Daily IV Report
Mid-session IV Report December 31, 2021
Mid-session IV Report December 31, 2021 The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information. Options with increasing option implied volatility: KGC SIRI CTRA SOL […]
Mid-session IV Report December 31, 2021
The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.
Options with increasing option implied volatility: KGC SIRI CTRA SOL NEGG
Popular stocks with increasing volume: LCID SOFI CCL RBLX ROKU PLTR
Option implied volatility amid SPY up/ ARKK down 2021
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 13; compared to its 52-week range of 11 to 31.
ARK Innovation ETF (ARKK) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 71.
Option IV into CES 2022
NVIDIA (NVDA) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 63 into Jeff Fisher, senior vice president of GeForce, and Ali Kani, vice president and general manager of Automotive delivering a special address during CES on Jan. 4, 2022. Call put ratio 2 calls to 1 put.
Abbott (ABT) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 37 into CES 2022 will featuring President and CEO of Abbott, Robert Ford keynote. Call put ratio 2.3 calls to 1 put.
General Motors (GM) 30-day option implied volatility is at 36; compared to its 52-week range of 28 to 66 into CEO Mary Barra keynote at CES 2022. Call put ratio 4.6 calls to 1 put.
Semiconductor stocks into 2022
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 43.
Micron Technology (MU) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 59. Call put ratio 1.9 calls to 1 put.
Niu Technologies (NIU) January call option implied volatility is at 83, February is at 63; compared to its 52-week range of 58 to 110 into the expected release of quarter results on January 5.
Increasing unusual option volume: XERS BDSI ASHR ALLK RSI
Increasing unusual call option volume: BDSI XERS ASHR BBIO RSI
Increasing unusual put option volume: HUYA FTCV ASHR CTRA
Options with decreasing option implied: BILL FTCV
Active options: TSLA AAPL NIO AMD NVDA F PFE BABA AMC FB AMZN SOFI MSFT CCL LCID RBLX ROKU NCLH MU PLTR