Mid-session IV Report November 21, 2023

Mid-session IV Report November 21, 2023

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Mid-session IV Report November 21, 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: MANU AUPH KMX FDX NKE SAVE

Popular stocks with increasing volume: BAC INTC M AI PLTR ZM GM

Amazon (AMZN) November weekly call option implied volatility is at 25, December is at 26; compared to its 52-week range of 25 to 55 as share price down 3%.

Option IV into quarter results  
    
NVIDIA (NVDA) November weekly call option implied volatility is at 101, December is at 52; compared to its 52-week range of 37 to 68 into the expected release of quarter results today after the bell.

Nordstrom (JWN) November weekly call option implied volatility is at 168, December is at 78; compared to its 52-week range of 37 to 91 into the expected release of quarter results today after the bell.

Deere (DE) November weekly call option implied volatility is at 57, December is at 27; compared to its 52-week range of 19 to 36 into the expected release of quarter results before the bell on November 22.

Copper corn & crude

Freeport-McMoran (FCX) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 53 as share price up 1.8%.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 86.

United States Oil Fund (USO) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 49 as WTI Crude trades $77.

Options with decreasing option implied volatility: VMW M ANF SYM ZIM BURL AAP TGT ZM BBWI DKS AX PANW GPS WSM ROST BBY JD GT
Increasing unusual option volume: GEN GES UDN SYM CAL MAXN SBSW ENTG NTLA VMW
Increasing unusual call option volume: SYM ANF VNET SBSW NTLA A GES BURL AEO
Increasing unusual put option volume: CAL MAXN GES SYM VMW PBRA ADI LOW KSS BURL CRK DBX SBSW
Active options: TSLA AMZN MSFT AAPL NVDA AMD AI PLTR ZM BAC META MARA AMC GOOGL INTC M NIO SOFI BABA GM

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