Mid-session IV Report January 16, 2024

Mid-session IV Report January 16, 2024

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Mid-session IV Report January 16, 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: IRBT MOR CYTK TTD PLTR TWLO CAR GNRC DASH TRIP SHOP CSCO SONY AYX MOR TTD PLTR TWLO AZUL AUPH ANET SHOP

Popular stocks with increasing volume: BA MARA NIO AMC BABA C AAL JPM SOFI PYPL BAC COIN

AMD (AMD) 30-day option implied volatility is at 48; compared to its 52-week range of 34 to 57 as share price up 8.2%.

NVIDIA (NVDA) 30-day option implied volatility is at 36; compared to its 52-week range of 32 to 68 as share price up 3%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 36. Call put ratio 1.3 calls to 1 put as share price up 1.8%.

Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 35. Call put ratio 1.5 calls to 1 put.

Option IV into release quarter results

Prologis (PLD) January call option implied volatility is at 39, February is at 26; compared to its 52-week range of 19 to 71 into the expected release of quarter results before the bell on January 17.

Charles Schwab (SCHW) January call option implied volatility is at 64, February is at 34; compared to its 52-week range of 24 to 104 into the expected release of quarter results before the bell on January 17.

U.S. Bancorp (USB) January call option implied volatility is at 55, February is at 31; compared to its 52-week range of 20 to 86 into the expected release of quarter results before the bell on January 17.

Kinder Morgan (KMI) January call option implied volatility is at 30, February is at 18; compared to its 52-week range of 14 to 30 into the expected release of quarter results after the bell on January 17.

Discover Financial Services (DFS) January call option implied volatility is at 68, February is at 34; compared to its 52-week range of 22 to 49 into the expected release of quarter results after the bell on January 17.

Citizen Financial (CFG) January option implied volatility is at 70, February is at 39; compared to its 52-week range of 23 to 125 into the expected release of quarter results before the bell on January 17. Call put ratio 7.2 calls to 1 put with focus on August 40 calls.

Alcoa (AA) January call option implied volatility is at 100, February is at 58; compared to its 52-week range of 40 to 66 into the expected release of quarter results after the bell on January 17.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 81 into bank earnings season. Call put ratio 1 call to 3.6 puts.

Options with decreasing option implied volatility: MANU AEHR ACI SWN BK
Increasing unusual option volume: RBA ANSS COMM NTR CYTK ICLN MOR CAN HWM
Increasing unusual call option volume: CYTK COMM XLC MOR ATUS ENTG CRON
Increasing unusual put option volume: NTR ICLN WULF SPWR AZN EQNR MOR BITF
Active options: TSLA AMD NVDA AAPL MSFT BA AMZN MARA NIO META AMC BABA GOOGL C AAL JPM SOFI PYPL BAC COIN

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