Mid-session IV Report November 22, 2023

Mid-session IV Report November 22, 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: VOD EYPT DBO SU DWAC MANU KMX FDX NKE SGEN

Popular stocks with increasing volume: BABA INTC AI SOFI NIO AFRM RIVN

Large cap November weekly IV decreases

NVIDIA (NVDA) November weekly call option implied volatility is at 33, December is at 36; compared to its 52-week range of 37 to 68 after quarter results.

Amazon (AMZN) November weekly call option implied volatility is at 20, December is at 26; compared to its 52-week range of 25 to 55.

Novo Nordisk (NVO) com30-day option implied volatility is at 26; compared to its 52-week range of pared to its 52-week range of 20 to 67.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 26; compared to its 52-week range of ; compared to its 52-week range of 19 to 39.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 81.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of 11 to 24.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 30.

General Motors (GM) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 46. Call put ratio 5 calls to 1 put.

Ford (F) 30-day option implied volatility is at 27; compared to its 52-week range of 27 to 578. Call put ratio 2.6 calls to 1 put.

Options with decreasing option implied volatility: M ANF JWN BURL KSS ZM
Increasing unusual option volume: RILY INVZ XME IBB PVH
Increasing unusual call option volume: CALM IHI NTLA GDDY URBN DLO
Increasing unusual put option volume: RILY XME XP IBB OVV
Active options: NVDA TSLA AMZN AAPL MSFT META PLTR GOOGL BABA INTC MARA GOOG AI AMC SOFI NIO AFRM RIVN