Mid-session IV Report January 17, 2023

Market Rebellion

This article was last updated on 01/17/2023.

Mid-session IV Report January 17, 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: VERU STEM QS DASH TWLO FSR TTD ROKU DWAC UPST FSLY BYND DKNG SHOP BITO ABNB AUPH PSNY BITO ATVI

Popular stocks with increasing volume: BBBY GS F AMC BABA COIN BAC NIO MSFT RBLX PFE RIOT

Large cap movers

Tesla (TSLA) January call option implied volatility is at 77, February is at 75; compared to its 52-week range of 43 to 96 as shares rally 4.7%.

Apple (AAPL) January call option implied volatility is at 34, February is at 33; compared to its 52-week range of 23 to 45.

Walt Disney (DIS) January call option implied volatility is at 40, February is at 39; compared to its 52-week range of 25 to 58. Call put ratio 1.3 calls to 1 put.

Option IV into quarter results

United Airlines (UAL) January call option implied volatility is at 80, February is at 47; compared to its 52-week range of 38 to 87 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.6 puts.

The Charles Schwab Corporation (SCHW) January call option implied volatility is at 60, February is at 30; compared to its 52-week range of 27 to 49 into the expected release of quarter results before the bell on January 18.

PNC Financial (PNC) January call option implied volatility is at 47, February is at 31; compared to its 52-week range of 23 to 42 into the expected release of quarter results before the bell on January 18. Call put ratio 1 call to 3.3 puts.

Kinder Morgan (KMI) January call option implied volatility is at 33, February is at 23; compared to its 52-week range of 22 to 38 into the expected release of quarter results before the bell on January 18. Call put ratio 4.7 calls to 1 put with focus on January calls.

J.B. Hunt (JBHT) January call option implied volatility is at 79, February is at 38; compared to its 52-week range of 26 to 78 into the expected release of quarter results before the bell on January 18.

Alcoa (AA) January call option implied volatility is at 104, February is at 59; compared to its 52-week range of 52 to 82 into the expected release of quarter results after the bell on January 18. Call put ratio 1.9 calls to 1 put.

Netflix (NFLX) January call option implied volatility is at 129, February is at 58; compared to its 52-week range of 38 to 86 into the expected release of quarter results after the bell on January 19.
Crypto movers

Hut 8 Mining Corp (HUT) 30-day option implied volatility is at 189; compared to its 52-week range of 93 to 149. Call put ratio 16.8 calls to 1 put.

Bitfarms Ltd (BITF) 30-day option implied volatility is at 188; compared to its 52-week range of 77 to 177. Call put ratio 16.7 calls to 1 put.

Coinbase (COIN) 30-day option implied volatility is at 104; compared to its 52-week range of 62 to 174.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 166; compared to its 52-week range of 99 to 183.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 104; compared to its 52-week range of 69 to 221.

Riot Platforms (RIOT) 30-day option implied volatility is at 119; compared to its 52-week range of 90 to 176. Call put ratio 2.6 calls to 1 put with focus on January calls.

Emerson (EMR) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 36 after submits proposal to acquire National Instruments (NATI) for $53 per share.

National Instruments (NATI) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 90 after Emerson (EMR) submits proposal to acquire NATI for $53 per share. Call put ratio 1 call to 1.1 puts with focus on February 35 calls.

Options with decreasing option implied volatility: EDIT KBH HZNP WFC BAC C MS SAVE JPM BK ACI COUP
Increasing unusual option volume: ARVL WWE COTY AVTR SPB BZUN OSH NEGG
Increasing unusual call volume: COTY PSEC KMX GFF SBNY BTBT FLEX AMLX
Increasing unusual put option volume: OSH SBSW ICLN NEGG SPR FAZE SH NINE SBNY SCCO
Active options: TSLA AAPL AMZN BBBY NVDA F MARA AMC BABA COIN BAC META GOOGL AMD NFLX NIO MSFT RBLX PFE RIOT

Subscribe to Daily IV Report

Never miss a Daily IV Report—let us deliver it right to your inbox.

By clicking Subscribe, you agree to receive marketing offers from Market Rebellion, and its affiliates, subsidiaries, or agents in the form of emails, pre-recorded messages, text messages, and autodialed calls at the email address and phone number provided above, even if the phone number is present on a state or national Do Not Call list. You recognize that you are not required to provide this consent as a condition of purchase and that you can withdraw consent at any time. Data rates may apply. By clicking below, you also agree to our  Terms of Use  and acknowledge our  Privacy Policy.

WEBINAR SPECIAL OFFER

Score 10% off annual services

ENDS SUNDAY!

Days
Hours
Minutes
Seconds