Mid-session IV Report December 18, 2023

Mid-session IV Report December 18, 2023

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Mid-session IV Report December 18, 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: ZIM DOCU MANU ZIMV ZIM GME

Popular stocks with increasing volume: NIO C PLTR PFE SNAP X CLF AMC ADBE

Option IV after Nippon Steel to acquire U.S. Steel (X) for $55 per share in cash

U.S. Steel (X) 30-day option implied volatility is at 15; compared to its 52-week range of 26 to 61 after Nippon Steel to acquire U.S. Steel for $14B.

ArcelorMittal (MT) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 46.

Nucor (NUE) 30-day option implied volatility is at 25; compared to its 52-week range of 23 to 49. Call put ratio 3 calls to 1 put.

Steel Dynamics (STLD) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 94.

TimkenSteel (TMST) 30-day option implied volatility is at 33; compared to its 52-week range of 30 to 60.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 41; compared to its 52-week range of 34 to 61 after Nippon Steel to acquire U.S. Steel (X) for $14B. Call put ratio 1.8 calls to 1 put.

Option IV into quarter results

Accenture (ACN) December weekly call option implied volatility is at 50, 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 61, 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. Call put ratio 2.6 calls to 1 put.

Options with decreasing option implied volatility: PNT AYX CAVA X JCI LNTH ORCL ADBE JBL
Increasing unusual option volume: AUR GOTU ACI BMBL DLO MSOX
Increasing unusual call option volume: ACI GOTU VNET JETS EVGO
Increasing unusual put option volume: BMBL STNE SPWR SBLK EDU
Active options: TSLA AMZN AAPL NVDA NIO C GOOGL AMD META NFLX MARA BABA MSFT PLTR PFE SNAP X CLF PATH AMC

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