Mid-session IV Report May 16, 2024

Mid-session IV Report May 16, 2024

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Mid-session IV Report May 16, 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: RDDT AMC GME NVAX JMIA EXEL IEP HBI BLDR ADBE FAZ BCS ORCL RITM STWD MNST HCP INDA DUK

Popular stocks with increasing volume: WMT GME CSCO BABA INTC JD

Active options: NVDA TSLA AAPL AMD AMC WMT GME AMZN CSCO FFIE META BABA INTC MARA SMCI MSFT JD BIDU PLTR SOFI

Netflix (NFLX) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 52. Call put ratio 1.8 calls to 1 put.

Freeport-McMoran (FCX) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 43. Call put ratio 3 calls to 1 put as share price down 1.1%.

Option IV into quarter results

Applied Materials (AMAT) May call option implied volatility is at 110, June is at 37; compared to its 52-week range 26 to 44 into the expected release of quarter results today after the bell.

Take Two (TTWO) May call option implied volatility is at 153, June is at 35; compared to its 52-week range of 22 to 47 into the expected release of quarter results today after the bell.

Target (TGT) May call option implied volatility is at 33, June is at 37; compared to its 52-week range of 19 to 48 into the expected release of quarter results on May 22. Call put ratio 1.6 calls to 1 put as share price up 3%.

Options with decreasing option implied volatility: FROG AAOI CYTK SG ACB TDS AKAM U GRPN ARRY NXT SE ONON DT BE DBX STNE DOCN UAA
Increasing unusual option volume: PTEN CB MGNI ASTS XLI LSPD
Increasing unusual call option volume: CB FFIE MGNI ASTS XLI GOOS VSAT ZTO LSPD
Increasing unusual put option volume: PTEN BALL CB SPHR XLI ASTS CPB GME DRI

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