Mid-session IV Report January 18, 2024

Mid-session IV Report January 18, 2024

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Mid-session IV Report January 18, 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: DWAC MOR TTD HLF TWLO PLTR CAR ROKU ANET DKNG GNRC TRIP EDR DASH DDOG GDDY CSCO

Popular stocks with increasing volume: BABA SAVE BA PYPL BAC DIS JD JBLU PFE TSM RIVN MS

China option IV amid ETF and Index prices near low end of range

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 27.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 35 as share price near 14-year low.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 51. Call put ratio 7.3 calls to 1 put with focus on March 27 calls.

Alibaba (BABA) 30-day option implied volatility is at 37; compared to its 52-week range of 30 to 54. Call put ratio 7.6 calls to 1 put with focus on March 75 and 80 calls.

JD.com (JD) 30-day option implied volatility is at 49; compared to its 52-week range of 34 to 58. Call put ratio 3.4 calls to 1 put as share price down 1.7%.

Pinduoduo (PDD) 30-day option implied volatility is at 34; compared to its 52-week range of 30 to 77.

Option IV into release quarter results

Bank (OZK) January call option implied volatility is at 97, February is at 35; compared to its 52-week range of 25 to 105 into the expected release of quarter results today after the bell. Call put ratio 1 call to 8.3 puts with a focus on January 20 puts.

Traveler (TRV) January call option implied volatility is at 68, February is at 22; compared to its 52-week range of 14 to 78 into the expected release of quarter results before the bell on January 19.

State Street (STT) January call option implied volatility is at 90, February is at 29; compared to its 52-week range of 21 to 91 into the expected release of quarter results before the bell on January 19. Call put ratio 1 call to 4.1 puts with a focus on January 72.50 puts.

Fifth Third (FITB) January call option implied volatility is at 77, February is at 33; compared to its 52-week range of 24 to 108 into the expected release of quarter results before the bell on January 19.

Regions Financial (RF) January call option implied volatility is at 95, February is at 35; compared to its 52-week range of 24 to 122 into the expected release of quarter results before the bell on January 19.

Ally Financial (ALLY) January call option implied volatility is at 116, February is at 42; compared to its 52-week range of 29 to 112 into the expected release of quarter results before the bell on January 19. Call put ratio 1 call to 3 puts.

Comerica (CMA) January call option implied volatility is at 106, February is at 39; compared to its 52-week range of 25 to 163 into the expected release of quarter results before the bell on January 19.

Digital World Acquisition Corp (DWAC) 30-day option implied volatility is at 154; compared to its 52-week range of 43 to 162. Call put ratio 3.4 calls to 1 put.

Options with decreasing option implied volatility: SAVE BITO HA KBH SWN BK
Increasing unusual option volume: INFY GCT DWAC GEHC SATS DV OSCR
Increasing unusual call option volume: DWAC GCT GEHC OSCR FAST AMLP JEPQ TSM
Increasing unusual put option volume: DFS OVV PLUG EQNR GEHC CYTK ALL NDAQ AES
Active options: TSLA NVDA AMD AAPL BABA SAVE MSFT MARA BA AMZN PYPL META BAC DIS JD JBLU PFE TSM RIVN MS

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