Mid-session IV Report May 31, 2024

Mid-session IV Report May 31, 2024

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Mid-session IV Report May 31, 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: FDX DNUT NKE BXMT CPRI MNST CAN EMB GIS ASTS DJT HIMS BITI VLY
Popular stocks with increasing volume: CRM MRVL GME BABA BAC COST SMCI

Active options: NVDA TSLA AAPL DELL AMD AMZN MSFT CRM PLTR DJT MRVL VFC FFIE GME BABA BAC AMC COST MDB SMCI

NVIDIA (NVDA) June weekly call option implied volatility is at 51, June is at 48; compared to its 52-week range of 32 to 68.

Tesla (TSLA) 30-day option implied volatility is at 47; compared to its 52-week range of 40 to 66. Call put ratio 1.5 calls to 1 put with focus on June weekly (7) 170 puts.

Freeport-McMoran (FCX) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 43. Call put ratio 2.5 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 40 as gold trades $2354. Call put ratio 1.6 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 42 as WTI trades $77.40.

Caesars Entertainment (CZR) 30-day option implied volatility is at 47; compared to its 52-week range of 36 to 57. Call put ratio 2.8 calls to 1 put as share price up 17%.

Option IV into quarter results

Options with decreasing option implied volatility: CHWY FL ANF PATH AAP OKTA AI GH ASAN MDB S
Increasing unusual option volume: ATUS FFIE PRKS MAXN NEXT GXO BEN SMMT PD BNED
Increasing unusual call option volume: ATUS FFIE BEN ASTS SMMT IGV CRM ARLP VFC MAXN DELL
Increasing unusual put option volume: BYD MAXN RSP DELL VFC PII ASTS MDB HPQ HIMS S DOCS NTAP MRVL ASAN VLY CRM ZS

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