Mid-session IV Report December 28, 2023

Mid-session IV Report December 28, 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: APLS CGC RKLB NFLX PENN CMCSA IBM IMGN NANOS

Popular stocks with increasing volume: COIN SOFI INTC PFE NKE PLTR

Option IV near lower end of range

Tesla (TSLA) 30-day option implied volatility is at 49; compared to its 52-week range of 42 to 95.

NVIDIA (NVDA) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 68.

Microsoft (MSFT) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 38. Call put ratio 3.7 calls to 1 put.

Apple (AAPL) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 43. Call put ratio 3.2 calls to 1 put.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of 10 to 24.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 15; compared to its 52-week range of 14 to 29.

iShares Russell 2000 (RUT) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 30.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 89; compared to its 52-week range of 33 to 61.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 13; compared to its 52-week range of 12 to 37.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 81.

JPMorgan (JPM) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 42.

Options with decreasing option implied volatility: CYTK MULN CIFR KMX MANU NKE CCL MU
Increasing unusual option volume: VLD CIFR SUN CAN GOTU
Increasing unusual call option volume: SUN CX CAN ESTA CIFR
Increasing unusual put option volume: NTES CYTK YANG NAT ZTO UEC
Active options: TSLA AAPL MARA NVDA AMD AMZN NIO COIN SOFI INTC META BABA PFE RIOT MSFT GOOGL SE NKE PLTR HOOD