Mid-session IV Report December 21, 2023

Mid-session IV Report December 21, 2023

by

Mid-session IV Report December 21, 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 IREN WBD NKE

Popular stocks with increasing volume: MU AFRM PLTR NIO BA COIN SOFI

Option IV into quarter results

Nike (NKE) December weekly call option implied volatility is at 137, January is at 35; compared to its 52-week range of 21 to 47 into the expected release of quarter results today after the bell.

Option IV for stocks near 52-week high

Salesforce (CRM) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 51 as share price near 52-week high. Call put 3.9 calls to 1 put.

American Express (AXP) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 39 as share price near 52-week high.

Abercrombie & Fitch (ANF) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 78 as share price near 52-week high.

Costco (COST) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 28 as share price near 52-week high.

Royal Caribbean (RCL) 30-day option implied volatility is at 33; compared to its 52-week range of 30 to 63 as share price near 52-week high.

Booking Holdings (BKNG) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 38 as share price near 52-week high.

Carvana (CVNA) 30-day option implied volatility is at 103; compared to its 52-week range of 84 to 266 as share price near 52-week high. Call put ratio 2.2 calls to 1 put as share price up 5.9%.

Options with decreasing option implied volatility: AYX MULN AUPH PNT TSLY KVUE SBSW QID CRK LNTH KMX X PAAS
Increasing unusual option volume: CAN BWA TWO IREN PAYX KNX ACAD AER CC CTAS
Increasing unusual call option volume: IREN CAN AER CIFR SKIN PAYX FDX
Increasing unusual put option volume: ACAD CC IP PAYX BB CYTK MU
Active options: TSLA MU NVDA AAPL AMD META AMZN AFRM MARA NIO CCL BABA PLTR GOOG BA GOOG MSFT COIN GOOG SOFI UPST

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!