Mid-session IV Report December 27, 2023

Mid-session IV Report December 27, 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: MARA CIFR RKLB NFLX PENN INTC COF

Popular stocks with increasing volume: INTC BABA COIN C BAC SOFI

NVIDIA (NVDA) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 68.

Airliner option IV

American Airlines (AAL) 30-day option implied volatility is at 44; compared to its 52-week range of 20 to 55.

Delta Air Lines (DAL) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 48.

Southwest Airlines (LUV) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 56.

United Airlines (UAL) 30-day option implied volatility is at 45; compared to its 52-week range of 30 to 54.

Allegiant Air (ALGT) 30-day option implied volatility is at 46; compared to its 52-week range of 33 to 96.

SkyWest Airlines (SKYW) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 55.

Spirit Airlines’ (SAVE) December weekly call option implied volatility is at 120, December is at 238; compared to its 52-week range of 24 to 201 amid SAVE and JetBlue (JBLU) trial versus the DOJ. Call put ratio 2 calls to 1 put.

JetBlue (JBLU) December weekly call option implied volatility is at 87, January is at 86; compared to its 52-week range of 35 to 94 amid JBLU and Spirit Airlines’ (SAVE) trial versus the DOJ.

Alaska Airlines (ALK) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 93 after the recent announcement of the acquisition of Hawaiian (HA).

Hawaiian (HA) 30-day option implied volatility is at 41; compared to its 52-week range of 38 to 103 after the recent announcement of Alaska Airlines (ALK) of the acquisition of Hawaiian (HA).

U.S. Global Jets ETF (JETS) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 37.

Freight shipper option volume and IV

Global Ship Lease (GSL) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 47.

Nordic American Tanker (NAT) 30-day option implied volatility is at 64; compared to its 52-week range of 32 to 66.

ZIM Integrated Shipping Services Ltd. (ZIM) 30-day option implied volatility is at 108; compared to its 52-week range of 37 to 109.

Danaos Corporation (DAC) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 79.

Star Bulk Carriers (SBLK) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 79.

Genco Shipping & Trading Limited (GNK) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 46.

Iovance Biotherapeutics (IOVA) 30-day option implied volatility is at 119; compared to its 52-week range of 60 to 172 after FDA puts clinical hold on lung cancer study.

Options with decreasing option implied volatility: CYTK MULN KMX NKE FDX GIS
Increasing unusual option volume: CHRS NTES IOVA CYTK
Increasing unusual call option volume: ALT CHRS CAN WULF BTBT
Increasing unusual put option volume: CYTK NTES STWD
Active options: TSLA NIO AAPL NVDA INTC AMD MARA PLTR AMZN MSFT BABA GOOGL COIN C BAC SOFI RIOT META F