Mid-session IV Report January 7, 2025
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: FUBO AUR IRBT ADMA SYM ELF PINS FTNT RBLX EL SPOT ARM NET PYPL EXPE CMG LLY NVO F DD JWN NNOX
Popular stocks with increasing volume: MU PLTR MSTR UBER INTC AVGO SMCI C
Active options: NVDA TSLA FUBO MU PLTR AMD AAPL AMZN MSTR GOOGL META UBER INTC AVGO ENVX RIOT LCID SMCI AUR C
Chip option IV into NVIDIA (NVDA) investor update
NVIDIA (NVDA) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 89. Call put ratio 2.8 calls to 1 put with a focus on January 10 weekly calls into an investor update.
Broadcom (AVGO) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 66. Call put ratio 2.4 calls to 1 put with focus on January 10 weekly calls.
Super Micro Computer (SMCI) 30-day option implied volatility is at 104; compared to its 52-week range of 60 to 218. Call put ratio 1.7 calls to 1 put.
Applied Materials (AMAT) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 63. Call put ratio 1.7 calls to 1 put into NVIDIA (NVDA) investor update.
Intel (INTC) 30-day option implied volatility is at 64; compared to its 52-week range of 28 to 61. Call put ratio 2.4 calls to 1 put.
Taiwan Semi (TSM) 30-day option implied volatility is at 44; compared to its 52-week range of 22 to 58. Call put ratio 1.2 calls to 1 put as share price is down 2.9%.
Arm Holdings (ARM) 30-day option implied volatility is at 64; compared to its 52-week range of 43 to 171. Call put ratio 1.1 calls to 1 put as share price down 3%.
AMD (AMD) 30-day option implied volatility is at 53; compared to its 52-week range of 35 to 64. Call put ratio 2.2 calls to 1 put.
Qualcomm (QCOM) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 53. Call put ratio 1.9 calls to 1 put.
Micron Technology (MU) 30-day option implied volatility is at 47; compared to its 52-week range of 28 to 73. Call put ratio 2.5 calls to 1 put.
Mobileye (MBLY) 30-day option implied volatility is at 90; compared to its 52-week range of 40 to 108. Call put ratio 13 calls to 1 put with a focus on January 10 weekly 23.5 calls.
Marvel (MRVL) 30-day option implied volatility is at 47; compared to its 52-week range of 36 to 72. Call put ratio 4.2 calls to 1 put.
Texas Instruments (TXN) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 41. Call put ratio 1 call to 1.7 puts as share price up 1%.
Microchip (MCHP) 30-day option implied volatility is at 46; compared to its 52-week range of 26 to 64. Call put ratio 1 call to 1.6 puts.
Dell Technologies (DELL) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 80. Call put ratio 2.1 calls to 1 put with a focus on January 10 weekly calls.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 31; compared to its 52-week range of 2 t4o 59. Call put ratio 2 calls to 1 put into NVIDIA (NVDA) investor update.
Options with decreasing option implied volatility: CAPR X UNG PARA
Increasing unusual option volume: OPTT INVZ QSI CRNC FUBO CARR HNRG AUR SSRM ALK AMTM BERY CTAS UNF
Increasing unusual call option volume: OPTT INVZ CRNC QSI FUBO DHT SSRM AUR TTE MQ CMA RVPH
Increasing unusual put option volume: CARR RGTI FUBO ALK FIS KULR QBTS EMB TAL AUR
