Mid-session IV Report November 30, 2023

Mid-session IV Report November 30, 2023

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Mid-session IV Report November 30, 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: HUM GME CI KVUE HES NANOS SNAP APP

Popular stocks with increasing volume: PFE NIO PDD OKTA MS PANW MU PBR MRNA QCOM

Tesla (TSLA) December weekly call option implied volatility is at 69, December is at 47; compared to its 52-week range of 42 to 97 into a Cybertruck event today after the bell.

Option IV into quarter results

Dell Technologies (DELL) December weekly call option implied volatility is at 148, December is at 53; compared to its 52-week range of 24 to 84 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts.

Marvell Technology (MRVL) December weekly call option implied volatility is at 164, December is at 56; compared to its 52-week range of 34 to 63 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts.

Ulta Beauty (ULTA) December weekly call option implied volatility is at 140, December is at 47; compared to its 52-week range of 20 to 43 into the expected release of quarter results today after the bell.

Ambarella (AMBA) December weekly call option implied volatility is at 290, December is at 90; compared to its 52-week range of 33 to 83 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

Pager Duty (PD) December call option implied volatility is at 80, January is at 53; compared to its 52-week range of 33 to 107 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put.

Immunogen (IMGN) December call option implied volatility is at 50, January is at 29; compared to its 52-week range of 50 to 217 after AbbVie (ABBV) to acquire ImmunoGen for $31.26 per share in cash. Call put ratio 3.6 calls to 1 put.

Options with decreasing option implied volatility: IMGN FL OKTA DLTR PDD MANU ZS SNOW NTNX ASO PSTG CRWD FIVE WDAY HE CRM NTAP KR INTU
Increasing unusual option volume: PSTG IMGN BIG EWU ESPR KKR HASI SMAR
Increasing unusual call option volume: IMGN BIG PSTG KKR LQD SMAR HRL ESPR GOTU CVE CRM
Increasing unusual put option volume: HASI IMGN PSTG ASO CPNG LYV FRO CRM HRL EWU
Active options: TSLA NVDA META PLTR PLUG PFE NIO PDD OKTA MS PANW MU NEE NFLX PBR TSLA NEM MRNA QCOM

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