Mid-session IV Report November 6, 2023

Mid-session IV Report November 6, 2023

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Mid-session IV Report November 6, 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: NANOS CELH INSP CHWY MDB DOCU CRSP ABR MPW DH HOLI LULU PBR

Popular stocks with increasing volume: PLTR C BAC SOFI F NIO DKNG AMC RIVN UBER COIN

Option IV into quarter results

Uber (UBER) November weekly call option implied volatility is at 88, November is at 61; compared to its 52-week range of 30 to 61 into the expected release of quarter results before the bell on November 7.

Gilead (GILD) November weekly call option implied volatility is at 43, November is at 30; compared to its 52-week range of 16 to 29 into the expected release of quarter results after the bell on November 7.

Air Products (APD) November call option implied volatility is at 36, December is at 30; compared to its 52-week range of 16 to 77 into the expected release of quarter results before the bell on November 7.

Occidental (OXY) November weekly call option implied volatility is at 45, November is at 35; compared to its 52-week range of 22 to 50 into the expected release of quarter results after the bell on November 7. Call put ratio 1 call to 2 puts.

KKR (KKR) November weekly call option implied volatility is at 53, November is at 40; compared to its 52-week range of 22 to 56 into the expected release of quarter results before the bell on November 7. Call put ratio 8.7 calls to 1 put with focus on November 60 calls.

Coupang (CPNG) November weekly call option implied volatility is at 97, November is at 67; compared to its 52-week range of 28 to 77 into the expected release of quarter results after the bell on November 7.

Devon (DVN) November weekly call option implied volatility is at 66, November is at 49; compared to its 52-week range of 26 to 53 into the expected release of quarter results after the bell on November 7.

Datadog (DDOG) November weekly call option implied volatility is at 140, November is at 92; compared to its 52-week range of 36 to 74 into the expected release of quarter results before the bell on November 7.

eBay (EBAY) November weekly call option implied volatility is at 82, November is at 55; compared to its 52-week range of 21 to 43 into the expected release of quarter results after the bell on November 7.

Rivian (RIVN) November weekly call option implied volatility is at 150, November is at 109; compared to its 52-week range of 57 to 101 into the expected release of quarter results after the bell on November 7.

Toast (TOST) November weekly call option implied volatility is at 159, November is at 108; compared to its 52-week range of 40 to 111 into the expected release of quarter results after the bell on November 7.

Robinhood (HOOD) November weekly call option implied volatility is at 106, November is at 78; compared to its 52-week range of 35 to 95 into the expected release of quarter results after the bell on November 7. Call put ratio 8.6 calls to 1 put with focus on November weekly (10) 10.5 calls.

Akamai (AKAM) November call option implied volatility is at 52, December is at 34; compared to its 52-week range of 16 to 74 into the expected release of quarter results after the bell on November 7.

TKO Group (TKO) November call option implied volatility is at 47, December is at 38; compared to its 52-week range of 31 to 81 into the expected release of quarter results after the bell on November 7. Call put ratio 1 call to 8.6 puts with focus on December 80 puts.

H&R Block (HRB) November call option implied volatility is at 57, December is at 37; compared to its 52-week range of 17 to 82 into the expected release of quarter results after the bell on November 7.

Lucid (LCID) November weekly call option implied volatility is at 155, November is at 112; compared to its 52-week range of 52 to 172 into the expected release of quarter results after the bell on November 7.

Cava (CAVA) November weekly call option implied volatility is at 128, November is at 89; compared to its 52-week range of 54 to 92 into the expected release of quarter results after the bell on November 7.

Disney (DIS) November weekly call option implied volatility is at 72, November is at 48; compared to its 52-week range of 22 to 48 into the expected release of quarter results after the bell on November 8.

Celsius Holdings Inc. (CELH) November weekly (10) call option implied volatility is at 185, November is at 122; compared to its 52-week range of 37 to 111 into the expected release of quarter results on November 7. Call put ratio 2.8 calls to 1 put with focus on November weekly calls.

Mover

Apellis Pharmaceuticals (APLS) November weekly (10) call option implied volatility is at 180, November is at 107; compared to its 52-week range of 38 to 184. Call put ratio 1 call to 3.7 puts with focus on November weekly (10) 31 puts.

Options with decreasing option implied volatility: WOLF SRPT ZI BILL IGT SQ IEP CVNA DOCN TGTX SMCI ROKU FSLY NET W DKNG ETSY TEAM HGV HGV BVH
Increasing unusual option volume: DM BMBL CAN ELAN NGD TME IGMN CEG INSP APLS
Increasing unusual call option volume: TME CAN SMTC EMB OLLI IMGN CFLT PLNT LNTH TRIP
Increasing unusual put option volume: NRG BMBL CEG YETI PRU KGC MANU EVGO PSEC BXMT
Active options: TSLA AAPL NVDA AMZN AMD MSFT PLTR C META BAC HUYA GOOGL SOFI F NIO DKNG AMC RIVN UBER COIN

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