Mid-session IV Report June 13, 2024

Mid-session IV Report June 13, 2024

by

Mid-session IV Report June 13, 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 AMSC DJT VNDA MBLY GRND

Popular stocks with increasing volume: AVGO AMC MU SMCI ARM TSM ORCL INTC PLTR

Active options: NVDA AAPL TSLA AMD GME AVGO AMZN AMC MU GOOGL SMCI MSFT ARM GFI META TSM WULF ORCL INTC PLTR

Movement

Broadcom (AVGO) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 59 after expected release of quarter results. Call put ratio 1.9 calls to 1 put as share price up 13%.

NVIDIA (NVDA) 30-day option implied volatility is at 42; compared to its 52-week range of 32 to 68 into stock split. Call put ratio 1.4 calls to 1 put as share price up 2.8%.

Arm Holdings (ARM) 30-day option implied volatility is at 66; compared to its 52-week range of 35 to 171. Call put ratio 2.9 calls to 1 put.

Super Micro Computer (SMCI) 30-day option implied volatility is at 64; compared to its 52-week range of 54 to 118 after expected release of quarter results. Call put ratio 2.5 calls to 1 put as share price up 7%.

Tesla (TSLA) 30-day option implied volatility is at 51; compared to its 52-week range of 40 to 66. Call put ratio 2 calls to 1 put as share price up 3%.

Option IV into quarter results

Adobe (ADBE) June weekly (14) call option implied volatility is at 169, June is at 71; compared to its 52-week range of 24 to 48 into the expected release of quarter results today after the bell.

RH (RH) June weekly (14) call option implied volatility is at 263, June is at 111; compared to its 52-week range of 31 to 73 into the expected release of quarter results today after the bell.

Movers

UroGen Pharma (URGN) 30-day option implied volatility is at 227; compared to its 52-week range of 59 to 228 into reports 82.3% 12-month duration of response data from Phase 3 trial.

Garmin Ltd. (GRMN) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 33. Call put ratio 1 call to 1 put as share price down 1.5%.

Wingstop (WING) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 83. Call put ratio 1 call to 2 puts as share price near record high.

Options with decreasing option implied volatility: GME BNED AMC NVAX IOT DOCU ASO SIG ORCL ADSK
Increasing unusual option volume: GFI FFIE HPE PLAY CRDL AMSC URA CHK
Increasing unusual call option volume: GFI PLAY AMSC CRDL HPE CORZ MBLY UMC TRP AVGO
Increasing unusual put option volume: HPE CHK URA PLAY CORZ ALTM GFI YPF NANOS FIVE HCP

Subscribe to Rebel Roundup for your weekly digest of market highlights and free trading lessons.
We’re on a mission to empower retail traders with the tools they need to succeed.

Join a growing community of traders with Market Rebellion

Join the thousands of users daily!