Mid-session IV Report November 24, 2023

Mid-session IV Report November 24, 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: KMX SGEN EYPT IRBT YPF GGAL SBLK SPLK

Popular stocks with increasing volume: BABA DIS XOM

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 15; compared to its 52-week range of 16 to 30 as Q’s near upper end of range.

Options with decreasing option implied volatility: JWN ANF SYM BURL ZM DKS KSS GPS ABR AEO
Increasing unusual option volume: EYPT ACI BMBL IRBT MAG AVXL VNOM PZZA ITA YPF
Increasing unusual call option volume: ACI IRBT PZZA BKKT YPF NVS NMM BITF
Increasing unusual put option volume: AVXL RGLD BMBL MAXN EH AEO
Active options: TSLA NVDA AAPL MARA AMZN AMD COIN PLTR MSFT META GOOGL RIOT BABA GOOG BAC DIS RIVN AMC XOM NIO