Mid-session IV Report August 16, 2024

Mid-session IV Report August 16, 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: SIGA EBS PSNL RKLB SPIR UPWK SPHR NDAQ TIP VYM K RKLB RILY LQDA

Popular stocks with increasing volume: BABA JD SMCI INTC AMAT AVGO

Active options: NVDA TSLA AAPL BABA RKLB PLTR AMD META ASTS AMZN GOOGL JD SMCI RILY INTC AMAT MARA MSFT GOOG AVGO

Option IV into quarter results

Estee Lauder (EL) August 23 weekly call option implied volatility is at 93, September is at 52; 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 1.1 calls to 1 put with focus on August 93 calls.

Palo Alto Networks (PANW) August 23 weekly call option implied volatility is at 87, September is at 50; 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 335 calls.

JinkoSolar (JKS) September option implied volatility is at 69, October is at 65; compared to its 52-week range of 45 to 118 into expected release of quarter results on August 19. Call put ratio 1 call to 5.4 puts with a focus on September 15 puts.

Lowes (LOW) August 23 weekly call option implied volatility is at 44, September is at 28; compared to its 52-week range of 17 to 39 into the expected release of quarter results before the bell on August 20.

Fastly, Inc. (FSLY) 30-day option implied volatility is at 56; compared to its 52-week range of 48 to 130. Call put ratio 8.9 calls to put with focus on August and August weekly 6.5 calls.

Options with decreasing option implied volatility: HUMA ACB DLO MNDY SAVA SE BYND COHR LUMN OKLO
Increasing unusual option volume: SIGA HRB SGMO RKLB ITUB DDD EBS CRS RILY
Increasing unusual call option volume: SIGA SGMO CRS EBS LUNR GFI BTDR MLCO COTY RILY
Increasing unusual put option volume: SBLK RKLB NDAQ DOCS ASTS HBI PSNY MDT CFLT RILY FND PSEC