Mid-session IV Report November 4, 2022

Market Rebellion

This article was last updated on 11/04/2022.

Mid-session IV Report November 4, 2022

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.

Option IV increases: GETY ACI LUMN HBM FNKO

Popular stocks with increasing volume: PBR COIN PYPL NIO DKNG CZR AAL

China stocks option IV after as stocks sell off after China’s Xi expands power

JD.com (JD) 30-day option implied is at 72; compared to its 52-week range of 43 to 96 as shares rally 8.2%.

Alibaba (BABA) 30-day option implied is at 69; compared to its 52-week range of 46 to 99 as shares rally 6%.

Energy stocks option IV as shares prices near record high

Exxon Mobil (XOM) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 47.

Chevron (CVX) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 46.

Occidental Petroleum (OXY) 30-day option implied volatility is at 45; compared to its 52-week range of 45 to 89.

ConocoPhillips (COP) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 56.

Halliburton (HAL) 30-day option implied volatility is at 45; compared to its 52-week range of 38 to 63 as shares rally 4%.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 43; compared to its 52-week range of 36 to 61 as shares rally 2.7%.

United Stats Oil Fund (USO) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 81 as shares rally 4%.

United States Natural Gas (UNG) 30-day option implied volatility is at 99; compared to its 52-week range of 35 to 149. Call put ratio 2.6 calls to 1 put as shares rally 2.4%.

Palantir (PLTR) November weekly call option implied volatility is at 117, November is at 94; compared to its 52-week range of 45 to 101 into the expected release of quarter results before the bell on November 7.

Options with decreasing option implied volatility: RUM TRQ PBR SOFI UAA ROKU GOOS Z PYPL HRB ETSY
Increasing unusual option volume: ING APLS UAA FNKO MODG GFI
Increasing unusual call volume: MODG UAA DISH FNKO APLS OLED ASHR
Increasing unusual put option volume: APLS NNDM PBR GOGL YELP ZI BHP TEAM
Active options: AAPL TSLA AMZN META AMD NVDA NIO F DKNG BABA PYPL GOOGL SQ MSFT WBD COIN NFLX GOOG NCLH CVNA

Subscribe to Daily IV Report

Never miss a Daily IV Report—let us deliver it right to your inbox.

By clicking Subscribe, you agree to receive marketing offers from Market Rebellion, and its affiliates, subsidiaries, or agents in the form of emails, pre-recorded messages, text messages, and autodialed calls at the email address and phone number provided above, even if the phone number is present on a state or national Do Not Call list. You recognize that you are not required to provide this consent as a condition of purchase and that you can withdraw consent at any time. Data rates may apply. By clicking below, you also agree to our  Terms of Use  and acknowledge our  Privacy Policy.

ROUNDTABLE WEBINAR SPECIAL

Score 10% OFF ON ALL Annual Trading Services & Education Courses!

Give us a call at (888)809-8058 to explore the deal. Offer ends Friday!

Days
Hours
Minutes
Seconds