Mid-session IV Report January 23, 2024

Mid-session IV Report January 23, 2024

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Mid-session IV Report January 23, 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: MANU DWAC M ADM CART NU MELI WMT CPRI SPLK RUM TKO CART SPLK

Popular stocks with increasing volume: UAL BIDU VZ MARA PLTR AAL DIS PYPL JD RIVN COIN

Option IV into release quarter results

Netflix (NFLX) January weekly call option implied volatility is at 109, February is at 48; compared to its 52-week range of 24 to 59 into the expected release of quarter results today after the bell.

Texas Instruments (TXN) January weekly call option implied volatility is at 60, February is at 31; compared to its 52-week range of 19 to 34 into the expected release of quarter results today after the bell.

Intuitive Surgical (ISRG) January weekly call option implied volatility is at 74, February is at 35; compared to its 52-week range of 21 to 47 into the expected release of quarter results today after the bell.

Tesla (TSLA) January weekly call option implied volatility is at 93, February is at 53; compared to its 52-week range of 42 to 74 into the expected release of quarter results after the bell on January 24.

ASML Holdings (ASML) January weekly call option implied volatility is at 60, February is at 33; compared to its 52-week range of 23 to 43 into the expected release of quarter results before the bell on January 24.

Abbott Laboratories (ABT) January weekly call option implied volatility is at 39, February is at 21; compared to its 52-week range of 15 to 31 into the expected release of quarter results before the bell on January 24.

SAP (SAP) February call option implied volatility is at 29, March is at 24; compared to its 52-week range of 18 to 83 into the expected release of quarter results before the bell on January 24.

International Business Machines (IBM) January weekly call option implied volatility is at 55, February is at 26; compared to its 52-week range of 13 to 29 into the expected release of quarter results after the bell on January 24.

Service Now (NOW) January weekly call option implied volatility is at 73, February is at 35; compared to its 52-week range of 23 to 50 into the expected release of quarter results after the bell on January 24.

AT&T (T) January weekly call option implied volatility is at 74, February is at 33; compared to its 52-week range of 16 to 38 into the expected release of quarter results before the bell on January 24.

Lam Research (LRCX) January weekly call option implied volatility is at 80, February is at 42; compared to its 52-week range of 26 to 47 into the expected release of quarter results after the bell on January 24.

CSX Corp. (CSX) January weekly call option implied volatility is at 49, February is at 23; compared to its 52-week range of 15 to 32 into the expected release of quarter results after the bell on January 24.

General Dynamics (GD) January weekly call option implied volatility is at 37, February is at 20; compared to its 52-week range of 12 to 26 into the expected release of quarter results before the bell on January 24.

Freeport-McMoran (FCX) January weekly call option implied volatility is at 55, February is at 36; compared to its 52-week range of 29 to 53 into the expected release of quarter results before the bell on January 24.

Kimberly-Clark (KMB) January weekly call option implied volatility is at 45, February is at 22; compared to its 52-week range of 13 to 25 into the expected release of quarter results before the bell on January 24.

Las Vegas Sands (LVS) January weekly call option implied volatility is at 84, February is at 41; compared to its 52-week range of 26 to 44 into the expected release of quarter results on January 24.

Seagate (STX) January weekly call option implied volatility is at 95, February is at 46; compared to its 52-week range of 25 to 45 into the expected release of quarter results after the bell on January 24. Call put ratio 4.2 calls to 1 put as share price up 1.9%.

Option IV after Bloomberg’s report that the China’s government is working on a stimulus package to support the stock market

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 67. Call put ratio 5 calls to 1 put as share price up 3.5%.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 51.
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Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 27. Call put ratio 18.7 calls to 1 put as share price up 1.2%.

TKO Group Holdings (TKO) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 443. call put ratio 2.3 calls to 1 put after TKO Group appoints Dwayne Johnson, Brad Keywell to board of directors.

Options with decreasing option implied volatility: HA JBLU ALLY DFS RF GE FAST GE CFG DHI RTX PG
Increasing unusual option volume: RUM BGC DWAC GOGL LOGI TKO RBA
Increasing unusual call option volume: RUM BGC LOGI DWAC TKO GOGL RBA NTES
Increasing unusual put option volume: DWAC IREN LOGI AG RUM TER MMM HAL JOBY BIDU
Active options: TSLA RTX BABA AMD AAPL NVDA NIO UAL SAVE BIDU VZ MARA PLTR AAL AMZN DIS PYPL JD RIVN COIN

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