Mid-session IV Report January 11, 2024

Mid-session IV Report January 11, 2024

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Mid-session IV Report January 11, 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: RBLX IRBT FTNT PINS SPOT SIRI EXPE CMG TSN

Popular stocks with increasing volume: BABA MARA PFE XOM AMC PLTR BA C BMY BAC ABT NIO CSCO DIS

Option IV into release quarter results

UnitedHealth Group (UNH) January weekly call option implied volatility is at 53, January is at 25; 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 62, January is at 29; 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 72, January is at 34; 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 71, January is at 34; 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 59, 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 90, January is at 40; 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 89, 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.

Bitcoin movement

Coinbase (COIN) 30-day option implied volatility is at 83; compared to its 52-week range of 59 to 131.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 138; compared to its 52-week range of 89 to 195 as Bitcoin trades $47,640.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 78; compared to its 52-week range of 55 to 104 as Bitcoin trades $47,640.

Riot Platforms (RIOT) 30-day option implied volatility is at 111; compared to its 52-week range of 84 to 143 as Bitcoin trades $47,640. Call put ratio 2.9 calls to 1 put.

Nu Holdings (NU) 30-day option implied volatility is at 32; compared to its 52-week range of 29 to 64. Call put ratio 7.4 calls to 1 put.

Options with decreasing option implied volatility: QS MANU APLS AEHR ACI STZ LULU LW
Increasing unusual option volume: BTE INFY CAN JNPR AMRN TME KBH CTSH
Increasing unusual call option volume: CAN BTE JNPR TME AMRN HOG KBH ALTO MRVL
Increasing unusual put option volume: BHP CTSH WBD YUM BITF KBH NVS CCI SWN
Active options: TSLA NVDA MSFT META AMZN BABA MARA PFE XOM GOOGL AMC PLTR BA C BMY BAC ABT NIO CSCO DIS

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