Mid-session IV Report November 9, 2022

Market Rebellion

This article was last updated on 11/09/2022.

Mid-session IV Report November 9, 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: COIN MSTR WYNN BMBL DWAC SI BITO TRQ SIRI HOOD MARA RIOT RIVN BROS

Popular stocks with increasing volume: COIN AFRM UPST SNAP AMC RBLX HOOD LCID RIVN OXY NIO

Option IV into CPI

Tesla (TSLA) November weekly call option implied volatility is at 90, November is at 72; compared to its 52-week range of 49 to 84 as share at new 52-week low.

Crypto themed stocks option IV moving

Coinbase (COIN) November weekly call option implied volatility is at 243, November is at 180; compared to its 52-week range of 56 to 174 as share sell off 11%. Call put ratio 1 call to 1.9 puts.

Microstrategy, Inc. (MSTR) November weekly call option implied volatility is at 320, November is at 233; compared to its 52-week range of 66 to 221 as shares sell off 15%. Call put ratio 1 call to 2 puts.

Bit Digital (BTBT) November weekly call option implied volatility is at 190, November is at 150; compared to its 52-week range of 78 to 176 as shares sell off 2.3%. Call put ratio 1.3 calls to 1 put.

ProShares Trust – ProShares Bitcoin Strategy ETF (BITO) November weekly call option implied volatility is at 199, November is at 128; compared to its 52-week range of 53 to 115 as shares sell off 5.6%. Call put ratio 1 call to 1.4 puts as shares sell off 5.5%.

Silvergate Capital (SI) 30-day option implied volatility is at 137; compared to its 52-week range of 74 to 275. Call put ratio 1 call to 3 puts as shares sell off 5.8%.

Option IV into quarter results and outlook

Wynn Resorts Ltd (WYNN) November weekly call option implied volatility is at 100, November is at 70; compared to its 52-week range of 43 to 74 into the expected release of quarter results today after the bell. Call put ration 1 call to 1.4 puts.

Rivian (RIVN) November weekly call option implied volatility is at 192, November is at 116; compared to its 52-week range of 65 to 176 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put as shares sell off 7.4%.

Unity Software (U) November weekly call option implied volatility is at 304, November is at 160; compared to its 52-week range of 54 to 127 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.6 puts as shares sell off 7.6%.

Bumble (BMBL) November call option implied volatility is at 140, December is at 95; compared to its 52-week range of 59 to 141 into the expected release of quarter results today after the bell. Call put ratio 1 call to 4 puts as shares sell off 4.3%.

Dutch Bros (BROS) November weekly call option implied volatility is at 215, November is at 130; compared to its 52-week range of 64 to 134 into the expected release of quarter results after the bell. Call put ratio 1 call to 2.3 puts.

Beyond Meat (BYND) November weekly call option implied volatility is at 300, November is at 177; compared to its 52-week range of 46 to 150 into the expected release of quarter results today after the bell.

Tapestry (TPR) November weekly call option implied volatility is at 128, November is at 75; compared to its 52-week range of 35 to 63 into the expected release of quarter results before the bell on November 10.

Ralph Lauren (RL) November call option implied volatility is at 69, December is at 59; compared to its 52-week range of 33 to 96 into the expected release of quarter results before the bell on November 10.

Endeavor (EDR) November call option implied volatility is at 80, December is at 60; compared to its 52-week range of 37 to 85 into the expected release of quarter results after the bell on November 10.

Toast (TOST) November call option implied volatility is at 135, December is at 93; compared to its 52-week range of 64 to 166 into the expected release of quarter results after the bell on November 10. Call put ratio 1 call to 7.5 puts as shares sell off 5.7%.

Nio (NIO) November weekly call option implied volatility is at 170, November is at 116; compared to its 52-week range of 57 to 132 into the expected release of quarter results before the bell on November 10.

We Work (WE) November weekly call option implied volatility is at 290, November is at 170; compared to its 52-week range of 59 to 137 into the expected release of quarter results before the bell on November 10.

Yeti (YETI) November weekly call option implied volatility is at 230, November is at 122; compared to its 52-week range of 38 to 83 into the expected release of quarter results before the bell on November 10.

ETFMG Alternative Harvest ETF (MJ) November weekly (11) 3.5 and November 5.5 calls active.

Options with decreasing option implied volatility: BILL CFLT ROKU DASH FSLY NET TWLO Z ETSY RKT PYPL EXPE UAA EBAY MNST
Increasing unusual option volume: VICI TH BCLI CARG OLPX DNMR PHUN MJ
Increasing unusual call volume: VICI BCLI DNMR MJ GDRX CXW PHUN ETRN
Increasing unusual put option volume: AMRS DDD FVRR CNK MSOS SI NYCB GRPN SG
Active options: TSLA META DIS AMZN AAPL NVDA AMD COIN AFRM UPST SNAP AMC RBLX HOOD LCID RIVN OXY NIO MARA PLUG

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