Mid-session IV Report January 5, 2023

Market Rebellion

This article was last updated on 01/05/2023.

Mid-session IV Report January 5, 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: BBBY AUPH SNAP BILL FUTU ALGN META SIRI SI UPS CLX HUM BKLN

Popular stocks with increasing volume: BABA COIN SHOP NFLX INTC NIO F HOG

Large tech movers into employment report on Friday

Tesla (TSLA) January weekly call option implied volatility is at 105, January is at 86; compared to its 52-week range of 43 to 96 as shares sell off 5%.

Apple (AAPL) January weekly call option implied volatility is at 52, January is at 42; compared to its 52-week range of 23 to 45. Call put ratio 1 call to 1.4 puts.

Microsoft (MSFT) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 47 as shares sell off 1.9%.

Amazon (AMZN) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 61. Call put ratio 1.4 calls to 1 put as shares sell off 1.8%.

Meta Platforms (META) 30-day option implied volatility is at 68; compared to its 52-week range of 34 to 79. Call put ratio 1.4 calls to 1 put as shares sell off 1.9%.

Alphabet (GOOGL) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 49. Call put ratio 2 calls to 1 put as shares sell off 1.8%.

Netflix (NFLX) 30-day option implied volatility is at 67; compared to its 52-week range of 36 to 86.

Nvidia (NVDA) 30-day option implied volatility is at 58; compared to its 52-week range of 45 to 82 as shares sell off 3.5%.

Advanced Micro Devices (AMD) 30-day option implied volatility is at 57; compared to its 52-week range of 44 to 73 as shares sell off 2.8%.

Micron (MU) 30-day option implied volatility is at 45; compared to its 52-week range of 37 to 68 as shares rally 1.1%.

Intel (INTC) 30-day option implied volatility is at 47; compared to its 52-week range of 27 to 59 as shares sell off 0.8%. Call put ratio 1 call to 1.8 puts with focus on January weekly puts.

Qualcomm (QCOM) 30-day option implied volatility is at 48; compared to its 52-week range of 33 to 58 as shares sell off 1.4%. Call put ratio 1 call to 1.6 puts.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 58; compared to its 52-week range of 48 to 93 as shares sell off 7.2%.

PayPal (PYPL) 30-day option implied volatility is at 59; compared to its 52-week range of 37 to 84 as shares sell off 1.4%.

General Electric (GE) 30-day option implied volatility is at 104; compared to its 52-week range of 29 to 252. Call put ratio 2.8 calls to 1 put after GE HealthCare (GEHC) completes spin-off from GE.

Bed Bath & Beyond (BBBY) January weekly call option implied volatility is at 270, January is at 190; compared to its 52-week range of 81 to 325. Call put ratio 1.6 calls to 1 put as shares sell off 24%.

Options with decreasing option implied volatility: PRVB PSNY COUP
Increasing unusual option volume: NVCR LOVE HOG AULT LW GRPN DBC YOU HELE SI LU
Increasing unusual call volume: NVCR DBC GRPN YOU SI SMMT LU TPX LW BAX BEKE
Increasing unusual put option volume: NVCR HOG AMRS CEIX DHT GERN WBA AUPH SI ABB
Active options: TSLA AAPL AMZN MSFT BBBY NVDA SI BABA COIN META AMD SHOP NFLX MULN MARA GOOGL INTC NIO F HOG

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