Mid-session IV Report December 29, 2023

Mid-session IV Report December 29, 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: HUT MARA APLS NFLX IBM IMGN AYX

Popular stocks with increasing volume: COIN FSR MSFT BABA PLTR NIO RIOT C AFRM NKE INTC

“The Magnificent Seven.” option implied volatility into 2024

Alphabet (GOOGL) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 43. Call put ratio 1.4 calls to 1 put.

Meta Platforms (META) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 68.

Amazon (AMZN) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 54. Call put ratio 2.5 calls to 1 put with focus on March 145 calls.

Tesla (TSLA) 30-day option implied volatility is at 51; compared to its 52-week range of 42 to 89.

NVIDIA (NVDA) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 68 into the company announced the launch of a slower gaming chip to be sold in China.

Microsoft (MSFT) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 38. Call put ratio 2.8 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 2.5 calls to 1 put.

Options with decreasing option implied volatility: SIRI CYTK NKE MANU MULN
Increasing unusual option volume: CAN INDA BKKT ATUS NTES VNET CC
Increasing unusual call option volume: NTES BKKT CC CAN ESPR SSRM ALT HIVE CNDT FSR CHRS
Increasing unusual put option volume: TUP VNET GEO CYTK NTES JNK ICLN
Active options: TSLA NVDA AMD AAPL MARA AMZN META COIN FSR MSFT BABA PLTR NIO GOOG RIOT C GOOGL AFRM NKE INTC