Mid-session IV Report January 9, 2024

Mid-session IV Report January 9, 2024

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Mid-session IV Report January 9, 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 SPR FTNT SPOT PINS UAA SIRI EDR COTY EL RBLX

Popular stocks with increasing volume: VZ BA BABA PLTR BAC FCX COIN AAL F

Boeing (BA) 30-day option implied volatility is at 47; compared to its 52-week range of 22 to 41. Call put ratio 1 call to 1.3 puts as share price down 1.3%.

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 call to 4.5 puts as share price down .99%.

Option IV amid China Says Russians Showed Enthusiasm On Ukraine Peace Talks – Bloomberg

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 12; compared to its 52-week range of 10 to 24.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 29.

United States Oil Fund (USO) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 49 amid China Says Russians Showed Enthusiasm on Ukraine Peace Talks – Bloomberg.

Movers

Juniper Networks (JNPR) 30-day option implied volatility is at 33 compared to its 52-week range of 16 to 33 after WSJ reports on potential sale to Hewlett Packard Enterprise (HPE). Call put ratio 1.2 calls to 1 put.

Hewlett Packard Enterprise (HPE) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 80 after WSJ reports on potential purchase of Juniper Networks (JNPR). Call put ratio 1 call to 1 put as share price down 8.4%.

Grifols (GRFS) 30-day option implied volatility is at 100; compared to its 52-week range of 36 to 115 as share price down 24%. Call put ratio 1 call to 2.1 puts with focus on January puts.

Option IV into quarter results

KB Home (KBH) January weekly call option implied volatility is at 88, January is at 54; compared to its 52-week range of 27 to 83 into the expected release of quarter results after the bell on January 10.

Infosys (INFY) January call option implied volatility is at 53, February is at 31; compared to its 52-week range of 16 to 77 into the expected release of quarter results before the bell on January 11.

Options with decreasing option implied volatility: APLS CYTK WBA CPE CAG STZ
Increasing unusual option volume: FIS AVTR FIS VNET JNPR MCRB EXTR IMPP AMAM MCHP
Increasing unusual call option volume: JNPR FIS MCRB IMPP
Increasing unusual put option volume: MCHP VNET HPE GD
Active options: NVDA VZ TSLA AAPL AMD BA AMZN MARA MSFT BABA PLTR BAC META AMC RIOT FCX COIN AAL F
Active ETFs: SPY LQD QQQ LABU UNG TQQQ XBI EWZ

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