Mid-session IV Report December 20, 2023

Mid-session IV Report December 20, 2023

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Mid-session IV Report December 20, 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: CYTK ZIM HE DOCU MANU FLNC RILY IRBY ZIM NXY ODD DXC SCHW EWT INDA

Popular stocks with increasing volume: MO SNAP C PFE KVUE NIO SOFI AFRM HOOD BAC

Option IV into quarter results

Micron (MU) December weekly call option implied volatility is at 80, January is at 47; compared to its 52-week range of 30 to 51 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Carnival Corp (CCL) December weekly call option implied volatility is at 134, January is at 74; compared to its 52-week range of 43 to 87 into the expected release of quarter today after the bell. Call put ratio 3.4 calls to 1 put.

BlackBerry (BB) December weekly call option implied volatility is at 158, January is at 97; compared to its 52-week range of 41 to 92 into the expected release of quarter results today after the bell.

Nike (NKE) December weekly call option implied volatility is at 97, January is at 50; compared to its 52-week range of 21 to 47 into the expected release of quarter results after the bell on December 21.

Option IV for stocks near 52-week high

Caterpillar (CAT) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 38.

MasterCard (MA) 30-day option implied volatility is at 15; compared to its 52-week range of 14 to 34.

Meta Platforms (META) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 68.

Coinbase (COIN) 30-day option implied volatility is at 82; compared to its 52-week range of 59 to 131.

Snap (SNAP) 30-day option implied volatility is at 48; compared to its 52-week range of 41 to 116.

Netflix (NFLX) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 68.

lululemon athletica (LULU) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 51.

Options with decreasing option implied volatility: KVUE CGC PNT AYX ASTS SAVA LNTH X JBL TSLY HA QID
Increasing unusual option volume: CAN PTEN ALGM CENX FDX ADC BLUE HIVE BLUE
Increasing unusual call option volume: CENX CAN ASC FDX HIVE URNJ IHI BLUE BLNK
Increasing unusual put option volume: BLUE NAT FDX OTLY LNTH URNM TSN GIS
Active options: TSLA AMD MARA AMZN MO SNAP META C PFE KVUE NIO SOFI AFRM HOOD BAC GOOGL MSFT

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