Mid-session IV Report January 17, 2024

Mid-session IV Report January 17, 2024

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Mid-session IV Report January 17, 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: MOR IRBT TTD PLTR HLF ANET TWLO ROKU CAR GNRC TRIP DKNG DASH CSCO GDDY SONY MANU

Popular stocks with increasing volume: BA DIS RIVN BAC SOFI AMC SCHW

PayPal (PYPL) and Alibaba (BABA) option implied volatility as share price near seven-year low

PayPal (PYPL) 30-day option implied volatility is at 51; compared to its 52-week range of 27 to 57 as share price near seven-year low.

Alibaba (BABA) 30-day option implied volatility is at 36; compared to its 52-week range of 30 to 54 as share price near seven-year low.

Option IV as Bitcoin trades $42,500

Coinbase (COIN) 30-day option implied volatility is at 81; compared to its 52-week range of 59 to 131.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 128; compared to its 52-week range of 89 to 195.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 70; compared to its 52-week range of 55 to 104

Riot Platforms (RIOT) 30-day option implied volatility is at 104; compared to its 52-week range of 84 to 143. Call put ratio 1.6 calls to 1 put.

Option IV into release quarter results

Alcoa (AA) January call option implied volatility is at 121, February is at 59; compared to its 52-week range of 40 to 66 into the expected release of quarter results today after the bell.

Truist Financial (TFC) January call option implied volatility is at 59, February is at 35; compared to its 52-week range of 23 to 99 into the expected release of quarter results before the bell on January 18. Call put ratio 21 calls to 1 put with focus on February 40 calls.

Fastenal (FAST) January call option implied volatility is at 60, February is at 22; compared to its 52-week range of 15 to 72 into the expected release of quarter results before the bell on January 18.

KeyCorp (KEY) January call option implied volatility is at 73, February is at 41; compared to its 52-week range of 25 to 186 into the expected release of quarter results before the bell on January 18. Call put ratio 5.8 calls to 1 put with focus on February 14 calls.

Bank (OZK) January call option implied volatility is at 83, February is at 38; compared to its 52-week range of into 25 to 105 the expected release of quarter results after the bell on January 18. Call put ratio 1 call to 4.8 puts with a focus on January puts.

Birkenstock (BIRK) January call option implied volatility is at 155, February is at 65; compared to its 52-week range of 53 to 76 into the expected release of quarter results before the bell on January 18.

SLB (SLB) January call option implied volatility is at 52, February is at 32; compared to its 52-week range of 27 to 51 into the expected release of quarter results before the bell on January 19. Call put ratio 1 call to 3.5 puts.

Options with decreasing option implied volatility: AEHR SAVE UNG SWN BK X
Increasing unusual option volume: HPP CSGP HPP ITB EWH JBLU GSK IBKR TAP MCHP NXE
Increasing unusual call option volume: ITB HPP JBLU EWH JEPQ IBKR
Increasing unusual put option volume: GSK ZI ITB ZG IBKR MNST XP CTVA SQM NU SYF IQ YANG CYTK
Active options: TSLA NVDA AMD AAPL MSFT BA SAVE AMZN BABA NIO DIS META MARA ZI RIVN BAC SOFI AMC GOOGL SCHW

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