Mid-session IV Report May 15, 2024

Mid-session IV Report May 15, 2024

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Mid-session IV Report May 15, 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: AMC GME BKKT NVAX ABR RDDT ADBE ORCL HCP HUMA EWCZ PBR HYG

Popular stocks with increasing volume: AMC GME SOFI HOOD RIVN INTC

Active options: AMC TSLA GME NVDA AAPL SOFI AMZN BABA MSFT BB HOOD RIVN AMD LCID PLUG GOOGL META INTC BYND

Netflix (NFLX) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 52 amid Netflix to stream live NFL games on Christmas Day, NFL announces. Call put ratio 1.2 calls to 1 put as share price down 1.2%.

Option IV into quarter results

Walmart (WMT) May call option implied volatility is at 64, June is at 21; compared to its 52-week range of 12 to 24 into the expected release of quarter results before the bell on May 16.

Applied Materials (AMAT) May call option implied volatility is at 92, June is at 38; compared to its 52-week range 26 to 44 into the expected release of quarter results after the bell on May 16.

Deere (DE) May call option implied volatility is at 67, June is at 26; compared to its 52-week range of 19 to 36 into the expected release of quarter results before the bell on May 16.

JD.com (JD) May call option implied volatility is at 138, June is at 55; compared to its 52-week range of 34 to 64 into the expected release of quarter results before the bell on May 16.

Baidu (BIDU) May call option implied volatility is at 99, June is at 43; compared to its 52-week range of 34 to 51 into the expected release of quarter results before the bell on May 16.

Take Two (TTWO) May call option implied volatility is at 113, June is at 35; compared to its 52-week range of 22 to 47 into the expected release of quarter results after the bell on May 16.

IQIYI (IQ) May call option implied volatility is at 188, June is at 68; compared to its 52-week range of 44 to 79 into the expected release of quarter results before the bell on May 16. Call put ratio 1.5 calls to 1 put.

Under Armour (UAA) May call option implied volatility is at 169, June is at 67; compared to its 52-week range of into the expected release of quarter results before the bell on May 16.

Canadian Goose (GOOS) May call option implied volatility is at 236, June is at 69; compared to its 52-week range of 30 to 81 into the expected release of quarter results before the bell on May 16.

Target (TGT) May call option implied volatility is at 32, June is at 35; compared to its 52-week range of 19 to 48 into Walmart (WMT) expected release of quarter results before the bell on May 16. Call put ratio 2.9 calls to 1 put.

Movers

GameStop (GME) 30-day option implied volatility is at 333; compared to its 52-week range of 52 to 346. Call put ratio 1 call to 1 put as share price down 30%.

AMC Entertainment (AMC) 30-day option implied volatility is at 262; compared to its 52-week range of 73 to 573. Call put ratio 1.6 calls to 1 put as share price down 27%.

SunPower (SPWR) 30-day option implied volatility is at 277; compared to its 52-week range of 53 to 342. Call put ratio 2.2 calls to 1 put as share price down 29%.

Big Lots (BIG) 30-day option implied volatility is at 164; compared to its 52-week range of 65 to 204. Call put ratio 2.7 calls to 1 put as share price down 11%.

Options with decreasing option implied volatility: AAOI CDLX CYTK YETI FOUR SG FROG FVRR BMBL ACB RBLX PLNT SEDG AKAM U GRPN SE ARRY TTD
Increasing unusual option volume: KMX FFIE BOOT AVTR BB DLO DOCS TPX DDD HUMA
Increasing unusual call option volume: MNDY FFIE KMX BB DLO HUMA GL VSAT WOOF SPWR BIG DDD
Increasing unusual put option volume: KMX AVTR MNDY BB TPX DLO ZTO NXT KVUE

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