Mid-session IV Report January 3, 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: AUPH IQ FUTU SNAP U META WOLF PINS ALGN UPS LUV UPS CLX EA IBM KMB
Popular stocks with increasing volume: PYPL DIS SHOP BILI BBBY SOFI
Large tech movers into employment report on Friday as TSLA and APPL trend lower
Tesla (TSLA) January weekly call option implied volatility is at 104, January is at 82; compared to its 52-week range of 43 to 96 as shares sell off 10%.
NIO Inc. (NIO) 30-day option implied volatility is at 89; compared to its 52-week range of 61 to 132 as shares rally 2.1%.
Li Auto Inc. (LI) 30-day option implied volatility is at 80; compared to its 52-week range of 57 to 119 as shares rally 3.8%.
XPeng Inc. (XPEV) 30-day option implied volatility is at 102; compared to its 52-week range of 64 to 129 as shares rally 6.8%.
Apple (AAPL) January weekly call option implied volatility is at 54, January is at 43; compared to its 52-week range of 23 to 45. Call put ratio 1 call to 1.2 puts as shares sell off 3.4%.
Amazon (AMZN) 30-day option implied volatility is at 54; compared to its 52-week range of 27 to 61. Call put ratio 1.5 calls to 1 put as shares rally 1%.
Meta Platforms (META) January weekly call option implied volatility is at 54, January is at 49; compared to its 52-week range of 34 to 79. Call put ratio 1.7 calls to 1 put as shares rally 3.2%.
PayPal (PYPL) 30-day option implied volatility is at 58; compared to its 52-week range of 37 to 84 as shares rally 4.6%.
C. H. Robinson Worldwide (CHRW) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 80 after CEO Bob Biesterfeld steps down, Scott Anderson named interim CEO. Call put ratio 30 calls to 1 put with focus on February 110 calls.
Veru, Inc. (VERU) 30-day option implied volatility is at 80; compared to its 52-week range of 77 to 331 into topline data from VERA’s Phase 2b ORIGIN clinical trial of APRIL/BLyS inhibitor atacicept in IgAN in “early January.” Call put ratio 3.6 calls to 1 put.
Options with decreasing option implied volatility: TGTX VERU PRVB
Increasing unusual option volume: GRAB SJR MBLY AMKR RGLD GPRE LSCC SMMT WB GSM CHRW
Increasing unusual call volume: GRAB RGLD GPRE MBLY SA NXE WB FORG
Increasing unusual put option volume: SJR UWMC TIGR FUTU BKKT FANG RSP CEIX
Active options: TSLA AAPL AMZN META BABA NIO GOOGL AMC NVDA AMD MSFT MARA NFLX PYPL DIS SHOP BILI BBBY GOOG SOFI
