Mid-session IV Report December 21, 2023

Mid-session IV Report December 21, 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: ZIM IREN WBD NKE

Popular stocks with increasing volume: MU AFRM PLTR NIO BA COIN SOFI

Option IV into quarter results

Nike (NKE) December weekly call option implied volatility is at 137, January is at 35; compared to its 52-week range of 21 to 47 into the expected release of quarter results today after the bell.

Option IV for stocks near 52-week high

Salesforce (CRM) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 51 as share price near 52-week high. Call put 3.9 calls to 1 put.

American Express (AXP) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 39 as share price near 52-week high.

Abercrombie & Fitch (ANF) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 78 as share price near 52-week high.

Costco (COST) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 28 as share price near 52-week high.

Royal Caribbean (RCL) 30-day option implied volatility is at 33; compared to its 52-week range of 30 to 63 as share price near 52-week high.

Booking Holdings (BKNG) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 38 as share price near 52-week high.

Carvana (CVNA) 30-day option implied volatility is at 103; compared to its 52-week range of 84 to 266 as share price near 52-week high. Call put ratio 2.2 calls to 1 put as share price up 5.9%.

Options with decreasing option implied volatility: AYX MULN AUPH PNT TSLY KVUE SBSW QID CRK LNTH KMX X PAAS
Increasing unusual option volume: CAN BWA TWO IREN PAYX KNX ACAD AER CC CTAS
Increasing unusual call option volume: IREN CAN AER CIFR SKIN PAYX FDX
Increasing unusual put option volume: ACAD CC IP PAYX BB CYTK MU
Active options: TSLA MU NVDA AAPL AMD META AMZN AFRM MARA NIO CCL BABA PLTR GOOG BA GOOG MSFT COIN GOOG SOFI UPST