Mid-session IV Report May 20, 2024

Mid-session IV Report May 20, 2024

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Mid-session IV Report May 20, 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: HIMS BKKT JMIA KR ACN VFS PAAS ADI KR WBA DIA HYG

Popular stocks with increasing volume: AMC GME PLTR HOOD BABA BA SOFI

Active options: TSLA AMD AAPL AMZN FFIE AMC NVDA GME PLTR GOOGL HIMS LI MSFT META HOOD MARA BABA GOOG BA SOFI

Option IV into quarter results

Palo Alto (PANW) May weekly call option implied volatility is at 114, June is at 51; compared to its 52-week range of 25 to 56 into the expected release of quarter results today after the bell.

Trip.com (TCOM) June call option implied volatility is at 41, July is at 40; compared to its 52-week range of 29 to 86 into the expected release of quarter results today after the bell.

Zoom Video (ZM) May weekly call option implied volatility is at 100, June is at 46; compared to its 52-week range of 27 to 65 into the expected release of quarter results today after the bell.

Lowe’s (LOW) May weekly call option implied volatility is at 50, June is at 25; compared to its 52-week range of 17 to 34 into the expected release of quarter results before the bell on May 21.

Auto Zone (AZO) June call option implied volatility is at 28, July is at 26; compared to its 52-week range of into the expected release of quarter results before the bell on May 21.

Toll Brothers (TOL) May weekly call option implied volatility is at 59, June is at 36; compared to its 52-week range of 24 to 41 into the expected release of quarter results after the bell on May 21.

XPeng (XPEV) May weekly call option implied volatility is at 133, June is at 87; compared to its 52-week range of 62 to 98 into the expected release of quarter results before the bell on May 21.

Macy’s (M) May weekly call option implied volatility is at 112, June is at 64; compared to its 52-week range of 35 to 77 into the expected release of quarter results before the bell on May 21.

NVIDIA (NVDA) May weekly call option implied volatility is at 107, June is at 55; compared to its 52-week range of 32 to 68 into the expected release of quarter results after the bell on May 22.

PDD Holding (PDD) May weekly call option implied volatility is at 111, June is at 55; compared to its 52-week range of 30 to 77 into the expected release of quarter results before the bell on May 22.

Snow Flake (SNOW) May weekly call option implied volatility is at 124, June is at 59; compared to its 52-week range of 33 to 67 into the expected release of quarter results after the bell on May 22.

TJX (TJX) May weekly call option implied volatility is at 51, June is at 23; compared to its 52-week range of 14 to 29 into the expected release of quarter results before the bell on May 22.

Analog Devices (ADI) May weekly call option implied volatility is at 41, June is at 25; compared to its 52-week range of 20 to 34 into the expected release of quarter results before the bell on May 22.

Synopsys (SNPS) June call option implied volatility is at 37, July is at 33; compared to its 52-week range of 20 to 44 into the expected release of quarter results after the bell on May 22.

Option implied volatility for cybersecurity companies into Palo Alto Networks (PANW) results

F5 Networks (FFIV) 30-day option implied volatility is at 16; compared to its 52-week range of 15 to 61.

Okta, Inc. (OKTA) 30-day option implied volatility is at 62; compared to its 52-week range of 31 to 74.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 56; compared to its 52-week range of 29 to 71.

Fortinet (FTNT) 30-day option implied volatility is at 24; compared to its 52-week range of 24 to 59 into Palo Alto Networks (PANW) quarter results.

Check Point (CHKP) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 36.

Qualcomm (QCOM) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 43. Call put ratio 5 calls to 1 put with focus on July 210 calls.

Freeport-McMoran (FCX) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 43. Call put ratio 3.7 calls to 1 put.

Coinbase (COIN) 30-day option implied volatility is at 70; compared to its 52-week range of 59 to 116. Call put ratio 4.8 calls to 1 put with focus on July 250 calls.

Options with decreasing option implied volatility: OKLO GME NVAX DT ONON SE CYTK UAA STNE LUNR BITI TTWO NU NXT CSCO SWN JD CPRT WMT
Increasing unusual option volume: NEXT FFIE WIX BNED HIMS TUP ASTS PSEC GPRE CB GLBE DOCS INVZ FSM EXPI AY LEU CRH NANOS CBRL INSP
Increasing unusual call option volume: WIX FFIE TUP HIMS SARK CB ASTS GPRE GLBE FSM
Increasing unusual put option volume: PSEC WIX HIMS ASTS CRH BE FTAI INSP OKLO CLS CBRL TUP

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