Mid-session IV Report January 9, 2023

Market Rebellion

This article was last updated on 01/09/2023.

Mid-session IV Report January 9, 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 SNAP BILL PRVB BCRX COTY BKLN HZNP CVAC NVCR HBI CMG DIS ABBV

Popular stocks with increasing volume: BBBY T M COIN NIO T OXY F LULU

Option IV into quarter results

Infosys (INFY) January call option implied volatility is at 46, February is at 33; compared to its 52-week range of 22 to 87 into the expected release of quarter results on before the bell on January 11. Call put ratio 21 calls to 1 put.

Taiwan Semiconductor (TSM) January weekly call option implied volatility is at 65, January is at 46; compared to its 52-week range of 30 to 53 into the expected release of quarter results on January 12.

UnitedHealth Group (UNH) January weekly call option implied volatility is at 36, January is at 28; compared to its 52-week range of 21 to 34 into the expected release of quarter results on before the bell on January 13. Call put ratio 2.3 calls to 1 put.

JPMorgan (JPM) January weekly call option implied volatility is at 44, January is at 31; compared to its 52-week range of 23 to 44 into the expected release of quarter results on before the bell on January 13.

Bank of America (BAC) January weekly call option implied volatility is at 53, January is at ; compared to its 52-week range of 25 to 48 into the expected release of quarter results on before the bell on January 13.

Wells Fargo (WFC) January weekly call option implied volatility is at 55, January is at 39; compared to its 52-week range of 26 to 51 into the expected release of quarter results on before the bell on January 13.

BlackRock (BLK) January weekly call option implied volatility is at 51, January is at 38; compared to its 52-week range of 25 to 47 into the expected release of quarter results on before the bell on January 13.

Citigroup (C) January weekly call option implied volatility is at 59, January is at 41; compared to its 52-week range of 25 to 51 into the expected release of quarter results on before the bell on January 13.

The Bank of New York (BK) January weekly call option implied volatility is at 51, January is at 35; compared to its 52-week range of 23 to 45 into the expected release of quarter results on before the bell on January 13.

Delta Airlines (DAL) January weekly call option implied volatility is at 59, January is at 43; compared to its 52-week range of 35 to 71 into the expected release of quarter results on before the bell on January 13. Call put ratio 2.5 calls to 1 put.

lululemon athletica (LULU) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 70. Call put ratio 1 call to 1.4 puts as shares sell off 8.5%.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 39. Call put ratio 1 call to 3.7 puts.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 57. Call put ratio 2 calls to 1 put.

Petrobras (PBR) 30-day option implied volatility is at 54; compared to its 52-week range of 37 to 103.

Veru, Inc. (VERU) 30-day option implied volatility is at 103; 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. Call put ratio 19 calls to 1 put.

Acer Therapeutics (ACER) 30-day option implied volatility is at 126; compared to its 52-week range of 20 to 166 into PDUFA date from the regulatory agency of January 15, 2023.

Options with decreasing option implied volatility: PSNY IQ WBA CAG
Increasing unusual option volume: WWE ABUS SMMT WB KBH BBW GXO ASHR TCRT URA RVNC RKT LU GRAB
Increasing unusual call volume: EWU BBW WB SMMT ASHR RKT TCRT
Increasing unusual put option volume: KBH URA CFG FUTU TIGR INMD LULU DHT T NVCR SKX BUD
Active options: TSLA AAPL AMZN AMD NVDA BBBY BABA T META MSFT M COIN MARA NIO TLRY OXY F BAC NFLX LULU

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