Mid-session IV Report November 17, 2023

Mid-session IV Report November 17, 2023

by

Mid-session IV Report November 17, 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: IMGN ABR PBR SAVE MOR AAP

Popular stocks with increasing volume: WMT PANW CSCO PYPL CVNA SOFI BAC

SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 37. Call put ratio 1.2 calls to 1 put into Black Friday and Cyber Monday.

Option IV into quarter results

Agilent Technologies (A) December call option implied volatility is at 50, January is at 34; compared to its 52-week range of 20 to 80 into the expected release of quarter results after the bell on November 20. Call put ratio 4.7 calls to 1 put with focus on December 125 calls.

Zoom Video (ZM) November weekly call option implied volatility is at 88, December is at 57; compared to its 52-week range of 34 to 82 into the expected release of quarter results after the bell on November 20. Call put ratio 1 call to 14 puts with focus on November-January 80 put spread.

Urban Outfitters (URBN) November weekly call option implied volatility is at 85, December is at 51; compared to its 52-week range of 28 to 63 into the expected release of quarter results on November 20. Call put ratio 4.8 calls to 1 put with focus on November weekly calls.

Option IV after recent IPO’s

Kenvue (KVUE) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 53. Call put ratio 59 calls to 1 put with focus on February and May calls.

Nextracker (NXT) 30-day option implied volatility is at 53; compared to its 52-week range of 22 to 97.

Klaviyo (KVYO) 30-day option implied volatility is at 52; compared to its 52-week range of 49 to 82.

ODDITY Tech (ODD) 30-day option implied volatility is at 70; compared to its 52-week range of 50 to 98. Call put ratio 5 calls to 1 put with focus on November calls.

Acelyrin (SLRN) 30-day option implied volatility is at 92; compared to its 52-week range of 56 to 248.

Birkenstock (BIRK) 30-day option implied volatility is at 55; compared to its 52-week range of 55 to 76.

Instacart (CART) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 72. Call put ratio 1 call to 6.8 puts with focus on November and December puts.

Arm Holdings (ARM) 30-day option implied volatility is at 35; compared to its 52-week range of 35 to 59. Call put ratio 2.6 calls to 1 put.

Options with decreasing option implied volatility: HE M SE AAP STNE ONON TGT PANW TSN BBWI CSIQ TSEM XP ROST WSM GT VOD CSCO TJX
Increasing unusual option volume: AVTR PTEN GPS INDA VNET IQV ROST OTLY BKLN
Increasing unusual call option volume: VNET INDA GPS ROST EMB OTLY FAST THC AM CRSP BJ VNO
Increasing unusual put option volume: CAL GPS NVCR FVRR ERIC AMAT AUPH ZTO IMGN
Active options: TSLA NVDA AAPL MSFT BABA AMZN AMD PLTR AMAT META WMT CHPT PANW CSCO PYPL NFLX CVNA SOFI BAC

Subscribe to Rebel Roundup for your weekly digest of market highlights and free trading lessons.
We’re on a mission to empower retail traders with the tools they need to succeed.

Join a growing community of traders with Market Rebellion

Join the thousands of users daily!