Mid-session IV Report August 2, 2024

Mid-session IV Report August 2, 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: CRWD OKTA MDB ANF DELL CHWY LULU SDOW

Popular stocks with increasing volume: INTC SNAP SOFI HOOD AAL MARA SMCI ARM AVGO MU F BAC

Active options: NVDA AAPL AMZN TSLA INTC AMD META PLTR MSFT SNAP SOFI HOOD AAL MARA SMCI ARM AVGO MU F BAC

Option IV increases

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 22; compared to its 52-week range of 10 to 19. Call put ratio 1 call to 1.6 puts with focus on August 520 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 31; compared to its 52-week range of 14 to 24. Call put ratio 1 call to 1.1 puts with a focus on August 480 calls.

Intel (INTC) 30-day option implied volatility is at 60; compared to its 52-week range of 28 to 54. Call put ratio 1.4 calls to 1 put with focus on June 20 calls as share price down 27%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 40. Call put ratio 2.5 calls to 1 put as share price down 2.8%.

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 26; compared to its 52-week range of 12 to 65. Call put ratio 1 call to 2.7 puts as share price down 5.3%.

Option IV into quarter results

CSX (CSX) August 9 weekly calls option implied volatility is at 50, August is at 41; compared to its 52-week range of 15 to 28 into expected release of quarter results after the bell on August 5. Call put ratio 2.6 calls to 1 put as share price down 3.5%.

Palantir (PLTR) August 9 weekly calls option implied volatility is at 130, August is at 100; compared to its 52-week range of 37 to 92 into expected release of quarter results after the bell on August 5.

Simon Property (SPG) August calls option implied volatility is at 39, September is at 31; compared to its 52-week range of 17 to 63 into expected release of quarter results after the bell on August 5. Call put ratio 1 call to 3.6 puts.

Diamondback Energy (FANG) August 9 weekly calls option implied volatility is at 48, August is at 40; compared to its 52-week range of 20 to 32 into expected release of quarter results after the bell on August 5. Call put ratio 1.3 calls to 1 put as share price down 4.8%.

Tyson Foods (TSN) August calls option implied volatility is at 44, September is at 31; compared to its 52-week range of 15 to 40 into expected release of quarter results before the bell on August 5.

Options with decreasing option implied volatility: ACB GRPN SNAP BHC CFLT LMND CVNA BITC RBLX NET HLF PINS TDOC ETSY W TEAM
Increasing unusual option volume: SVM PTEN PCOR TPC GENI CFG AER ADAP BITI QYLD
Increasing unusual call option volume: SVM OIH AER GENI TNDM CAMT EMB BITI
Increasing unusual put option volume: PTEN ZI CFG APTV LUMN WGMI SKX COPX SHAK