Mid-session IV Report June 29, 2023

Mid-session IV Report June 29, 2023

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Mid-session IV Report June 29, 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: UBS JOBY SNAP TDOC META ALGN SPOT ALGN DPZ CMG AZN BAX HZNP KO ARLO FREY

Popular stocks increasing volume: CCL SOFI PLTR COIN CVNA INTCL LCID

Option IV low for stocks with share price near 52-week highs

Apple (AAPL) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 45 as share price near 52-week high.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 19; compared to its 52-week range of 19 to 44 as share price near 52-week high.

MongoDB (MDB) 30-day option implied volatility is at 48; compared to its 52-week range of 47 to 98 as share price near 52-week high.

Deckers Brands (DECK) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 103 as share price near 52-week high.

American Airlines (AAL) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 75 as share price near 52-week high.

Allegiant Travel (ALGT) 30-day option implied volatility is at 36; compared to its 52-week range of 35 to 72 as share price near 52-week high.

Carnival Corp. (CCL) 30-day option implied volatility is at 51; compared to its 52-week range of 47 to 99 as share price near 52-week high.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 49; compared to its 52-week range of 42 to 100 as share price near 52-week high. Call put ratio 2.8 calls to 1 put.

Royal Caribbean (RCL) 30-day option implied volatility is at 40; compared to its 52-week range of 34 to 91 as share price near 52-week high.

TJX Cos. (TJX) 30-day option implied volatility is at 15; compared to its 52-week range of 15 to 40 as share price near 52-week high.

Intuitive Surgical (ISRG) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 52 as share price near 52-week high. Call put ratio 4.1 calls to 1 put.

Take-Two Interactive Software (TTWO) 30-day option implied volatility is at 22; compared to its 52-week range of 21 to 54 as share price near 52-week high. Call put ratio 1 call to 4.2 puts.

Eaton (ETN) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 68 as share price near 52-week high.

Option IV into quarter results

Nike (NKE) June weekly call option implied volatility is at 143, July is at 33; compared to its 52-week range of 23 to 52 into the expected release of quarter results today after the bell.

Constellation Brands (STZ) June weekly call option implied volatility is at 80, July is at 25; compared to its 52-week range of 17 to 31 into the expected release of quarter results before the bell on June 30.

Options with decreasing option implied volatility: SGEN WBA GIS KMX
Increasing unusual option volume: ARLO JOBY ACHR FREY BTAI OSTK BKSY NNDM CNK CP CMRE SPCE MKC BB
Increasing unusual call option volume: ACHR JOBY FREY OSTK BTAI CNK NNDM BKSY BB MLCO
Increasing unusual put option volume: CP FREY JOBY OSTK FREY AMRS KKR GSAT ICPT AES SGEN MKC
Active options: TSLA NVDA AAPL AMZN CCL AMD AMC MU SOFI PLTR COIN CVNA NFLX INTC MSFT DAL BAC LCID MARA

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