Mid-session IV Report January 4, 2023

Market Rebellion

This article was last updated on 01/04/2023.

Mid-session IV Report January 4, 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: GE AUPH SNAP FUTU ALGN META SIRI CLX TMUS GE TGTX ENVX

Popular stocks with increasing volume: GE WBD T MLCO NIO RIVN MU COP BA BAC

Large tech movers into employment report on Friday

Tesla (TSLA) January weekly call option implied volatility is at 104, January is at 81; compared to its 52-week range of 43 to 96 as shares rally 2.6%.

Apple (AAPL) January weekly call option implied volatility is at 49, January is at 38; compared to its 52-week range of 23 to 45. Call put ratio 1 call to 1.3 puts as shares rally 1.3%.

Amazon (AMZN) 30-day option implied volatility is at 54; compared to its 52-week range of 29 to 61. Call put ratio 1.2 calls to 1 put as shares sell off 1%.

Alibaba (BABA) 30-day option implied volatility is at 5; compared8 to its 52-week range of 49 to 99. Call put ratio 2 calls to 1 put as shares trade up 8.3%.

JD.com (JD) 30-day option implied volatility is at 61; compared to its 52-week range of 46 to 96 as shares rally 9.5%.

Micron (MU) 30-day option implied volatility is at 45; compared to its 52-week range of 37 to 68 as shares rally 6.3%.

General Electric (GE) call put ratio 8 calls to 1 put after GE HealthCare (GEHC) completes spin-off from GE.

Index IV steady

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 40.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 22; compared to its 52-week range of 13 to 56.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 58; compared to its 52-week range of 39 to 91. Call put ratio 2.7 calls to 1 put. Call put ratio 2.5 calls to 1 put as shares rally 2.5%.

Option IV for interest rate products

Constellation (STZ) January weekly call option implied volatility is at 60, January is at 31; compared to its 52-week range of 19 to 34 into the expected release of quarter results before the bell on January 5. Call put ratio 1 call to 6.2 puts.

Walgreens Boots Alliance (WBA) January weekly call option implied volatility is at 81, January is at 40; compared to its 52-week range of 22 to 48 into the expected release of quarter results before the bell on January 5.

ConAgra (CAG) January weekly call option implied volatility is at 74, January is at 33; compared to its 52-week range of 19 to 37 into the expected release of quarter results before the bell on January 5.

Turkcell Iletisim Hizmetleri A.S. (TKC) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 52 as shares rally 1.3%.

iShares MSCI Turkey ETF (TUR) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 80 as shares sell off 1.4%.

Options with decreasing option implied volatility: TGTX PRVB
Increasing unusual option volume: EWC GERN MCHI GTLS EXPI CAL MLCO SMMT
Increasing unusual call volume: GERN FORG WE AU MAXN SMMT AUPH MLCO VST BBD
Increasing unusual put option volume: EWC MCHI GERN MLCO OSTK ENVX
Active options: TSLA AAPL AMZN MSFT META BABA NVDA NFLX WBD T MLCO AMD LCID NIO RIVN MU COP BA BAC GOOGL

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