Mid-session IV Report August 21, 2024
The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information
Options with increasing option implied volatility: LUNR RKLB TEM SYM INSM FDX DNA DJT LABD HA ACI PSEC BEN
Popular stocks with increasing volume: TEM RKLB VKTX FDX LUNR DJT HA K
Option IV into quarter results
Snowflake (SNOW) August 23 weekly call option implied volatility is at 178, September is at 64; compared to its 52-week range of 33 to 82 into the expected release of quarter results today after the bell.
Zoom Video (ZM) August 23 weekly call option implied volatility is at 135, September is at 45; compared to its 52-week range of 24 to 59 into the expected release of quarter results today after the bell.
Urban Outfitter (URBN) August 23 weekly call option implied volatility is at 160, September is at 55; compared to its 52-week range of 28 to 62 into the expected release of quarter results today after the bell.
Wolfspeed (WOLF) August 23 weekly call option implied volatility is at 380, September is at 164; compared to its 52-week range of 47 to 176 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts with focus on September 12 puts.
Workday (WDAY) August 23 weekly call option implied volatility is at 131, September is at 46; compared to its 52-week range of 22 to 55 into the expected release of quarter results after the bell on August 22. Call put ratio 1 call to 1 put.
Intuit (INTU) August 23 weekly call option implied volatility is at 91, September is at 33; compared to its 52-week range of 21 to 47 into the expected release of quarter results after the bell on August 22.
Bill Holdings (BILL) August 23 weekly call option implied volatility is at 228, September is at 74; compared to its 52-week range of 38 to 94 into the expected release of quarter results after the bell on August 22. Call put ratio 1 call to 3.2 puts with focus on August 23 weekly 42 puts.
NetEase (NTES) August 23 weekly call option implied volatility is at 92, September is at 37; compared to its 52-week range of 30 to 77 into the expected release of quarter results before the bell on August 22.
Baidu (BIDU) August 23 weekly call option implied volatility is at 95, September is at 42; compared to its 52-week range of 31 to 52 into the expected release of quarter results before the bell on August 22. Call put ratio 3.2 calls to 1 put with focus on October 90 calls.
BJ’s Wholesale (BJ) August 23 weekly call option implied volatility is at , September is at ; compared to its 52-week range of into the expected release of quarter results before the bell on August 22.
IQIYI (IQ) August 23 weekly call option implied volatility is at 156, September is at 73; compared to its 52-week range of 44 to 79 into the expected release of quarter results before the bell on August 22. Call put ratio 2.5 calls to 1 put with focus on August 30 weekly 3 and 4 calls.
Canadian Solar (CSIQ) August 23 weekly call option implied volatility is at 151, September is at 67; compared to its 52-week range of 38 to 78 into the expected release of quarter results before the bell on August 22. Call put ratio 2.4 calls to 1 put with focus on August 23 weekly 15 calls.
Peloton (PTON) August 23 weekly call option implied volatility is at 360, September is at 141; compared to its 52-week range of 67 to 134 into the expected release of quarter results before the bell on August 22. Call put ratio 7 calls to 1 put with focus on August 23 weekly 3.5 and 4 calls.
Advanced Auto Parts (AAP) August 23 weekly call option implied volatility is at 212, September is at 73; compared to its 52-week range of 33 to 93 into the expected release of quarter results before the bell on August 22. Call put ratio 2.6 calls to 1 put with focus on August 23 weekly calls.
Ross Stores (ROST) August 23 weekly call option implied volatility is at 92, September is at 31; compared to its 52-week range of 15 to 39 into the expected release of quarter results after the bell on August 22.
CAVA Group (CAVA) August 23 weekly call option implied volatility is at 175, September is at 69; compared to its 52-week range of 47 to 88 into the expected release of quarter results after the bell on August 22. Call put ratio 2.4 calls to 1 put into quarter results and outlook.
Arch Resources (ARCH) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 79 after combining in all-stock merger of equals with Consol Energy (CEIX). Call put ratio 4.5 calls to 1 put.
CONSOL Energy (CEIX) 30-day option implied volatility is at 35; compared to its 52-week range of 32 to 93 after combining in all-stock merger of equals with Arch Resources (ARCH). Call put ratio 3.4 calls to 1 put with focus on January 1105 calls.
Options with decreasing option implied volatility: HA LQDA DLO COHR AEHR EL OKLO ZIM PANW CSCO TGT LABD M WMT TPR STNE DNUT DE SPR TOL MDT LOW
Increasing unusual option volume: SPESG LUNR BBAI KEYS HA COTY PAGS TRMD TGT DSX ALGM GRAB
Increasing unusual call option volume: BBAI LUNR HA PSEC PAGS TGT GRMN COTY DSX TJX GRAB MKC
Increasing unusual put option volume: LUNR NTR BBAI SBLK DB TGT ROST FUBO TTWO M
