Mid-session IV Report August 26, 2024

Mid-session IV Report August 26, 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: DJT FFIE ACI DNUT NKE ACN K CMPS GOGO AMC SEDG NKE MU PDD COST

Popular stocks with increasing volume: BABA JD INTC PLTR MU F

Active options: NVDA TSLA PDD AMD BABA AAPL JD INTC AMZN AMC MARA META PTON PLTR GOOGL MU F OXY MSTR HOOD

Option IV into quarter results

PVH Corp (PVH) September call option implied volatility is at 53, October is at 44; compared to its 52-week range of 26 to 93 into the expected release of quarter results after the bell on August 27.

NVIDIA (NVDA) August weekly call option implied volatility is at 139, September is at 78; compared to its 52-week range of 33 to 89 into the expected release of quarter results after the bell on August 28.

Salesforce (CRM) August weekly call option implied volatility is at 89, September is at 45; compared to its 52-week range of 20 to 52 into the expected release of quarter results after the bell on August 28. Call put ratio 1 call to 1.6 puts with focus on November 230 puts.

CrowdStrike (CRWD) August weekly call option implied volatility is at 117, September is at 62; compared to its 52-week range of 29 to 74 into the expected release of quarter results after the bell on August 28. Call put ratio 1.4 calls to 1 put.

Option IV for tobacco products space as share prices trend higher

Altria Group (MO) 30-day option implied volatility is at 14; compared to its 52-week range of 12 to 24. Call put ratio 1.4 calls to 1 put.

Philip Morris International (PM) 30-day option implied volatility is at 15; compared to its 52-week range of 13 to 25. Call put ratio 1 call to 8.5 puts with focus on August 30 weekly 119 puts.

British American Tobacco (BTI) 30-day option implied volatility is at 14; compared to its 52-week range of 14 to 65. Call put ratio 1 call to 1.4 puts.

Turning Point Brands (TPB) 30-day option implied volatility is at 37; compared to its 52-week range of 19 to 79.

Papa John’s (PZZA) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 52. Call put ratio 1 call to 1.6 puts with a focus on November 230 and January 270 puts.

Options with decreasing option implied volatility: DNA RKLB BILL AAP PTON PANW SNOW TGT ZM M WDAY HA BILI ROST WSM TJX MDT INTU LOW
Increasing unusual option volume: LUNR GOGO HPP GFI BTDR PDD CLOV TOST CBOE WB PWR
Increasing unusual call option volume: GOGO LUNR GFI TOST PWR BTDR CLOV PDD FNGR CAN AGL CPER
Increasing unusual put option volume: LUNR WB CBOE PDD AIG PTON CAN BCE K CLOV FUBO BMO RKLB PM PZZA