Mid-session IV Report January 12, 2024

Mid-session IV Report January 12, 2024

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Mid-session IV Report January 12, 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 CMG CCJ URA URNM GLD

Popular stocks with increasing volume: C COIN AAL DAL BA ZIM RIOT WFC CCJ

Option IV as WTI Crude and Natural gas trends higher

ExxonMobil (XOM) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 38.

Occidental Petroleum (OXY) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 47.

Chevron (CVX) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 36.

ConocoPhillips (COP) 30-day option implied volatility is at 21; compared to its 52-week range of 21 to 47.

Schlumberger (SLB) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 51. Call put ratio 3 calls to 1 put as share price up 1.5%.

Halliburton (HAL) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 56.

Devon Energy (DVN) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 52.

APA Corporation (APA) 30-day option implied volatility is at 33; compared to its 52-week range of 31 to 60. Call put ratio 8.6 calls to 1 put with focus on January 35 calls.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 39.

United States Oil Fund (USO) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 49.

Proshares Ultra Dj-ubs Crude Oil (UCO) 30-day option implied volatility is at 62; compared to its 52-week range of 44 to 88 as WTI crude trades $74.

Boeing (BA) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 41.

Option IV into release quarter results

Morgan Stanely (MS) January call option implied volatility is at 34, February is at 24; compared to its 52-week range of 18 to 44 into the expected release of quarter results before the bell on January 16.

Goldman Sachs (GS) January call option implied volatility is at 30, February is at 24; compared to its 52-week range of 17 to 44 into the expected release of quarter results before the bell on January 16.

PNC Financial (PNC) January call option implied volatility is at 39, February is at 28; compared to its 52-week range of 22 to 55 into the expected release of quarter results before the bell on January 16.

Interactive Brokers (IBKR) January call option implied volatility is at 37, February is at 27; compared to its 52-week range of 21 to 95 into the expected release of quarter results after the bell on January 16.

Options with decreasing option implied volatility: APLS AEHR QS FIVE C LULU BK JPM
Increasing unusual option volume: INFY CRDO URA NOV SONY ANSS DHT ZIM
Increasing unusual call option volume: INFY SONY URA ZIM DHT TRMD CMRE CIEN GRAB
Increasing unusual put option volume: HBI WULF NRG PPG BITF CVE TNP
Active options: TSLA NVDA AAPL MARA JPM BAC AMD NFLX AMZN C MSFT META COIN AAL DAL BA ZIM RIOT WFC CCJ

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