Mid-session IV Report January 12, 2023

Market Rebellion

This article was last updated on 01/12/2023.

Mid-session IV Report January 12, 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: JPM BAC WFC C UNH BLK BK DAL LOGI VTRS PRVB

Popular stocks with increasing volume: TSM LCID CCL DIS COIN CLF AFRM

Option IV

Tesla (TSLA) January weekly call option implied volatility is at 88, January is at 68; compared to its 52-week range of 43 to 96 as shares sell off 2.9%.

Apple (AAPL) January weekly (13) call option implied volatility is at 40, January is at 30; compared to its 52-week range of 23 to 45.

Walt Disney (DIS) January weekly (13) call option implied volatility is at 40, January is at 34; compared to its 52-week range of 25 to 58 amid activist shareholder headlines. Call put ratio 1.6 calls to 1 put as shares rally 3.2%.

Intel (INTC) January weekly (13) call option implied volatility is at 45, January is at 33; compared to its 52-week range of 27 to 59 into hosting a investor webinar today at 1:30 pm.

Logitech (LOGI) January call option implied volatility is at 49, February is at 45; compared to its 52-week range of 32 to 95 after quarter update. Call put ratio 1.1 calls to 1 put.

Bit coin

Coinbase (COIN) 30-day option implied volatility is at 95; compared to its 52-week range of 60 to 174 as shares sell off 1.7%.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 142; compared to its 52-week range of 99 to 183 as shares trade up 2.5%.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 90; compared to its 52-week range of 69 to 221.

Riot Platforms (RIOT) 30-day option implied volatility is at 113; compared to its 52-week range of 90 to 176. Call put ratio 3.5 calls to 1 put with focus on January calls.

Silvergate Capital (SI) 30-day option implied volatility is at 158; compared to its 52-week range of 74 to 275 as shares trade up 2.3%.

Option IV into quarter results

JPMorgan (JPM) January weekly call option implied volatility is at 69, 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 85, January is at 41; 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 95, 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. Call put ratio 1 call to 1 put.

BlackRock (BLK) January weekly call option implied volatility is at 88, 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 81, January is at 39; 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 83, 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. Call put ratio 8.6 calls to 1 put.

Delta Airlines (DAL) January weekly call option implied volatility is at 75, January is at 47; 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 1 call to 10 puts.

UnitedHealth Group (UNH) January weekly call option implied volatility is at 96, January is at 49; 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 3.2 calls to 1 put.

Option IV for shares near upper end of range

Darden Restaurants (DRI) 30-day option implied volatility is at 25; compared to its 52-week range of 25 to 79.

Tapestry (TPR) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 63.

Ulta Beauty (ULTA) 30-day option implied volatility is at 27; compared to its 52-week range of 27 to 61.

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 45; compared to its 52-week range of 43 to 74.

Caterpillar (CAT) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 45.

First Solar (FSLR) 30-day option implied volatility is at 48; compared to its 52-week range of 43 to 69.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 364; compared to its 52-week range of 81 to 355. Call put ratio 2.1 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 174; compared to its 52-week range of 100 to 437.

GameStop (GME) 30-day option implied volatility is at 129; compared to its 52-week range of 86 to 157. Call put ratio 3.3 calls to 1 put.

Carvana Co. (CVNA) 30-day option implied volatility is at 193; compared to its 52-week range of 67 to 215. Call put ratio 3.3 calls to 1 put.

WeWork (WE) 30-day option implied volatility is at 181; compared to its 52-week range of 59 to 179. Call put ratio 3.3 calls to 1 put.

fuboTV Inc. (FUBO) 30-day option implied volatility is at 118; compared to its 52-week range of 84 to 180. Call put ratio 2.2 calls to 1 put.

Fossil Group (FOSL) 30-day option implied volatility is at 66; compared to its 52-week range of 62 to 138 as shares rally 2%.

Lucid Group (LCID) 30-day option implied volatility is at 83; compared to its 52-week range of 70 to 121. Call put ratio 3.6 calls to 1 put.

Options with decreasing option implied volatility: AEHR SAVE BIIB TSM
Increasing unusual option volume: GXO ORMP DBA ABEV LOGI SMMT GOL AMRN
Increasing unusual call volume: LOGI VOD SMMT KBY BBBY WOOF TECS SKT
Increasing unusual put option volume: PAA BBBY LOGI
Active options: TSLA AMZN BBBY AAPL AMC NVDA AMD AAL NFLX META MSFT MARA TSM LCID CCL DIS GOOGL COIN CLF AFRM

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