Mid-session IV Report November 27, 2023

Mid-session IV Report November 27, 2023

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Mid-session IV Report November 27, 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: PLTR MARA BABA SHOP DIS COIN PDD AMC PYPL INTC

General Motors Co. (GM) November weekly call option implied volatility is at 42, December is at 36; compared to its 52-week range of 27 to 46 into hosting a conference call and webcast for financial analysts on Wednesday, November 29, 2023, at 8:00 a.m. ET.

Tesla (TSLA) 30-day option implied volatility is at 44; compared to its 52-week range of 42 to 97 into a Cybertruck event at Gigafactory Texas on Thursday, November 30, 2023.

Ford (F) 30-day option implied volatility is at 27; compared to its 52-week range of 27 to 578. Call put ratio 2 calls to 1 put.

RTX (RTX) 30-day option implied volatility is at 17; compared to its 52-week range of 15 to 33. Call put ratio 5 calls to 1 put with focus on December weekly calls.

Crown Castle (CCI) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 73 after Elliott discloses $2B stake.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 29; compared to its 52-week range of 25 to 40 as gold near six-month high.

Chipotle Mexican Grill (CMG) 30-day option implied volatility is at 16; compared to its 52-week range of 15 to 40 as share price near upper end of range.

Option IV into quarter results

Zscaler (ZS) December weekly call option implied volatility is at 107, December is at 60; compared to its 52-week range of 36 to 81 into the expected release of quarter results after the bell on November 27.

Pinduoduo (PDD) December weekly call option implied volatility is at 111, December is at 63; compared to its 52-week range of 40 to 77 into the expected release of quarter results on November 28.

Workday (WDAY) December weekly call option implied volatility is at 73, December is at 43; compared to its 52-week range of 26 to 55 into the expected release of quarter results after the bell on November 28.

Options with decreasing option implied volatility: JWN ANF BURL SYM ZN AEO ADSK NVDA HPQ DE
Increasing unusual option volume: VNET IRBT EXK BIVI TIGR GGAL
Increasing unusual call option volume: EXK VNET TIGR IRBT DVA GGAL DQ
Increasing unusual put option volume: RILY NAT DHT NANOS IOT CAL LABD RSP IRBT CLOV
Active options: TSLA AMZN AAPL AMD PLTR MARA GOOGL MSFT BABA SHOP META DIS COIN PDD AMC GOOG PYPL INTC

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