Mid-session IV Report November 20, 2023

Mid-session IV Report November 20, 2023

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Mid-session IV Report November 20, 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: VMW KMX UUP LMND CPNG NKE

Popular stocks with increasing volume: BABA INTC BAC GPS CSCO SOFI COIN WMT

Option IV into quarter results

Zoom Video (ZM) November weekly call option implied volatility is at 106, December is at 57; compared to its 52-week range of 34 to 82 into the expected release of quarter results today after the bell.

Urban Outfitters (URBN) November weekly call option implied volatility is at 109, December is at 52; compared to its 52-week range of 28 to 63 into the expected release of quarter results today after the bell. Call put ratio 6.5 calls to 1 put.
      
NVIDIA (NVDA) November weekly call option implied volatility is at 91, December is at 52; compared to its 52-week range of 37 to 68 into the expected release of quarter results after the bell on November 21.

Lowe’s Cos. (LOW) November weekly call option implied volatility is at 52, December is at 28; compared to its 52-week range of 17 to 37 into the expected release of quarter results before the bell on November 21.

Medtronic (MDT) November weekly call option implied volatility is at 40, December is at 24; compared to its 52-week range of 15 to 29 into the expected release of quarter results before the bell on November 21.

Analog Devices (ADI) November weekly call option implied volatility is at 54, December is at 31; compared to its 52-week range of 21 to 34 into the expected release of quarter results before the bell on November 21.

Autodesk (ADSK) November weekly call option implied volatility is at 77, December is at 41; compared to its 52-week range of 23 to 51 into the expected release of quarter results before the bell on November 21.

Baidu (BIDU) November weekly call option implied volatility is at 74, December is at 46; compared to its 52-week range of 35 to 72 into the expected release of quarter results before the bell on November 21.

HP (HPQ) November weekly call option implied volatility is at 70, December is at 36; compared to its 52-week range of 21 to 46 into the expected release of quarter results before the bell on November 21.

Best Buy (BBY) November weekly call option implied volatility is at 86, December is at 44; compared to its 52-week range of 20 to 58 into the expected release of quarter results before the bell on November 21.

Burlington Store (BURL) November weekly call option implied volatility is at 129, December is at 64; compared to its 52-week range of 32 to 68 into the expected release of quarter results before the bell on November 21. Call put ratio 3.7 calls to 1 put.

iQIYI (IQ) November weekly call option implied volatility is at 111, December is at 68; compared to its 52-week range of 45 to 151 into the expected release of quarter results before the bell on November 21.

American Eagle (AEO) November weekly call option implied volatility is at 114, December is at 47; compared to its 52-week range of 32 to 68 into the expected release of quarter results before the bell on November 21.

Abercrombie (ANF) November weekly call option implied volatility is at 167, December is at 80; compared to its 52-week range of 33 to 80 into the expected release of quarter results before the bell on November 21.

Kohl’s (KSS) November weekly call option implied volatility is at 150, December is at 78; compared to its 52-week range of 38 to 80 into the expected release of quarter results before the bell on November 21. Call put ratio 1 call to 2.8 puts.

Nordstrom (JWN) November weekly call option implied volatility is at 148, December is at 80; compared to its 52-week range of 37 to 91 into the expected release of quarter results after the bell on November 21.

Hibbett Sports (HIBB) December call option implied volatility is at 68, January is at 52; compared to its 52-week range of 37 to 100 into the expected release of quarter results before the bell on November 21.

Argentina-Related Stocks Gain Following Election

Global Xftse Argentina 20 Etf (ARGT) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 47 as share price gains 9.8% after Argentina election.

YPF S.A. (YPF) 30-day option implied volatility is at 70; compared to its 52-week range of 43 to 77 as share prices gains 32% after Argentina election.

Pampa Energia S.A. (PAM) 30-day option implied volatility is at 51; compared to its 52-week range of 29 to 92 as share prices gains 16% after Argentina election.

Banco Macro S.a. (BMA) 30-day option implied volatility is at 81; compared to its 52-week range of 32 to 91 as share prices gains 14.9% after Argentina election.

Grupo Financiero Galicia Sa (GGAL) 30-day option implied volatility is at 70; compared to its 52-week range of 29 to 109 as share prices gains 18.5% after Argentina election. Call put ratio 20.5 calls to 1 put with focus on December 15 calls.

Options with decreasing option implied volatility: AX SE M AAP HE ONON TGT PANW CSIQ BBWI XP ROST WSM GPS GT VOD TJX CSCO HD
Increasing unusual option volume: NEXT LPG AUR PLCE GRAB YPF GNW GGAL BKKT
Increasing unusual call option volume: PLCE BKKT AUR GRAB GES YPF GPRO GNW GGAL
Increasing unusual put option volume: BALL IOVA YPF IP RILY AAP SMTC PAGS GSAT MPLX
Active options: TSLA NVDA AAPL AMZN MSFT AMD PLTR BABA INTC GOOGL META BAC GOOG CHPT MARA GPS CSCO SOFI COIN WMT

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