Mid-session IV Report November 29, 2023

Mid-session IV Report November 29, 2023

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Mid-session IV Report November 29, 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: GM RIVN CRWD QCOM LMND PYPL

Tesla (TSLA) 30-day option implied volatility is at 43; compared to its 52-week range of 42 to 97 into a Cybertruck event at Gigafactory Texas on Thursday, November 30, 2023.

Option IV into quarter results

Snowflake (SNOW) December weekly call option implied volatility is at 134, December is at 62; compared to its 52-week range of 37 to 85 into the expected release of quarter results today after the bell.

Salesforce (CRM) December weekly call option implied volatility is at 89, December is at 38; compared to its 52-week range of 22 to 51 into the expected release of quarter results after the bell on November 30.

Okta (OKTA) December weekly call option implied volatility is at 97, December is at 51; compared to its 52-week range of 31 to 92 into the expected release of quarter results today after the bell.

Synopsys (SNPS) December call option implied volatility is at 34, January is at 27; compared to its 52-week range of 20 to 71 into the expected release of quarter results today after the bell.

Five Below (FIVE) December weekly call option implied volatility is at 108, December is at 51; compared to its 52-week range of 26 to 55 into the expected release of quarter results today after the bell.

PVH (PVH) December weekly call option implied volatility is at 55, December is at 39; compared to its 52-week range of 29 to 94 into the expected release of quarter results today after the bell. Call put ratio 1 call to 4.6 puts.

nCino (NCNO) December call option implied volatility is at 81, January is at 58; compared to its 52-week range of 32 to 108 into the expected release of quarter results today after the bell.

Kroger (KR) December weekly call option implied volatility is at 76, December is at 36; compared to its 52-week range of 17 to 40 into the expected release of quarter results before the bell on November 30.

Dell Technologies (DELL) December weekly call option implied volatility is at 108, December is at 59; compared to its 52-week range of 24 to 84 into the expected release of quarter on November 29. Call put ratio 3.6 calls to 1 put.

Ulta Beauty (ULTA) December weekly call option implied volatility is at 105, December is at 45; compared to its 52-week range of 20 to 43 into the expected release of quarter results after the bell on November 30.

Academy Sports (ASO) December weekly call option implied volatility is at 155, December is at 68; compared to its 52-week range of 31 to 62 into the expected release of quarter results before the bell on November 30. Call put ratio 5.2 calls to 1 put.

Ambarella (AMBA) December weekly call option implied volatility is at 210, December is at 89; compared to its 52-week range of 33 to 83 into the expected release of quarter results after the bell on November 30. Call put ratio 4.2 calls to 1 put.

Pager Duty (PD) December call option implied volatility is at 77, January is at 51; compared to its 52-week range of 33 to 107 into the expected release of quarter results after the bell on November 30.

Options with decreasing option implied volatility: JWN FL ZS PDD DLTR MANU CRWD OKTA NVDA ADSK HPQ WDAY NTAP INTU DE
Increasing unusual option volume: BIVI HPE CAN LMND EVLV
Increasing unusual call option volume: HPE CAN LMND BIVI REAL TPX NTAP WDAY RKT BITF
Increasing unusual put option volume: CL FTCH NTR LYV HPE NTAP PSTG
Active options: TSLA AAPL NVDA AMD F AMZN PLTR AMC GME BABA MSFT META RIVN CRWD QCOM LMND GOOGL PYPL FTCH QS

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