Mid-session IV Report January 13, 2023

Market Rebellion

This article was last updated on 01/13/2023.

Mid-session IV Report January 13, 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: ZYME CVNA ATVI

Popular stocks with increasing volume: MLCO AMC AAL CVNA COIN DAL

Tesla (TSLA) January weekly call option implied volatility is at 100, January is at 65; compared to its 52-week range of 43 to 96 as shares sell off 1.7%.

Option IV into quarter results

Morgan Stanley (MS) January call option implied volatility is at 37, February is at 30; compared to its 52-week range of 23 to 47 into the expected release of quarter results before the bell on January 17.

Goldman Sachs (GS) January call option implied volatility is at 33, February is at 28; compared to its 52-week range of 23 to 43 into the expected release of quarter results before the bell on January 17.

United Airlines (UAL) January call option implied volatility is at 58, February is at 45; compared to its 52-week range of 38 to 87 into the expected release of quarter results before the bell on January 17.

Interactive Brokers (IBKR) January call option implied volatility is at 45, February is at 30; compared to its 52-week range of 27 to 93 into the expected release of quarter results before the bell on January 17. Call put ratio 1 call to 2.2 puts.

New Oriental Education (EDU) January call option implied volatility is at 92, February is at 83; compared to its 52-week range of 21 to 133 into the expected release of quarter results before the bell on January 17. Call put ratio 4.2 calls to 1 put as shares rally 6.5%.

Netflix (NFLX) January call option implied volatility is at 97, February is at 57; compared to its 52-week range of 38 to 86 into the expected release of quarter results after the bell on January 19.

Option IV Movers

Activision Blizzard (ATVI) 30-day option implied volatility is at 33; compared to its 52-week range of 9 to 46. Call put ratio call 1 to 5 puts with focus on April and June puts.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 530; compared to its 52-week range of 81 to 355. Call put ratio calls 1.5 to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 165; compared to its 52-week range of 100 to 437.

GameStop (GME) 30-day option implied volatility is at 130; compared to its 52-week range of 86 to 157. Call put ratio 3.5 calls to 1 put.

Carvana Co. (CVNA) 30-day option implied volatility is at 243; compared to its 52-week range of 67 to 215. Call put ratio 2.2 calls to 1 put.

WeWork (WE) 30-day option implied volatility is at 195; compared to its 52-week range of 59 to 179. Call put ratio 2.7 calls to 1 put.

fuboTV Inc. (FUBO) 30-day option implied volatility is at 125; compared to its 52-week range of 84 to 180. Call put ratio 17 calls to 1 put.

Options with decreasing option implied volatility: BEKE SAVE BIIB C WFC
Increasing unusual option volume: ARVL PTEN BKKT XXII MLCO NMM FAZE APRN
Increasing unusual call volume: ARVL BKKT XXII MLCO SPB WIX APRN EGO FAZE
Increasing unusual put option volume: MM FAZE WIX BBBY MGNI ERIC XLI PACB BBD LAC
Active options: TSLA BBBY AAPL AMZN BAC NFLX F NVDA MARA BABA MLCO AMC AMD META AAL JPM WFC CVNA COIN DAL

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