Mid-session IV Report June 10, 2024

Mid-session IV Report June 10, 2024

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Mid-session IV Report June 10, 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: MBLY DJT MGNI DNUT WFC JPM PEP

Popular stocks with increasing volume: CRWD TSM WMT SOFI PFE LVS MBLY MU LUV

Active options: NVDA GME AMD AAPL TSLA PLTR AMC CRWD RDDT TSM MARA AMZN WMT SOFI PFE LVS MBLY MU LUV FFIE

Apple (AAPL) June weekly (14) call option implied volatility is at 38, June is at 27; compared to its 52-week range of 16 to 31 into hosting its annual Worldwide Developers Conference (WWDC). Call put ratio 2.5 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 68 after stock split.

Bank option IV after Huntington Bancshares (HBAN) outlook

Huntington Bancshares (HBAN) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 71. Call put ratio 1 call to 10 puts as share price down 6.6%.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 37 as share price down 2%. Call put ratio 1 call to 2.9 puts.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 15; compared to its 52-week range of 11 to 21.

PNC Financial Services (PNC) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 34 as share price down 2.7%.

U.S. Bancorp (USB) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 42.

Bank of America (BAC) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 36 as share price down 1%.

Wells Fargo (WFC) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 37.

Goldman Sachs (GS) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 32.

Morgan Stanley (MS) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 33.

Citigroup (C) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 35.

JPMorgan (JPM) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 29.

Option IV into quarter results

Oracle (ORCL) June weekly (14) call option implied volatility is at 83, June is at 52; compared to its 52-week range of 19 to 47 into the expected release of quarter results after the bell on June 11.

Broadcom (AVGO) June weekly (14) call option implied volatility is at 77, June is at 54; compared to its 52-week range of 25 to 59 into the expected release of quarter results after the bell on June 12.

AMD (AMD) 30-day option implied volatility is at 41; compared to its 52-week range of 33 to 58 as share price down 2.9% after downgraded to Equal Weight from Overweight at Morgan Stanley.

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 127; compared to its 52-week range of 44 to 769 after the company filed amended form S-1 for proposed share and warrant sales by selling stockholders. Call put ratio 1 call to 1.4 puts as share price down 2%.

Options with decreasing option implied volatility: IOT GTLB HPE SMTC LULU VSCO CRWD DLTR BBWI DOCU FIVE ARDX UWMC MNST CPB
Increasing unusual option volume: DJT OPRA MGNI DNUT WFC JPM PEP
Increasing unusual call option volume: FFIE MBLY CRDO OPRA BMEA PERI NICE GDRX LVS CRWD DO VSCO EWW SRG TELL
Increasing unusual put option volume: CAG OPRA ODD GME INCY

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