALT CALM INVZ
Increasing unusual call option volume: GOTU INVZ CLNE ALT VNO ADM SKIN CYTK CALM VOD
Increasing unusual put option volume: LIN CALM BCS
Active options: TSLA AMD NVDA AAPL AMZN ORCL META PFE MSFT GOOGL PLTR INTC AMC BABA NIO AVGO SIRI SOFI BAC XOM

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