Mid-session IV Report July 3, 2023

Mid-session IV Report July 3, 2023

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Mid-session IV Report July 3, 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.

Options with increasing option implied volatility: JOBY EA ISEE CLX W LYFT LCID UBER SQ SPWR DASH NIO DKNG PINS ETSY ON QCOM SBUX HTZ

Popular stocks increasing volume: RIVN AZN AIG HLT MAT CCL

“The Magnificent Seven.” option implied volatility

Apple (AAPL) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 45 as shares trade above $192.

Microsoft (MSFT) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 43.

Alphabet (GOOGL) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 47.

Meta Platforms (META) 30-day option implied volatility is at 46; compared to its 52-week range of 29 to 74.

NVIDIA (NVDA) 30-day option implied volatility is at 40; compared to its 52-week range of 39 to 68.

Tesla (TSLA) 30-day option implied volatility is at 57; compared to its 52-week range of 44 to 96 as shares rally 7%.

Movers

Rivian Automotive (RIVN) 30-day option implied volatility is at 77; compared to its 52-week range of 64 to 101 after release of Q2 deliveries. Call put ratio 2.6 calls to 1 put as shares rally 11%.

Options with decreasing option implied volatility: NKE DWAC MU WBA GIS STZ SGEN
Increasing unusual option volume: BTAI BKR ALTO TMC MAT HLT CHPT IAC GOSS XXII NEGG SAGE CGSP BEKE FIS
Increasing unusual call option volume: AIG BEKE CHPT JOBY MAT SAGE PAGP FIS
Increasing unusual put option volume: AXON UNIT IONQ VMW
Active options: TSLA AAPL NVDA MSFT GOOGL AMD

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