Mid-session IV Report August 20, 2024

Mid-session IV Report August 20, 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: RKLB TEM INSM FDX

Popular stocks with increasing volume: XOM UPS MRK ABBV INTC PANW MS

Active options: NVDA XOM TSLA ATUS UPS MRK AMD ABBV INTC AHCO LUNR AAPL PANW LOGC CCEP MARA MS TH AMZN ZVRA

Option IV into quarter results and inflation debate this week in Jackson Hole

TJX Companies (TJX) August 23 weekly call option implied volatility is at 65, September is at 27; compared to its 52-week range of 14 to 33 into the expected release of quarter results before the bell on August 21. Call put ratio 2.2 calls to 1 put.

Analog Devices (ADI) August 23 weekly call option implied volatility is at 69, September is at 34; compared to its 52-week range of 20 to 52 into the expected release of quarter results before the bell on August 21. Call put ratio 1 call to 1.8 puts with focus on August 23 weekly 220 puts.

Target (TGT) August 23 weekly call option implied volatility is at 105, September is at 41; compared to its 52-week range of 19 to 52 into the expected release of quarter results before the bell on August 21. Call put ratio 1 call to 1.1 puts.

Macy’s (M) August 23 weekly call option implied volatility is at 134, September is at 53; compared to its 52-week range of 35 to 77 into the expected release of quarter results before the bell on August 21.

Synopsys (SNPS) September call option implied volatility is at 39, October is at 37; compared to its 52-week range of 20 to 58 into the expected release of quarter results after the bell on August 21. Call put ratio 1.5 calls to 1 put.

Snowflake (SNOW) August 23 weekly call option implied volatility is at 144, September is at 61; compared to its 52-week range of 33 to 82 into the expected release of quarter results after the bell on August 21.

Agilent Technologies (A) September call option implied volatility is at 33, October is at 29; compared to its 52-week range of 20 to 71 into the expected release of quarter results after the bell on August 21.

Zoom Video (ZM) August 23 weekly call option implied volatility is at 115, September is at 45; compared to its 52-week range of 24 to 59 into the expected release of quarter results after the bell on August 21.

Urban Outfitter (URBN) August 23 weekly call option implied volatility is at 126, September is at 51; compared to its 52-week range of 28 to 62 into the expected release of quarter results after the bell on August 21.

Wolfspeed (WOLF) August 23 weekly call option implied volatility is at 330, September is at 160; compared to its 52-week range of 47 to 176 into the expected release of quarter results after the bell on August 21. Call put ratio 1 call to 1.6 puts with focus on November 10 puts.

Workday (WDAY) August 23 weekly call option implied volatility is at 105, September is at 45; compared to its 52-week range of 22 to 55 into the expected release of quarter results after the bell on August 22. Call put ratio 1.9 calls to 1 put with focus on December and January calls.

Movers

Rocket Lab USA, Inc. (RKLB) 30-day option implied volatility is at 115; compared to its 52-week range of 43 to 95. Call put ratio 6.4 calls to 1 put with focus on October 8 calls as share price down 5.4%.

Viking Therapeutics (VKTX) 30-day option implied volatility is at 94; compared to its 52-week range of 50 to 234. Call put ratio 4.1 calls to 1 put with focus on September 80 and 90 calls.

Options with decreasing option implied volatility: LQDA DNA DLO OKLO ACB COHR GLNG EL PANW CSCO ZIM DNUT STNE MP NU WMT
Increasing unusual option volume: LUNR NMM K FIVN NEXT HA VIPS TERN LLAP RKLB
Increasing unusual call option volume: NMM LUNR K FIVN NEXT VIPS HA TERN FWRD FUBO RDFN WIX
Increasing unusual put option volume: APA LUNR HA HBI ASTS KBE VIPS WIX KKR EA RKLB