Mid-session IV Report November 24, 2023

Mid-session IV Report November 24, 2023

by

Mid-session IV Report November 24, 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: KMX SGEN EYPT IRBT YPF GGAL SBLK SPLK

Popular stocks with increasing volume: BABA DIS XOM

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of 11 to 24.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 15; compared to its 52-week range of 16 to 30 as Q’s near upper end of range.

Options with decreasing option implied volatility: JWN ANF SYM BURL ZM DKS KSS GPS ABR AEO
Increasing unusual option volume: EYPT ACI BMBL IRBT MAG AVXL VNOM PZZA ITA YPF
Increasing unusual call option volume: ACI IRBT PZZA BKKT YPF NVS NMM BITF
Increasing unusual put option volume: AVXL RGLD BMBL MAXN EH AEO
Active options: TSLA NVDA AAPL MARA AMZN AMD COIN PLTR MSFT META GOOGL RIOT BABA GOOG BAC DIS RIVN AMC XOM NIO

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!