Mid-session IV Report January 10, 2023

Market Rebellion

This article was last updated on 01/10/2023.

Mid-session IV Report January 10, 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.

Option IV increases: RYAM FRO SMCI OHI PRVB INFY JPM C BAC WFC

Popular stocks with increasing volume: BBBY COIN GOOGL BA AEO WBD PFE

Tesla (TSLA) January weekly (13) call option implied volatility is at 90, January is at 75; compared to its 52-week range of 43 to 96 as shares sell off 2.9%.

Broadcom (AVGO) January weekly call option implied volatility is at 47, January is at 35; compared to its 52-week range of 26 to 48 amid Apple (AAPL) supply reports.

Coinbase (COIN) 30-day option implied volatility is at 102; compared to its 52-week range of 60 to 174.

GE HealthCare (GEHC) January call option implied volatility is at 47, February is at 43. Call put ratio 1 call to 2.9 puts with focus on January 55 puts.

General Electric (GE) January weekly call option implied volatility is at 40, January is at 33; compared to its 52-week range of 29 to 251.

Option IV into quarter results

Infosys (INFY) January call option implied volatility is at 46, February is at 31; compared to its 52-week range of 22 to 87 into the expected release of quarter results on before the bell on January 11. Call put ratio 1 call to 3.3 puts.

Taiwan Semiconductor (TSM) January weekly call option implied volatility is at 72, January is at 47; compared to its 52-week range of 30 to 53 into the expected release of quarter results on January 12.

UnitedHealth Group (UNH) January weekly call option implied volatility is at 42, January is at 30; compared to its 52-week range of 21 to 34 into the expected release of quarter results on before the bell on January 13. Call put ratio 1.2 calls to 1 put.

JPMorgan (JPM) January weekly call option implied volatility is at 50, January is at 34; compared to its 52-week range of 23 to 44 into the expected release of quarter results on before the bell on January 13.

Bank of America (BAC) January weekly call option implied volatility is at 64, January is at 42; compared to its 52-week range of 25 to 48 into the expected release of quarter results on before the bell on January 13.

Wells Fargo (WFC) January weekly call option implied volatility is at 68, January is at 43; compared to its 52-week range of 26 to 51 into the expected release of quarter results on before the bell on January 13.

BlackRock (BLK) January weekly call option implied volatility is at 58, January is at 40; compared to its 52-week range of 25 to 47 into the expected release of quarter results on before the bell on January 13.

Citigroup (C) January weekly call option implied volatility is at 67, January is at 43; compared to its 52-week range of 25 to 51 into the expected release of quarter results on before the bell on January 13.

The Bank of New York (BK) January weekly call option implied volatility is at 58, January is at 36; compared to its 52-week range of 23 to 45 into the expected release of quarter results on before the bell on January 13.

Delta Airlines (DAL) January weekly call option implied volatility is at 67, January is at 45; compared to its 52-week range of 35 to 71 into the expected release of quarter results on before the bell on January 13. Call put ratio 4.3 calls to 1 put.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 39. Call put ratio 1 call to 3.2 puts.

Veru, Inc. (VERU) 30-day option implied volatility is at 105; compared to its 52-week range of 77 to 331 into topline data from VERA’s Phase 2b ORIGIN clinical trial of APRIL/BLyS inhibitor atacicept in IgAN. Call put ratio 14 calls to 1 put.

World Wrestling Entertainment (WWE) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 78. Call put ratio 1 call to 1.7 puts.

Acer Therapeutics (ACER) 30-day option implied volatility is at 126; compared to its 52-week range of 20 to 166 into PDUFA date from the regulatory agency of January 15, 2023.

Options with decreasing option implied volatility: IQ PSNY AEHR WBA CAG STZ
Increasing unusual option volume: OSH IMGN OHI AEO SMCI ABUS AMRN URBN HOG COOP HTHT
Increasing unusual call volume: OSH IMGN AMRN SMCI OHI LC RVNC MLCO URBN PERI MESO
Increasing unusual put option volume: OSH AEO OHI EXAS SMCI UWMC COOP URBN HOG BOX
Active options: TSLA AAPL AMZN NVDA BBBY META AMD COIN MSFT NIO LCID NFLX BABA GOOGL BA AEO GOOG WBD MARA PFE

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