Mid-session IV Report May 21, 2024

Mid-session IV Report May 21, 2024

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Mid-session IV Report May 21, 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: ASTS JMIA HIMS UUP KR ODD TNDM IBM

Popular stocks with increasing volume: PANW JPM COIN INTC BABA

Active options: TSLA NVDA AMZN AAPL PANW AMD JPM XPEV MARA GME AMC MSFT COIN HOOD INTC META FFIE PLTR BABA NXE

Option IV into quarter results

Toll Brothers (TOL) May weekly call option implied volatility is at 66, June is at 37; compared to its 52-week range of 24 to 41 into the expected release of quarter results today after the bell.

NVIDIA (NVDA) May weekly call option implied volatility is at 117, June is at 54; 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 123, 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. Call put ratio 4.8 calls to 1 put.

Snow Flake (SNOW) May weekly call option implied volatility is at 139, June is at 60; 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 57, 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 46, 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 36, July is at 32; compared to its 52-week range of 20 to 44 into the expected release of quarter results after the bell on May 22.

e.l.f. Beauty (ELF) May weekly call option implied volatility is at 167, June is at 74; compared to its 52-week range of 35 to 85 into the expected release of quarter results after the bell on May 22.

Vipshop (VIPS) June call option implied volatility is at 55, July is at 48; compared to its 52-week range of 33 to 69 into the expected release of quarter results before the bell on May 22.

V.F. Corp (VFC) May weekly call option implied volatility is at 167, June is at 69; compared to its 52-week range of 37 to 73 into the expected release of quarter results after the bell on May 22.

Williams-Sonoma (WSM) May weekly call option implied volatility is at 48, June is at 42; compared to its 52-week range of 25 to 85 into the expected release of quarter results before the bell on May 22.

Target (TGT) May weekly call option implied volatility is at 101, June is at 38; compared to its 52-week range of 19 to 48 into the expected release of quarter results on May 22.

Kohl’s (KSS) 30-day option implied volatility is at 69; compared to its 52-week range of 38 to 77 into Target (TGT) results.

Nordstrom (JWN) 30-day option implied volatility is at 60; compared to its 52-week range of 37 to 78.

Micron Technology (MU) 30-day option implied volatility is at 42; compared to its 52-week range of 27 to 58. Call put ratio 1.5 calls to 1 put as share price near upper end of range.

Options with decreasing option implied volatility: BYND GME OKLO RILY NVAX NXT MPW LQDA UAA RDDT DT ZIM RUM ABR PANW BE LMND ZM GRPN BYON TTWO BITI CDE CPRT JD NU AMAT LOW WMT CSCO VLY EDR DE SWN
Increasing unusual option volume: FULC FFIE TNDM BNED KEYS NXE DOCS ASTS
Increasing unusual call option volume: TNDM CHGG NXE ASTS XPEV BSX MT ZM REKR ZETA CB
Increasing unusual put option volume: TTC OKLO ASTS TCOM HIMS BSX XPEV UNP WIX ZM LOW RPD
Active options: TSLA NVDA AMZN AAPL PANW AMD JPM XPEV MARA GME AMC MSFT COIN HOOD INTC META FFIE PLTR BABA NXE

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