Mid-session IV Report January 4, 2024

Mid-session IV Report January 4, 2024

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: WW WOLF SOFI SNAP BILL MANU ALGN MBLY META TEAM WHR CLX TEVA TSLY UPS QCOM SBUX EA CAH MBLY WULF

Popular stocks with increasing volume: JPM SOFI C BABA MSFT PYPL COIN AMC PLTR GOOGL PBR AAL PFE

Option IV into December employment report

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 12; compared to its 52-week range of 10 to 24.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 29.

iShares Russell 2000 (RUT) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 30.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 41; compared to its 52-week range of 33 to 61.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 15; compared to its 52-week range of 12 to 37.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 81.

Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 41 as share price trades below $182.

JPMorgan (JPM) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 42.

Option IV into quarter results

Constellation Brands (STZ) January weekly call option implied volatility is at 79, February is at 30; compared to its 52-week range of 15 to 28 into the expected release of quarter results before the bell on January 5. Call put ratio 1.8 calls to 1 put.

Options with decreasing option implied volatility: SIRI AVXL
Increasing unusual option volume: WW CALM INVZ MBLY TMC ALGM ODFL CAN
Increasing unusual call option volume: WWW MBLY INVZ GOOS TMC GOGL CAN MCHI
Increasing unusual put option volume: WW MBLY CALM ODFL WW
Active options: TSLA AAPL JPM NVDA SOFI AMZN C BABA MARA MSFT PYPL COIN AMC META PLTR GOOGL PBR AAL PFE