Mid-session IV Report December 27, 2022

Mid-session IV Report December 27, 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: TSLA CNK IBM COUP U QS PTON ALB HOOD BEKE LUV IBM FCX IBM LRCX NOW V T MCD VZ CAT GS

Popular stocks with increasing volume: LUV RIVN F LCID SIRI PLTR

Option IV bid for large tech movers

Apple (AAPL) December weekly (30) call option implied volatility is at 40, January is at 37; compared to its 52-week range of 23 to 45 as shares near a 52-week low.

Tesla (TSLA) December weekly (30) call option implied volatility is at 110, January is at 92; compared to its 52-week range of 49 to 84. Call put ratio 1 call to 1.2 puts.

Microsoft (MSFT) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 47.

Meta Platforms (META) December weekly (30) call option implied volatility is at 48, January is at 47; compared to its 52-week range of 30 to 79. Call put ratio 1.4 calls to 1 put.

Alphabet (GOOGL) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 49. Call put ratio 1.9 calls to 1 put as shares sell off 1.2%.

Amazon (AMZN) 30-day option implied volatility is at 44; compared to its 52-week range of 27 to 61. Call put ratio 1.9 calls to 1 put.

Alibaba (BABA) 30-day option implied volatility is at 53; compared to its 52-week range of 49 to 99 as shares rally 4%.

JD.com (JD) 30-day option implied volatility is at 55; compared to its 52-week range of 46 to 96 into China borders set to reopen on January 8.

Netflix (NFLX) 30-day option implied volatility is at 66; compared to its 52-week range of 36 to 86.

Nvidia (NVDA) 30-day option implied volatility is at 58; compared to its 52-week range of 45 to 82 as shares sell off 3.5%.

Advanced Micro Devices (AMD) 30-day option implied volatility is at 54; compared to its 52-week range of 44 to 73.

Metal stocks option IV amid shares trading up

U.S. Steel (X) 30-day option implied volatility is at 55; compared to its 52-week range of 48 to 78.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 59; compared to its 52-week range of 49 to 83 as shares rally 2.3%.

Alcoa (AA) 30-day option implied volatility is at 62; compared to its 52-week range of 52 to 82 as shares rally 1.6%.

BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 89 as shares rally 1.2%.

Freeport-McMoran (FCX) 30-day option implied volatility is at 49; compared to its 52-week range of 43 to 66. Call put ratio 2.3 calls to 1 put as shares rally 1.5%.

Vale S.A. (VALE) 30-day option implied volatility is at 41; compared to its 52-week range of 37 to 59.

Options with decreasing option implied volatility: MPW KMX NKE FDX COTY
Increasing unusual option volume: SIRI EH WIX TGTX VKTX MAXR
Increasing unusual call volume: SIRI WIX EH MANU TGTX ING
Increasing unusual put option volume: LUV LAZR VIPS TGTX EQNR WIX GD TAL KMX
Active options: TSLA AAPL NVDA AMZN LAZR BABA AMC AMD NFLX META NIO LUV RIVN F MSFT LCID SIRI GOOGL PLTR CHPT