Mid-session IV Report December 7, 2023

Mid-session IV Report December 7, 2023

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Mid-session IV Report December 7, 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: HOOD VKTX LNTH HTZ APPS BXMT WBA STZ ALT TMF INGN WBA SEAT EWJ FXY TD

Popular stocks with increasing volume: GME AI NIO SNAP PLTR CHWY AAL SOFI

Option IV into quarter results

Broadcom (AVGO) December weekly call option implied volatility is at 79, December is at 39; compared to its 52-week range of 23 to 57 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Lululemon atheletica (LULU) December weekly call option implied volatility is at 139, December is at 39; compared to its 52-week range of 22 to 51 into the expected release of quarter results today after the bell.

DocuSign (DOCU) December weekly call option implied volatility is at 210, December is at 91; compared to its 52-week range of 30 to 99 into the expected release of quarter results today after the bell.

Vail Resorts (MTN) December call option implied volatility is at 50, January is at 35; compared to its 52-week range of 18 to 81 into the expected release of quarter results today after the bell.

Guidewire (GWRE) December call option implied volatility is at 61, January is at 43; compared to its 52-week range of 23 to 85 into the expected release of quarter results today after the bell. Call put ratio 3.3 calls to 1 put.

Movers

Box (BOX) December weekly call option implied volatility is at 31, December is at 24; compared to its 52-week range of 20 to 83. Call put ratio 23 calls to 1 put with focus on December and January 25 calls.

Chewy (CHWY) December weekly call option implied volatility is at 118, December is at 90; compared to its 52-week range of 38 to 91 into Chewy Investor Day on December 14, 2023.

Altimmune (ALT) December call option implied volatility is at 250, January is at 190; compared to its 52-week range of 62 to 412. Call put ratio 5.4 calls to 1 put with focus on December 10 calls as share price up 16%.

Options with decreasing option implied volatility: VFS REPL IOT CHWY GTLB AMBA HUT ASAN PATH MDB DG MANU DELL MRVL ULTA VEEV CPB UUP IMGN
Increasing unusual option volume: UDN BOX GOOS CIEN HLX BRZE CENX OLLI SMTC KNX IYR VEEV BVN
Increasing unusual call option volume: GOOS ALT UDN BOX CIEN OLLI CENX HPQ VEEV SMTC JBLU FXY BKKT DB ULCC RKT
Increasing unusual put option volume: MOR IYR AVXL ALL GME S SMTC GDXJ VEEV HOOD WPM BBIO SYF CHWY
Active options: AAPL AMD GOOGL TSLA GOOG NVDA GME AMZN BABA AI NIO MARA SNAP NKLA PLTR META MSFT CHWY AAL SOFI

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