Mid-session IV Report May 22, 2024

Mid-session IV Report May 22, 2024

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Mid-session IV Report May 22, 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: KR DQ GCT FLYW BE PBI JKS FSLR PK NVDA SMCI
Popular stocks with increasing volume: FCX FSLR GME UBER

Active options: TSLA AMD AMZN SHOP NVDA AAPL PDD TGT MSFT META BABA AMC BNED FFIE FCX MARA SPWR FSLR GME UBER

Option IV into quarter results

NVIDIA (NVDA) May weekly call option implied volatility is at 134, June is at 54; compared to its 52-week range of 32 to 68 into the expected release of quarter results today after the bell.

Snow Flake (SNOW) May weekly call option implied volatility is at 165, June is at 60; compared to its 52-week range of 33 to 67 into the expected release of quarter results today after the bell.

e.l.f. Beauty (ELF) May weekly call option implied volatility is at 210, June is at 76; compared to its 52-week range of 35 to 85 into the expected release of quarter results today after the bell.

V.F. Corp (VFC) May weekly call option implied volatility is at 199, June is at 73; compared to its 52-week range of 37 to 73 into the expected release of quarter results today after the bell.

Intuit (INTU) May weekly call option implied volatility is at 83, June is at 30; compared to its 52-week range of 21 to 35 into the expected release of quarter results after the bell on May 23.

Workday (WDAY) May weekly call option implied volatility is at 123, June is at 40; compared to its 52-week range of 22 to 52 into the expected release of quarter results after the bell on May 23.

NetEase (NET) May weekly call option implied volatility is at 44, June is at 30; compared to its 52-week range of 38 to 80.

Autodesk (ADSK) May weekly call option implied volatility is at 51, June is at 40; compared to its 52-week range of 22 to 43 into the expected release of quarter results on May 23.

Ross Store (ROST) May weekly call option implied volatility is at 94, June is at 32; compared to its 52-week range of 15 to 34 into the expected release of quarter results after the bell on May 23.

Ralph Lauren (RL) June option implied volatility is at 44, July is at 37; compared to its 52-week range of 22 to 83 into the expected release of quarter results before the bell on May 23.

BJ’s Wholesale Club (BJ) June call option implied volatility is at 37, July is at 31; compared to its 52-week range of 19 to 76 into the expected release of quarter results before the bell on May 23.

RH (RH) May weekly call option implied volatility is at 63, June is at 69; compared to its 52-week range of 31 to 73 into the expected release of quarter results on May 23.

Movers

Freeport-McMoran (FCX) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 43. Call put ratio 1.8 calls to 1 put as share price down 6.5%.

Novo Nordisk’s (NVO) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 44 into Emergency crews are battling a fire at headquarters in Bagsvaerd, a Copenhagen suburb, the second one in a week. Call put ratio 1.9 calls to 1 put.

lululemon athletica (LULU) 30-day option implied volatility is at 54; compared to its 52-week range of 22 to 52. Call put ratio 1.1 calls to 1 put as share price down 6.2%.

Levi (LEVI) 30-day option implied volatility is at 25; compared to its 52-week range of 25 to 91. Call put ratio 1 call to 2.7 puts as share price near 26-month high.

Options with decreasing option implied volatility: OKLO GME ANVS RILY LQDA ZIM CGC BYND UAA ZM PANW TGT TTWO IEP TTWO IEP BITI JD TCOM WMT CSCO INMD RITM PDD CPRT HBI
Increasing unusual option volume: WOOF FREY FLYW HBM BE TJX SHOP ADI SPWR TGT URBN
Increasing unusual call option volume: WOOF FFIE BNED AXSM URBN SPWR BE HBM SHOP DQ FREY
Increasing unusual put option volume: URBN VSAT APH PCAR TJX HIMS MED INDA ASTS GCT TGT TOL
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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