Mid-session IV Report January 10, 2024

Mid-session IV Report January 10, 2024

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Mid-session IV Report January 10, 2024

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: QS RBLX FTNT PINS SPOT NET SIRI COTY EL EXPE CMG EDR TSN DIS IMGN SAVE

Popular stocks with increasing volume: BA NIO PLTR BAC PFE C COIN DIS PYPL UBER

Option IV into release quarter results

KB Home (KBH) January weekly call option implied volatility is at 101, January is at 54; compared to its 52-week range of 27 to 83 into the expected release of quarter results today after the bell.

Infosys (INFY) January call option implied volatility is at 60, February is at 37; compared to its 52-week range of 16 to 77 into the expected release of quarter results before the bell on January 11.

UnitedHealth Group (UNH) January weekly call option implied volatility is at 38, January is at 23; compared to its 52-week range of 15 to 27 into the expected release of quarter results before the bell on January 12.

J P Morgan (JPM) January weekly call option implied volatility is at 45, January is at 25; compared to its 52-week range of 15 to 42 into the expected release of quarter results before the bell on January 12.

Bank of America (BAC) January weekly call option implied volatility is at 55, January is at 32; compared to its 52-week range of 20 to 51 into the expected release of quarter results before the bell on January 12.

Wells Fargo (WFC) January weekly call option implied volatility is at 55, January is at 32; compared to its 52-week range of 21 to 51 into the expected release of quarter results before the bell on January 12.

BlackRock (BLK) January weekly call option implied volatility is at 45, January is at 28; compared to its 52-week range of 16 to 38 into the expected release of quarter results before the bell on January 12.

Citigroup (C) January weekly call option implied volatility is at 66, January is at38 ; compared to its 52-week range of 21 to 51 into the expected release of quarter results before the bell on January 12.

The Bank of New York (BK) January call option implied volatility is at 33, February is at 23; compared to its 52-week range of 17 to 96 into the expected release of quarter results before the bell on January 12.

Delta (DAL) January weekly call option implied volatility is at 66, January is at 44; compared to its 52-week range of 25 to 48 into the expected release of quarter results before the bell on January 12.

Options with decreasing option implied volatility: APLS AEHR MANU WBA LW CPE STZ CAG LULU
Increasing unusual option volume: SATS AMRN GOGL ALT AEHR MBLY JNPR
Increasing unusual call option volume: AMRN JNPR GOGL DBRG ALT AEHR PD
Increasing unusual put option volume: MBLY HPE AEHR
Active options: NVDA TSLA AMD AAPL AMZN MSFT BA MARA BABA META NIO PLTR BAC CYTK PFE C COIN DIS PYPL UBER

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