Mid-session IV Report December 4, 2023

Mid-session IV Report December 4, 2023

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Mid-session IV Report December 4, 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: CLSK MARA ALK COIN BYND REPL GME LNTH ALK VNO HOOD HUM CI HES GLD CPRI NANOS

Popular stocks with increasing volume: UBER SOFI PFE PLTR BAC AMC COIN AFRM

Option IV into events

Johnson & Johnson (JNJ) December weekly call option implied volatility is at , 20 is at 18; compared to its 52-week range of 11 to 21 into JNJ’s Enterprise Business Review on December 5th. Call put ratio 3.3 calls to 1 put.

Shopify (SHOP) 30-day option implied volatility is at 39; compared to its 52-week range of 38 to 74 into a company hosted investor meeting on December 5.
      
Builders FirstSource (BLDR) 30-day option implied volatility is at 43; compared to its 52-week range of 33 to 89 into hosting an investor day on December 5.

CVS Health (CVS) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 35 into hosting an investor day on December 5.

McDonald’s (MCD) 30-day option implied volatility is at 13; compared to its 52-week range of 11 to 23 into a company hosted investor meeting on December 6.

Domino’s Pizza (DPZ) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 45 into a company hosted investor meeting on December 7.

Option IV into quarter results

Nio Inc (NIO) December weekly call option implied volatility is at 130, December is at 97; compared to its 52-week range of 56 to 92 into the expected release of quarter results before the bell on December 5. Call put ratio 2.4 calls to 1 put.

Tol Brothers (TOL) December weekly call option implied volatility is at 66, December is at 49; compared to its 52-week range of 24 to 44 into the expected release of quarter results after the bell on December 5.

Asana (ASAN) December weekly call option implied volatility is at 108, December is at 123; compared to its 52-week range of 46 to 106 into the expected release of quarter results after the bell on December 5. Call put ratio 2.4 calls to 1 put.

SentinelOne (S) December weekly call option implied volatility is at 103, December is at 77; compared to its 52-week range of into the expected release of quarter results after the bell on December 5.

Signet Jewelers (SIG) December weekly call option implied volatility is at 111, December is at 74; compared to its 52-week range of 43 to 121 into the expected release of quarter results before the bell on December 5.

Stitch Fix (SFIX) December weekly call option implied volatility is at 200, December is at 139; compared to its 52-week range of 59 10 123 into the expected release of quarter results after the bell on December 5.

Chewy (CHWY) December weekly call option implied volatility is at 195, December is at 140; compared to its 52-week range of 38 to 91 into the expected release of quarter results after the bell on December 6.

Campbells Soup (CPB) December weekly call option implied volatility is at 60, December is at 38; compared to its 52-week range of 14 to 28 into the expected release of quarter results before the bell on December 6.

GameStop (GME) December weekly call option implied volatility is at 240, December is at 181; compared to its 52-week range of 52 to 144 into the expected release of quarter results after the bell on December 6. Call put ratio 4.7 calls to 1 put.

Ollie’s Bargain (OLLI) December call option implied volatility is at 73, January is at 45; compared to its 52-week range of 30 to 94 into the expected release of quarter results before the bell on December 6. Call put ratio 3 calls to 1 put.

C3.ai (AI) December weekly call option implied volatility is at 168, December is at 118; compared to its 52-week range of 54 to 223 into the expected release of quarter results after the bell on December 6.

United Natural Foods (UNFI) December call option implied volatility is at 131, January is at 71; compared to its 52-week range of 32 to 99 into the expected release of quarter results before the bell on December 6.

ChargePoint (CHPT) December weekly call option implied volatility is at 230, December is at 181; compared to its 52-week range of 57 to 135 into the expected release of quarter results after the bell on December 6. Call put ratio 8.4 calls to 1 put.

Brown Forman (BF.B) December call option implied volatility is at 56, January is at 33; compared to its 52-week range of 15 to 38 into the expected release of quarter results before the bell on December 6. Call put ratio 1 call to 9.4 puts.

Broadcom (AVGO) December weekly call option implied volatility is at 54, December is at 41; compared to its 52-week range of 23 to 57 into the expected release of quarter results after the bell on December 7.

Gold stocks option implied volatility

Barrick Gold (GOLD) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 39. Call put ratio 4.9 calls to 1 put as share price down 1.5%.

Kinross Gold (KGC) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 50. Call put ratio 4.2 calls to 1 put as share price down 2.3%.

Newmont (NEM) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 40. Calal put ratio 4.8 calls to 1 put.

Agnico Eagle Mines (AEM) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 88. Call put ratio 15 calls to 1 put with focus on January 50 calls as share price down 2.1%.

Royal Gold (RGLD) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 76.
Harmony Gold Mining Company Limited (HMY) 30-day option implied volatility is at 42; compared to its 52-week range of 32 to 83. Call put ratio 3.8 calls to 1 put as share price down 3.5%.

Iam Gold (IAG) 30-day option implied volatility is at 58; compared to its 52-week range of 43 to 102 as share price down 3.9%.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 16; compared to its 52-week range of 10 to 21 as share price down 2.1%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 50. Call put ratio 3.4 calls to 1 put as share price down 2.7%.

Direxion Daily Gold Miners Bull 3x Shares (NUGT) 30-day option implied volatility is at 63; compared to its 52-week range of 49 to 80.

Options with decreasing option implied volatility: SNOW PDD IMGN HUT LABU IMVT FL IOT AMBA OKTA DLTR
Increasing unusual option volume: HA RILY EYPT BITF ALK HCP BKKT IREN IMPP
Increasing unusual call option volume: BITF HA ETRN ALT BKKT IREN RILY FIVN GEN ALK CLSK
Increasing unusual put option volume: HA RILY ALK HCP GTLB CLSK GDDY LYV PNT PATH MT IOT
Active options: TSLA NVDA AAPL MSFT AMZN MARA AMD META BABA UBER SOFI PFE PLTR BAC UPST AMC COIN CHPT GOOGL AFRM

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