Mid-session IV Report August 15, 2024

Mid-session IV Report August 15, 2024

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: LQDA RILY SPIR

Popular stocks with increasing volume: WMT BABA CSCO NKE INTC PLTR AVGO F BAC

Active options: NVDA TSLA AMZN AAPL WMT BABA AMD CSCO NKE SIRI ASTS INTC PLTR META MSFT GOOGL AVGO F BAC MARA

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 13; compared to its 52-week range of 10 to 29. Call put ratio 1 call to 1 .3 puts with focus on October 360, 410 and 460 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 1 put with focus on 8400 contracts of September 470 calls and puts.

Option IV into quarter results

Applied Materials (AMAT) August call option implied volatility is at 118, September is at 43; compared to its 52-week range of 26 to 63 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put with a focus on August 210 calls.

Madison Square Garden Entertainment (MSGE) August call option implied volatility is at 180, September is at 44; compared to its 52-week range of 21 to 73 into the expected release of quarter results before the bell on August 16.

VinFast Auto (VFS) August call option implied volatility is at 170, September is at 115; compared to its 52-week range of 49 to 393 into the expected release of quarter results before the bell on August 16. Call put ratio 1 call to 7.8 puts with a focus on August 30 weekly 3 puts.

Estee Lauder (EL) August 23 weekly call option implied volatility is at 95, September is at 55; compared to its 52-week range of 23 to 73 into the expected release of quarter results before the bell on August 19. Call put ratio 5.5 calls to 1 put with focus on August 96 calls.

Palo Alto Networks (PANW) August 23 weekly call option implied volatility is at 77, September is at 48; compared to its 52-week range of 25 to 60 into the expected release of quarter results after the bell on August 19. Call put ratio 1.1 calls to 1 put with focus on August 340 and 345 calls.

Options with decreasing option implied volatility: IOVA HUMA SG DOCN U LUMN AKAM MNDY ARRY SAVA BE SE SOUN PCT TTD
Increasing unusual option volume: SIGA CFG BTDR EXPI HA LITE GFI CIEN DHT LUMN ARQT RILY SIGA
Increasing unusual call option volume: SIGA CFG EXPI BTDR GFI VSCO CIEN DHT LITE STNE RILY
Increasing unusual put option volume: HA DOCS CFG ACI WULF DLTR EAT HTGC TAL RKT CLOV RILY CHGG