Mid-session IV Report December 15, 2023

Mid-session IV Report December 15, 2023

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Mid-session IV Report December 15, 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: OGN CYTK VET IOVA QID FIVN NYCB YANG TSLY IMGN IOT SBSW AEHR SILJ ARRY UBS BVN SPLK

Popular stocks with increasing volume: PLTR INTC NIO SOFI BAC PFE F RIVN COST BA USB

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 10; compared to its 52-week range of 10 to 24.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 14; compared to its 52-week range of 14 to 29.

iShares Russell 2000 (RUT) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 30.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 39; compared to its 52-week range of 33 to 61.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 13; compared to its 52-week range of 12 to 37.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 81.

JPMorgan (JPM) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 41 after interest rates moving lower.

United States Oil Fund (USO) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 49 as WTI crude oil at $71.

Option IV into quarter results

Accenture (ACN) December weekly call option implied volatility is at 39, January is at 23; compared to its 52-week range of 18 to 36 into the expected release of quarter results before the bell on December 19.

FedEx (FDX) December weekly call option implied volatility is at 47, January is at 30: compared to its 52-week range of 21 to 46 into the expected release of quarter results after the bell on December 19.

Micron (MU) December weekly call option implied volatility is at 50, January is at 34; compared to its 52-week range of 30 to 51 into the expected release of quarter results after the bell on December 20.

Options with decreasing option implied volatility: CAVA CRSP JCI AYX ORCL VRTX ADBE HES JBL
Increasing unusual option volume: HUN GOTU PZZA DB ALT EXC SNV CAN NAT ICLN
Increasing unusual call option volume: DB GOTU ICLN EMB USB ALT IHI
Increasing unusual put option volume: EDR EXC TM TNP EQX AZN GOOS EDU GES PCAR SBLK
Active options: TSLA NVDA AMD AAPL AMZN PLTR INTC MSFT NIO SOFI GOOGL BAC META PFE F RIVN MARA COST BA USB

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