Mid-session IV Report December 30, 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: LMND IQ FUTU WM COUP
Popular stocks with increasing volume: NKLA BABA MRNA DIS AMC GOOG NIO MU BAC
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 40.
SPDR S&P 500 ETF Trust (SPY) volatility is at 21; compared to its 52-week range of 13 to 56.
ARK Innovation ETF (ARKK) 30-day option implied volatility is at 55; compared to its 52-week range of 39 to 91. Call put ratio 2.7 calls to 1 put.
Tesla (TSLA) January weekly call option implied volatility is at 101, January is at 87; compared to its 52-week range of 43 to 96. Call put ratio 1.1 calls to 1 put.
Apple (AAPL) January weekly call option implied volatility is at 45, January is at 38; compared to its 52-week range of 23 to 45. Call put ratio 1 call to 1.4 puts.
Option IV for interest rate products
Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 46; compared to its 52-week range of 29 to 60 as shares rally 1.7%.
iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 30. Call put ratio 1 call to 3.3 puts.
SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 12; compared to its 52-week range of 5 to 21. Call put ratio 1 call to 43 puts.
iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 13; compared to its 52-week range of 5 to 23. Call put ratio 1 call to 3.4 puts.
Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 14; compared to its 52-week range of 7 to 19. Call put ratio 1 call to 5 puts.
Futu Holdings Limited (FUTU) 30-day option implied volatility is at 84; compared to its 52-week range of 58 to 126 as shares sell off 21% after CSRC warning on mainland China operations.
UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 85; compared to its 52-week range of 55 to 148. Call put ratio 2.6 calls to 1 put as shares sell off 24% after CSRC warning on mainland China operations.
Options with decreasing option implied volatility: TGTX VERU SPXS
Increasing unusual option volume: MLCO TIGR PL SJR TGTX VKTX FUTU WE HOG UDN CAG
Increasing unusual call volume: MLCO TIGR TGTX IBN WE VKTX FUTU UDN PFSI
Increasing unusual put option volume: TIGR CALM FUTU CAG HOG SJR RKLB NVCR NKLA
Active options: TSLA AAPL AMZN NVDA META NFLX AMD NKLA MSFT FUTU GOOGL BABA MRNA DIS AMC GOOG NIO MU MULN BAC
