Mid-session IV Report December 6, 2023

Mid-session IV Report December 6, 2023

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Mid-session IV Report December 6, 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 HUT HOOD LNTH APPS TSLY SGEN STZ CPRI NANOS BTI INMD

Popular stocks with increasing volume: AMD T COIN BABA AMC UBER BAC AFRM SAVE RIVN

Auto IV into November employment report

Rivian Automotive (RIVN) December weekly call option implied volatility is at 99, December is at 81; compared to its 52-week range of 57 to 101. Call put ratio 3.4 calls to 1 put with focus on March 25 calls as share price up 10%.

Tesla (TSLA) 30-day option implied volatility is at 45; compared to its 52-week range of 42 to 96. Call put ratio 1.6 calls to 1 put.

Stellantis (STLA) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 423 as share price up 3.8%.

General Motors (GM) 30-day option implied volatility is at 28; compared to its 52-week range of 27 to 46 as share price up 2.7%.

Ford (F) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 587 as share price up 2.5%.

Toyota Motor (TM) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 73 as share price up 2.2%.

Honda Motor (HMC) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 66 as share price up 1.6%.

NIO Inc. (NIO) 30-day option implied volatility is at 65; compared to its 52-week range of 56 to 92. Call put ratio 2.5 calls to 1 put as share price up 9%.

Ferrari N.V (RACE) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 30 as share price near record high.

Option IV into quarter results and November employment report

GameStop (GME) December weekly call option implied volatility is at 287, December is at 179; compared to its 52-week range of 52 to 144 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put.

C3.ai (AI) December weekly call option implied volatility is at 218, December is at 186; compared to its 52-week range of 54 to 223 into the expected release of quarter results today after the bell.

Broadcom (AVGO) December weekly call option implied volatility is at 62, December is at 38; compared to its 52-week range of 23 to 57 into the expected release of quarter results after the bell on December 7. Call put ratio 3 calls to 1 put.

Lululemon atheletica (LULU) December weekly call option implied volatility is at 103, December is at 46; compared to its 52-week range of 22 to 51 into the expected release of quarter results after the bell on December 7.

Dollar General (DG) December weekly call option implied volatility is at 137, December is at 73; compared to its 52-week range of 18 to 52 into the expected release of quarter results before the bell on December 7.

DocuSign (DOCU) December weekly call option implied volatility is at 163, December is at 90; compared to its 52-week range of 30 to 99 into the expected release of quarter results after the bell on December 7.

Ciena (CIEN) December call option implied volatility is at 77, January is at 44; compared to its 52-week range of 20 to 82 into the expected release of quarter results before the bell on December 7.

Vail Resorts (MTN) December call option implied volatility is at 47, January is at 34; compared to its 52-week range of 18 to 81 into the expected release of quarter results after the bell on December 7.

Guidewire (GWRE) December call option implied volatility is at 60, January is at 35; compared to its 52-week range of 23 to 85 into the expected release of quarter results after the bell on December 7.

Options with decreasing option implied volatility: IMGN REPL IOT AMBA GTLB VSCO NTNX ASO PSTG MDB PATH SNOW MANU DELL ULTA MRVL FIVE KR JBL
Increasing unusual option volume: INDA ALT NE BOX FTI PLAY S OLLI CPB HOOD BKT CMA NTRS RIVN
Increasing unusual call option volume: NE ALT BOX FTI S CPB PLAY BKKT OLLI MDB
Increasing unusual put option volume: S CB MDB HOOD ASAN STT MO SIG GDDY
Active options: TSLA AAPL NVDA AMZN HOOD MARA META NIO AMD T COIN BABA PLTR PYPL RIOT AMC UBER BAC AFRM SAVE

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