Mid-session IV Report January 18, 2023

Market Rebellion

This article was last updated on 01/18/2023.

Mid-session IV Report January 18, 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: AMC UPST YPF RKT AMC VERU UPST BITO ATVI COIN MARA SI RIOT MSTR AA

Popular stocks with increasing volume: BBBY AMC MRNA UAL COIN C AAL DIS

TSLA & AAPL option IV

Tesla (TSLA) January call option implied volatility is at 73, February is at 74; compared to its 52-week range of 43 to 96.

Apple (AAPL) January call option implied volatility is at 32, February is at 34; compared to its 52-week range of 23 to 45.

Freeport-McMoran (FCX) 30-day option implied volatility is at 45; compared to its 52-week range of 43 to 65 as shares near nine-month high.

Option IV into quarter results

Alcoa (AA) January call option implied volatility is at 112, February is at 59; compared to its 52-week range of 52 to 82 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

Proctor & Gamble (PG) January call option implied volatility is at 46, February is at 21; compared to its 52-week range of 16 to 33 into the expected release of quarter results before the bell on January 19.

Tal Education Group (TAL) January call option implied volatility is at 143, February is at 112; compared to its 52-week range of 74 to 123 into the expected release of quarter results before the bell on January 19. Call put ratio 2.8 calls to 1 put.

Bank of Ozark (OZK) January call option implied volatility is at 83, February is at 38; compared to its 52-week range of 24 to 96 into the expected release of quarter results before the bell on January 19. Call put ratio 1 call to 1 put.

Netflix (NFLX) January call option implied volatility is at 148, 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. Call put ratio 1 call to 1.5 puts.

SLB (SLB) January call option implied volatility is at 67, February is at 39; compared to its 52-week range of 38 to 61 into the expected release of quarter results before the bell on January 20.

Crypto movers into The U.S. Justice Department plans to announce a major international cryptocurrency enforcement action at noon ET today.

Coinbase (COIN) 30-day option implied volatility is at 103; compared to its 52-week range of 62 to 174 into The U.S. Justice Department plans to announce a major international cryptocurrency enforcement action at noon ET today.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 163; compared to its 52-week range of 99 to 183.

Microstrategy, Inc. (MSTR) 30-day opti.on implied volatility is at 97; compared to its 52-week range of 69 to 221.

Riot Platforms (RIOT) 30-day option implied volatility is at 121; compared to its 52-week range of 90 to 176.

Silvergate Capital (SI) 30-day option implied volatility is at 155; compared to its 52-week range of 74 to 275.

Hut 8 Mining Corp (HUT) 30-day option implied volatility is at 153; compared to its 52-week range of 93 to 149. Call put ratio 6 calls to 1 put as shares sell off 12%.

Bitfarms Ltd (BITF) 30-day option implied volatility is at 168; compared to its 52-week range of 77 to 177.

Options with decreasing option implied volatility: AMPX BKLN ZIM KBH WFC C JPM MS BK
Increasing unusual option volume: VLTA NANOS BOX NVCR OTLY XEL DFEN ACHR
Increasing unusual call volume: NANOS EWU CAN VLTA YPF OTLY BOX DFEN WGO RKT IBKR
Increasing unusual put option volume: BOX NVCR CHGG JBHT VFC BGFV LEVI NDAQ
Active options: TSLA AAPL AMZN NVDA BBBY AMD AMC META BABA MU MRNA UAL MSFT COIN C AAL NFLX BAC GOOGL DIS

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