Mid-session IV Report November 28, 2023

Mid-session IV Report November 28, 2023

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Mid-session IV Report November 28, 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: AFRM COIN SCHW BABA ROKU SOFI PDD UBER INTC

Option IV into quarter results

Intuit (INTU) December weekly call option implied volatility is at , December is at compared to its 52-week range of into the expected release of quarter results after the bell on November 28.

Workday (WDAY) December weekly call option implied volatility is at 70, December is at 41; compared to its 52-week range of 26 to 55 into the expected release of quarter results today after the bell.

CrowdStrike (CRWD) December weekly call option implied volatility is at 94, December is at 49; compared to its 52-week range of 33 to 70 into the expected release of quarter results today after the bell.

Hewlett Packard (HPE) December call option implied volatility is at 45, January is at 35; compared to its 52-week range of 20 to 80 into the expected release of quarter results today after the bell. Call put ratio 5.9 calls to 1 put.

NetApp (NTAP) December weekly call option implied volatility is at 77, December is at 38; compared to its 52-week range of 18 to 73 into the expected release of quarter results today after the bell.

Snowflake (SNOW) December weekly call option implied volatility is at 113, December is at 16; compared to its 52-week range of 37 to 85 into the expected release of quarter results after the bell on November 29.

Footlocker (FL) December weekly call option implied volatility is at 192, December is at 94; compared to its 52-week range of 35 to 84 into the expected release of quarter results before the bell on November 29.

Dollar Tree (DLTR) December weekly call option implied volatility is at 123, December is at 60; compared to its 52-week range of 20 to 49 into the expected release of quarter results before the bell on November 29.

Hormel (HRL) December weekly call option implied volatility is at 65, December is at 34; compared to its 52-week range of 14 to 30 into the expected release of quarter results before the bell on November 29.

Salesforce (CRM) December weekly call option implied volatility is at 75, December is at 36; compared to its 52-week range of 22 to 51 into the expected release of quarter results after the bell on November 30.

Option IV after recent IPO’s

Kenvue (KVUE) 30-day option implied volatility is at 39; compared to its 52-week range of 16 to 53.

Birkenstock (BIRK) 30-day option implied volatility is at 54; compared to its 52-week range of 55 to 76 as share price up 6.5%.

Instacart (CART) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 72 as share price up 1.8%.

Arm Holdings (ARM) 30-day option implied volatility is at 41; compared to its 52-week range of 35 to 59. Call put ratio 3.4 calls to 1 put.

Nextracker (NXT) 30-day option implied volatility is at 49; compared to its 52-week range of 22 to 97.

Klaviyo (KVYO) 30-day option implied volatility is at 49; compared to its 52-week range of 47 to 82.

ODDITY Tech (ODD) 30-day option implied volatility is at 67; compared to its 52-week range of 50 to 98. Call put ratio 275 calls to 1 put with focus on December calls.

Acelyrin (SLRN) 30-day option implied volatility is at 57; compared to its 52-week range of 56 to 248.

Movers

GameStop (GME) 30-day option implied volatility is at 94; compared to its 52-week range of 52 to 132. Call put ratio 5.5 calls to 1 put with focus on December weekly calls as share price up 10%.

Estee Lauder (EL) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 78 as share price up 1.8%.

Options with decreasing option implied volatility: ANF SYM BURL JWN LAC KSS DKS ZM PDD ZS BBY AEO NVDA HPQ DE LOW TCOM ADI
Increasing unusual option volume: BNS WPC SILV CRS MAXN BMBL NVAX KSS
Increasing unusual call option volume: IRBT MAXN HBI CG PDD ZS
Increasing unusual put option volume: NANOS IOVA BMBL DHT ZS AG AAP IRBT
Active options: TSLA NVDA AMZN AAPL AMD MSFT AFRM COIN META PLTR SCHW BABA ROKU MARK CHPT SOFI PDD UBER GOOGL INTC

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