Mid-session IV Report August 22, 2024

Mid-session IV Report August 22, 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: LUNR TEM SYM VKTX NFE INSM ACI FDX X SIGA HA PARA GLW K NANOS

Popular stocks with increasing volume: PTON AVGO ZM INTC MU WMT TGT

Active options: NVDA TSLA AAPL SNOW PTON AVGO AMD META PLTR ZM MSFT INTC AMZN MU WMT MARA SMCI TGT CLOV SIRI

NVIDIA (NVDA) option IV into quarter results

NVIDIA (NVDA) 30-day option implied volatility is at 68; compared to its 52-week range of 32 to 89 into expected release of quarter results after the bell on August 28. Call put ratio 1.9 calls to 1 put with focus on January 70 and 80 puts.

Broadcom (AVGO) 30-day option implied volatility is at 49; compared to its 52-week range of 25 to 66 with focus on August 23 weekly 170 calls.

Super Micro Computer (SMCI) 30-day option implied volatility is at 67; compared to its 52-week range of 54 to 118 with focus on August 30 weekly 680 and 700 calls.

AMD (AMD) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 64.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 60. Call put ratio 1 call to 1.6 puts with a focus on August 23 weekly 250 puts.

Option IV into quarter results

Workday (WDAY) August 23 weekly call option implied volatility is at 175, September is at 46; compared to its 52-week range of 22 to 55 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Intuit (INTU) August 23 weekly call option implied volatility is at 117, September is at 34; compared to its 52-week range of 21 to 47 into the expected release of quarter results today after the bell.

Bill Holdings (BILL) August 23 weekly call option implied volatility is at 310, September is at 76; compared to its 52-week range of 38 to 94 into the expected release of quarter results today after the bell. Call put ratio 10.4 calls to 1 put with focus on August 23 weekly 64 calls.

Ross Stores (ROST) August 23 weekly call option implied volatility is at 123, September is at 31; compared to its 52-week range of 15 to 39 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put with focus on August 30 weekly 172.50 calls.

CAVA Group (CAVA) August 23 weekly call option implied volatility is at 241, September is at 71; compared to its 52-week range of 47 to 88 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put into quarter results and outlook.

Options with decreasing option implied volatility: DNA RILY HA LQDA COHR AAP EL PANW SNOW ZM TGT M SPR GLNG TJX TOL ADI MDT LOW
Increasing unusual option volume: BEN SANA PTON GSAT LUNR BBD ZM AAP WEAT CLOV GLW BJ TD
Increasing unusual call option volume: PTON SANA GSAT URBN ZM AAP LUNR WEAT CLOV KMB BEN BJ
Increasing unusual put option volume: BEN URBN GLW SANA DNUT LUNR K TD PBI CLOV PLAY PTON AAP ZM PM BBAI