Mid-session IV Report January 5, 2024

Mid-session IV Report January 5, 2024

by

Mid-session IV Report January 5, 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: QS MANU SNAP BILL WOLF SOFI ALGN TEAM META EDR WHR CLX PINS SBUX AMZN TSLY CLF
Popular stocks with increasing volume: PTON LXRX AGL PACB LEVI ELAN ANSS BABA C COIN WBA BAC SOFI PLTR INTC PFE AMC

Amazon (AMZN) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 55.

NVIDIA (NVDA) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 68 as share price up 2.8%.

Coinbase (COIN) 30-day option implied volatility is at 84; compared to its 52-week range of 59 to 139.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 39; compared to its 52-week range of 33 to 61.

Elanco Animal Health (ELAN) 30-day option implied volatility is at 41; compared to its 52-week range of 30 to 84. Call put ratio 39 calls to 1 put with focus on April calls.

Spirit Airlines (SAVE) January call option implied volatility is at 290, February is at 280; compared to its 52-week range of 24 to 219 amid SAVE and JetBlue (JBLU) trial versus the DOJ. Call put ratio 2.4 calls to 1 put.

Option IV into quarter results

Albertsons (ACI) January weekly call option implied volatility is at 40, February is at 41; compared to its 52-week range of 12 to 78 into the expected release of quarter results before the bell on January 9. Call put ratio 2.9 calls to 1 put.

Tilray (TLRY) January weekly call option implied volatility is at 177, February is at 158; compared to its 52-week range of 68 to 139 into the expected release of quarter results before the bell on January 9. Call put ratio 2.6 calls to 1 put.

KB Home (KBH) January weekly call option implied volatility is at 63, February is at 51; compared to its 52-week range of 27 to 83 into the expected release of quarter results after the bell on January 10.

Options with decreasing option implied volatility: MARA AVXL WBA CPE LW
Increasing unusual option volume: BGC MBLY MPW QS SIMO PTON ELAN
Increasing unusual call option volume: MBLY BGC QS PTON ELAN
Increasing unusual put option volume: MBLY TMF QS MPW PTON
Active options: TSLA NVDA AMZN MARA AMD QS BABA MSFT C COIN WBA BAC SOFI GOOGL PLTR META INTC PFE AMC
Active ETFs: SPY QQQ IWM HYG TLT EEM TQQQ FXI XLF LQD SLV GDX SOXL KRE

Subscribe to Rebel Roundup for your weekly digest of market highlights and free trading lessons.
We’re on a mission to empower retail traders with the tools they need to succeed.

Join a growing community of traders with Market Rebellion

Join the thousands of users daily!