Mid-session IV Report December 5, 2023

Mid-session IV Report December 5, 2023

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Mid-session IV Report December 5, 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: VKTX BYND APPS HOOD TMF VNO WBA HUM TSLY CAG CI STZ CPRI TVTX HUT APPS SWBI PG

Popular stocks with increasing volume: NIO PLTR BABA HOOD AMD AMC GTLB T COIN C PYPL UBER

AI option IV

NVIDIA (NVDA) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 68. Call put ratio 1.8 calls to 1 put amid wide price movement.

AMD (AMD) 30-day option implied volatility is at 37; compared to its 52-week range of 34 to 57. Call put ratio 2.2 calls to 1 put.

Super Micro Computer (SMCI) 30-day option implied volatility is at 58; compared to its 52-week range of 52 to 108. Call put ratio 2.7 calls to 1 put amid wide price movement.

Vertiv Holdings Co. (VRT) 30-day option implied volatility is at 46; compared to its 52-week range of 40 to 93. Call put ratio 3.2 calls to 1 put.

Snap (SNAP) 30-day option implied volatility is at 45; compared to its 52-week range of 41 to 116 as share price up 1%.

Option IV into quarter results

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 today after the bell. Call put ratio 1 call to 4.4 puts.

Box (BOX) December call option implied volatility is at 61, January is at 35; compared to its 52-week range of 20 to 83 into the expected release of quarter results today after the bell. Call put ratio 18 calls to 1 put with focus on December, January and June calls.

Asana (ASAN) December weekly call option implied volatility is at 214, December is at 132; compared to its 52-week range of 46 to 106 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

SentinelOne (S) December weekly call option implied volatility is at 193, December is at 111; compared to its 52-week range of into the expected release of quarter results today after the bell.

Stitch Fix (SFIX) December weekly call option implied volatility is at 223, December is at 146; compared to its 52-week range of 59 to 123 into the expected release of quarter results today after the bell.

Chewy (CHWY) December weekly call option implied volatility is at 208, December is at 148; 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 68, December is at 43; 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 250, December is at 174; 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 2.6 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 2.5 calls to 1 put.

C3.ai (AI) December weekly call option implied volatility is at 189, December is at 123; 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 137, January is at 74; 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 234, December is at 171; 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 2.1 calls to 1 put.

Brown Forman (BF.B) December call option implied volatility is at 57, January is at 31; 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 3.5 puts.

Broadcom (AVGO) December weekly call option implied volatility is at 56, December is at 40; compared to its 52-week range of 23 to 57 into the expected release of quarter results after the bell on December 7.

Lululemon atheletica (LULU) December weekly call option implied volatility is at 89, December is at 56; compared to its 52-week range of 22 to 51 into the expected release of quarter results after the bell on December 7.

Options with decreasing option implied volatility: IMGN REPL IOT FL AMBA DLTR OKTA PSTG IMVT MANU PNT GTLB ASO PATH NTNX VSCO SNOW ULTA FIVE
Increasing unusual option volume: INDA GTLB BIVI SWBI BOX ALT HA BMRN EYPT
Increasing unusual call option volume: BOX BMRN SWBI HA XP INDA GTLB
Increasing unusual put option volume: PCG GTLB PCG DBI HCP SIG REPL HA SBLK GDDY SJM
Active options: AAPL TSLA NIO NVDA AMZN PLTR BABA HOOD AMD MARA AMC MSFT META GTLB T GOOGL COIN C PYPL UBER

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