Mid-session IV Report February 12, 2024

Mid-session IV Report February 12, 2024

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Mid-session IV Report February 12, 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: NYCB MANU ARM PLCE ABR CART PATH ASAN GTLB ANET PSEC DKS ORCL ULTA IOVA VKTX SPWR RILY BYND ABR MSOS BLNK UPST SPCE VFS SE LYFT AI AMC CVNA NVAX

Popular stocks with increasing volume: DKNG ARM SNAP META NYCB MRVL INTC BABA RIOT SMCI

Arm Holdings (ARM) option implied volatility and share price increase

Arm Holdings (ARM) February call option implied volatility is at 247, March is at 160; compared to its 52-week range of 34 to 108 as share price up 28%.

NVIDIA (NVDA) February call option implied volatility is at 47, March is at 57; compared to its 52-week range of 32 to 68 as share price up 2.2%.

Option IV into quarter results

Avis Budget Group (CAR) February call option implied volatility is at 126, March is at 61; compared to its 52-week range of 32 to 94 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

Coca-Cola (KO) February call option implied volatility is at 33, March is at 17; compared to its 52-week range of 11 to 24 into the expected release of quarter results before the bell on February 13.

Shopify (SHOP) February call option implied volatility is at 162, March is at 73; compared to its 52-week range of 36 to 70 into the expected release of quarter results before the bell on February 13. Call put ratio 2 calls to 1 put.

Airbnb (ABNB) February call option implied volatility is at 101, March is at 48; compared to its 52-week range of 32 to 59 into the expected release of quarter results after the bell on February 13.

Zoetis (ZTS) February call option implied volatility is at 69, March is at 38; compared to its 52-week range of 18 to 70 into the expected release of quarter results before the bell on February 13.

Marriott (MAR) February call option implied volatility is at 45, March is at 26; compared to its 52-week range of 18 to 37 into the expected release of quarter results before the bell on February 13. Call put ratio 1 call to 3.8 puts.

American Internation Group (AIG) February call option implied volatility is at 53, March is at 26; compared to its 52-week range of 16 to 51 into the expected release of quarter results after the bell on February 13. Call put ratio 1 call to 5.6 puts with a focus on February 68 puts.

Datadog (DDOG) February call option implied volatility is at 140, March is at 62; compared to its 52-week range of 33 to 74 into the expected release of quarter results before the bell on February 13.

Biogen (BIIB) February call option implied volatility is at 60, March is at 34; compared to its 52-week range of 19 to 38 into the expected release of quarter results before the bell on February 13.

Lyft (LYFT) February call option implied volatility is at 212, March is at 92; compared to its 52-week range of 50 to 99 into the expected release of quarter results after the bell on February 13.

Robinhood (HOOD) February call option implied volatility is at 170, March is at 81; compared to its 52-week range of 35 to 76 into the expected release of quarter results after the bell on February 13.

Zillow Group (Z) February call option implied volatility is at 112, March is at 55; compared to its 52-week range of 34 to 64 into the expected release of quarter results after the bell on February 13.

MGM Resorts (MGM) February call option implied volatility is at 71, March is at 39; compared to its 52-week range of 26 to 46 into the expected release of quarter results after the bell on February 13.

Cisco (CSCO) February call option implied volatility is at 68, March is at 28; compared to its 52-week range of 14 to 33 into the expected release of quarter results after the bell on February 14.

Movement

Diamondback Energy (FANG) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 79 after merger with Endeavor Energy Resources in $26B deal. Call put ratio 2.9 calls to 1 put.

CymaBay Therapeutics (CBAY) 30-day option implied volatility is at 7; compared to its 52-week range of 45 to 205 after Gilead (GILD) acquires CymaBay for $32.50 per share in cash.

Options with decreasing option implied volatility: SYM MOR SNAP CFLT BILL HTZ PAYC RBLX DOCS ENPH
Increasing unusual option volume: NYCB MAT AVTR FROG LSCC PSEC WISH CBAY MNDY IQV MDRX
Increasing unusual call option volume: LSCC FROG MAT NYCB WISH CYH MNDY FREY
Increasing unusual put option volume: AVTR NYCB PSEC BMRN MDRX WISH MNDY VLY LSCC ESTC GT
Active options: NVDA TSLA AMZN AMD MARA PLTR HOOD DKNG ARM MSFT SNAP META NYCB MRVL INTC GOOGL BABA RIOT SMCI

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