Mid-session IV Report January 8, 2024

Mid-session IV Report January 8, 2024

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Mid-session IV Report January 8, 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 SNAP BILL SPR ALGN IMVT BA PINS EDR SPOT UAA ELF COTY RBLX TEAM NET EL EXPE ON ZIM ALK ZI PYPL

Popular stocks with increasing volume: BABA C COIN WBA BAC SOFI PLTR INTC PFE AMC

Option implied volatility amid recent reports of the first U.S. spot bitcoin exchange-traded fund approval in 2024

Boeing (BA) & Spirit AeroSystems (SPR) option IV up

Boeing (BA) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 41 after a panel blew off a Alaska Airlines (ALK) Boeing 737 MAX 9 jet in midair. Call put ratio 1 call to 1.1 puts as share price down 6.8%.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 66; compared to its 52-week range of 39 to 104. Call put ratio 1.2 calls to 1 put on volume of 28K contracts as share price down 8.7%.

Option IV amid recent reports of the first U.S. spot bitcoin exchange-traded fund approval in 2024

Coinbase (COIN) 30-day option implied volatility is at 86; compared to its 52-week range of 59 to 131 amid recent reports of the first U.S. spot bitcoin exchange-traded fund approval in 2024.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 150; compared to its 52-week range of 89 to 195 as Bitcoin trades $44,900.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 86; compared to its 52-week range of 55 to 104 as Bitcoin trades $44,900.

Riot Platforms (RIOT) 30-day option implied volatility is at 122; compared to its 52-week range of 84 to 143 as Bitcoin trades $44,900. Call put ratio 3.7 calls to 1 put.

Option IV into quarter results

Albertsons (ACI) January call option implied volatility is at 30, February is at 100; 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 9.8 calls to 1 put.

Tilray (TLRY) January weekly call option implied volatility is at 230, January is at 179; 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 7.1 calls to 1 put.

KB Home (KBH) January weekly call option implied volatility is at 80, January is at 55; 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: WBA AVXL LW CAG STZ
Increasing unusual option volume: QRVO PTEN BIRK ALK BOOT AMAM GOEV
Increasing unusual call option volume: ARDX BIRK BOOT DVAX FTHX CYTK
Increasing unusual put option volume: PTEN ALK SPR BIRK DHT BAX
Active options: NVDA TSLA AAPL AMD BA AMZN MSFT MARA PLTR F BAC BABA NIO COIN C XOM AMC SOFI RIOT AAL
Active ETFs: SPY QQQ IWM VOO XLE IVV TLT LQD

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