Mid-session IV Report January 5, 2024

Mid-session IV Report January 5, 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: QS MANU SNAP BILL WOLF SOFI ALGN TEAM META EDR WHR CLX PINS SBUX AMZN TSLY CLF
Popular stocks with increasing volume: PTON LXRX AGL PACB LEVI ELAN ANSS BABA C COIN WBA BAC SOFI PLTR INTC PFE AMC

Amazon (AMZN) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 55.

NVIDIA (NVDA) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 68 as share price up 2.8%.

Coinbase (COIN) 30-day option implied volatility is at 84; compared to its 52-week range of 59 to 139.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 39; compared to its 52-week range of 33 to 61.

Elanco Animal Health (ELAN) 30-day option implied volatility is at 41; compared to its 52-week range of 30 to 84. Call put ratio 39 calls to 1 put with focus on April calls.

Spirit Airlines (SAVE) January call option implied volatility is at 290, February is at 280; compared to its 52-week range of 24 to 219 amid SAVE and JetBlue (JBLU) trial versus the DOJ. Call put ratio 2.4 calls to 1 put.

Option IV into quarter results

Albertsons (ACI) January weekly call option implied volatility is at 40, February is at 41; compared to its 52-week range of 12 to 78 into the expected release of quarter results before the bell on January 9. Call put ratio 2.9 calls to 1 put.

Tilray (TLRY) January weekly call option implied volatility is at 177, February is at 158; compared to its 52-week range of 68 to 139 into the expected release of quarter results before the bell on January 9. Call put ratio 2.6 calls to 1 put.

KB Home (KBH) January weekly call option implied volatility is at 63, February is at 51; compared to its 52-week range of 27 to 83 into the expected release of quarter results after the bell on January 10.

Options with decreasing option implied volatility: MARA AVXL WBA CPE LW
Increasing unusual option volume: BGC MBLY MPW QS SIMO PTON ELAN
Increasing unusual call option volume: MBLY BGC QS PTON ELAN
Increasing unusual put option volume: MBLY TMF QS MPW PTON
Active options: TSLA NVDA AMZN MARA AMD QS BABA MSFT C COIN WBA BAC SOFI GOOGL PLTR META INTC PFE AMC
Active ETFs: SPY QQQ IWM HYG TLT EEM TQQQ FXI XLF LQD SLV GDX SOXL KRE