Mid-session IV Report December 14, 2023

Mid-session IV Report December 14, 2023

by

Mid-session IV Report December 14, 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: HA CYTK SAVA PARA QID IMGN PLD CPRI DUK WISH DT MQ SIRI VOD D EWJ TAN RF HBAN PLD ERIC CFG FRO SWK KEY STWD

Popular stocks with increasing volume: SOFI F BAC INTC PYPL PLTR ADBE RIVN OXY MRNA BABA NIO

Movers

General Motors (GM) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 46 as share price up 4.9%.

Ford (F) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 587. Call put ratio 4.9 calls to 1 put as share price up 5%.

Uber (UBER) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 61.

Lyft (LYFT) 30-day option implied volatility is at 59; compared to its 52-week range of 50 to 99. Call put ratio 4 calls to 1 put as share price up 3%.

DraftKings (DKNG) 30-day option implied volatility is at 41; compared to its 52-week range of 37 to 80.

Snap (SNAP) 30-day option implied volatility is at 45; compared to its 52-week range of 41 to 116.

DoorDash (DASH) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 82. Call put ratio 3 calls to 1 put as share price above $100.

Digital Real Estate Stocks option IV as share prices up after FOMC decision

Zillow (Z) 30-day option implied volatility is at 41; compared to its 52-week range of 34 to 64 as share price up 6.4%.

Compass (COMP) 30-day option implied volatility is at 72; compared to its 52-week range of 43 to 126. Call put ratio 18 calls to 1 put as share price up 6%.

eXp World Holdings Inc. (EXPI) 30-day option implied volatility is at 56; compared to its 52-week range of 43 to 111. Call put ratio 18 calls to 1 put as share price up 6%.

Anywhere Real Estate Inc. (HOUS) 30-day option implied volatility is at 64; compared to its 52-week range of 28 to 81 as share price up 6.5%.

Opendoor (OPEN) 30-day option implied volatility is at 92; compared to its 52-week range of 82 to 164. Call put ratio 3.2 calls to 1 put as share price up 14%.

Redfin (RDFN) 30-day option implied volatility is at 82; compared to its 52-week range of 57 to 143. Call put ratio 10.5 calls to 1 put.

RE/MAX Holdings (RMAX) 30-day option implied volatility is at 56; compared to its 52-week range of 21 to 87. Call put ratio 21 calls to 1 put.

Rocket Companies (RKT) 30-day option implied volatility is at 47; compared to its 52-week range of 35 to 72. Call put ratio 24 calls to 1 put as share price up 7.5%.

Option IV into quarter results

Costco (COST) December call option implied volatility is at 64, January is at 20; compared to its 52-week range of 14 to 28 into the expected release of quarter results today after the bell.

Lennar (LEN) December call option implied volatility is at 100, January is at 33; compared to its 52-week range of 22 to 42 into the expected release of quarter results today after the bell.

Darden (DRI) December call option implied volatility is at 87, January is at 22; compared to its 52-week range of 16 to 67 into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: GME CRSP DOCU RH JCI BXMT LULU ORCL HES VRTX ADBE JBL CI
Increasing unusual option volume: GOTU KBR FIGS DT EXPI KBE FYBR LC
Increasing unusual call option volume: KBR FIGS KBE GOTU GOOS FYBR XME LC NYCB PD
Increasing unusual put option volume: HAS DT CTSH PCAR NANOS KBE NDAQ PGY
Active options: TSLA AAPL AMZN NVDA SOFI AMD F BAC INTC PYPL MSFT UPST PLTR ADBE RIVN OXY MRNA MARA BABA NIO

Subscribe to Rebel Roundup for your weekly digest of market highlights and free trading lessons.
We’re on a mission to empower retail traders with the tools they need to succeed.

Join a growing community of traders with Market Rebellion

Join the thousands of users daily!