Mid-session IV Report December 19, 2023

Mid-session IV Report December 19, 2023

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Mid-session IV Report December 19, 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: DOCU HE ZIM CYTK BGC FIGS KEX FLEX TWO PNT X

Popular stocks with increasing volume: AFRM CVNA PFE AI SOFI BAC BABA HOOD

Option IV into quarter results

FedEx (FDX) December weekly call option implied volatility is at 67, January is at 30; compared to its 52-week range of 21 to 46 into the expected release of quarter results today after the bell on December 19.

Micron (MU) December weekly call option implied volatility is at 67, January is at 34; compared to its 52-week range of 30 to 51 into the expected release of quarter results on December 20. Call put ratio 2.4 calls to 1 put.

General Mills (GIS) December weekly call option implied volatility is at 58, January is at 26; compared to its 52-week range of 13 to 64 into the expected release of quarter results before the bell on December 20.

Carnival Corp (CCL) December weekly call option implied volatility is at 105, January is at 52; compared to its 52-week range of 43 to 87 into the expected release of quarter results on December 20. Call put ratio 2.9 calls to 1 put with focus on December weekly 19 calls.

BlackBerry (BB) December weekly call option implied volatility is at 128, January is at 67; compared to its 52-week range of 41 to 92 into the expected release of quarter results after the bell on December 20.

Nike (NKE) December weekly call option implied volatility is at 79, January is at 30; compared to its 52-week range of 21 to 47 into the expected release of quarter results after the bell on December 22.

Options with decreasing option implied volatility: PNT AYX KVUE SAVA X LNTH
Increasing unusual option volume: CAN UBS GOTU CLNE FIGS CERE NAT
Increasing unusual call option volume: MOR UBS CLNE FIGS DOCN
Increasing unusual put option volume: BLUE UBS EWJ NAT GPN
Active options: TSLA NVDA AMD AMZN MARA META KVUE AAPL NIO GOOGL AFRM CVNA MSFT PFE AI SOFI BAC BABA HOOD RIOT
Active ETFs: QQQ IWM HYG TLT SQQQ TQQQ GDX GLD EWZ EEM

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