Mid-session IV Report December 23, 2022
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.
Option IV increases: TSLA NTNX AZUL
Popular stocks with increasing volume: MU MRNA CLF BAC PBR NIO BA
Large tech option IV
Tesla (TSLA) December weekly (30) call option implied volatility is at 97, January is at 85; compared to its 52-week range of 49 to 84. Call put ratio 1 call to 1 put.
Microsoft (MSFT) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 47.
Apple (AAPL) December weekly (30) call option implied volatility is at 32, January is at 34; compared to its 52-week range of 23 to 45. Call put ratio 1 call to 1 put.
Meta Platforms (META) December weekly (30) call option implied volatility is at 41, January is at 46; compared to its 52-week range of 30 to 79. Call put ratio 1.8 calls to 1 put.
Alphabet (GOOGL) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 49. Call put ratio 2 calls to 1 put as shares rally 1.2%.
Amazon (AMZN) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 61 as shares rally 1%.
Alibaba (BABA) 30-day option implied volatility is at 51; compared to its 52-week range of 49 to 99.
Netflix (NFLX) 30-day option implied volatility is at 64; compared to its 52-week range of 36 to 86.
Nvidia (NVDA) 30-day option implied volatility is at 55; compared to its 52-week range of 45 to 82.
United States Natural Gas (UNG) 30-day option implied volatility is at 97; compared to its 52-week range of 35 to 120 as shares rally 1.4%.
Options with decreasing option implied volatility: MDGL SWK BE FIS MSOS BEKE SMG KOS LPI S VOD HTZ DELL
Increasing unusual option volume: GOL OMER GFL SONO EH NTNX BBWI
Increasing unusual call volume: OMER SONO EH AZUL APRN CTSH AQN
Increasing unusual put option volume: NTNX SBSW NEGG HLF LITE RL TAL BKKT GOTU DBX EXPR
Active options: TSLA AAPL NVDA AMZN AMC NFLX AMD MSFT META MU GOOGL MPW MRNA GOOG CLF BAC PBR NIO BA
