Mid-session IV Report August 29, 2024

Mid-session IV Report August 29, 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: HA SMCI IEP MU NKE ACN COST K MNKD SBGI

Popular stocks with increasing volume: CHWY SIRI FL KSS BAC INTC

Active options: NVDA TSLA AAPL SMCI PDD AMD CHWY SIRI ENPH ASTS AMZN KSS FL META BAC BBWI INTC GOOGL

Option IV into quarter results

NVIDIA (NVDA) August weekly call option implied volatility is at 180, September is at 74; compared to its 52-week range of 33 to 89 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

Salesforce (CRM) August weekly call option implied volatility is at 128, September is at 48; compared to its 52-week range of 20 to 52 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

CrowdStrike (CRWD) August weekly call option implied volatility is at 161, September is at 64; compared to its 52-week range of 29 to 74 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Dell Technologies (DELL) August weekly call option implied volatility is at 189, September is at 75; compared to its 52-week range of 23 to 80 into the expected release of quarter results after the bell on August 29. Call put ratio 2.7 calls to put with focus on January 110 and 120 calls.

Marvell Technology (MRVL) August weekly call option implied volatility is at 165, September is at 67; compared to its 52-week range of 32 to 72 into the expected release of quarter results after the bell on August 29. Call put ratio 1.5 calls to 1 put with focus on August 30 weekly options.

Autodesk (ADSK) August weekly call option implied volatility is at 95, September is at 37; compared to its 52-week range of 22 to 46 into the expected release of quarter results after the bell on August 29.

Lululemon (LULU) August weekly call option implied volatility is at 177, September is at 65; compared to its 52-week range of 22 to 64 into the expected release of quarter results after the bell on August 29.

Dollar General (DG) August weekly call option implied volatility is at 145, September is at 55; compared to its 52-week range of 23 to 58 into the expected release of quarter results before the bell on August 29.

MongoDB (MDB) August weekly call option implied volatility is at 235, September is at 88; compared to its 52-week range of 37 to 89 into the expected release of quarter results after the bell on August 29.

Best Buy (BBY) August weekly call option implied volatility is at 117, September is at 43; compared to its 52-week range of 20 to 48 into the expected release of quarter results before the bell on August 29.

Ulta Beauty (ULTA) August weekly call option implied volatility is at 115, September is at 48; compared to its 52-week range of 20 to 53 into the expected release of quarter results after the bell on August 29.

Burlington Stores (BURL) August weekly call option implied volatility is at 140, September is at 53; compared to its 52-week range of 22 to 63 into the expected release of quarter results before the bell on August 29. Call put ratio 1 call to 2.3 puts.

Campbell Soup (CPB) August weekly call option implied volatility is at 70, September is at 31; compared to its 52-week range of 15 to 28 into the expected release of quarter results before the bell on August 29.

Birkenstock (BIRK) September call option implied volatility is at 55, October is at 41; compared to its 52-week range of 32 to 76 into the expected release of quarter results before the bell on August 29. Call put ratio 2 calls to 1 put.

Gap (GAP) August weekly call option implied volatility is at 245, September is at 89; compared to its 52-week range of 36 to 82 into the expected release of quarter results after the bell on August 29.

Ollie’s Bargain (OLLI) September call option implied volatility is at 48, October is at 41; compared to its 52-week range of 27 to 76 into the expected release of quarter results before the bell on August 29.

American Eagle (AEO) August weekly call option implied volatility is at 175, September is at 62; compared to its 52-week range of 32 to 64 into the expected release of quarter results before the bell on August 29. Call put ratio 5.1 calls to 1 put with focus on September 21 and 21.50 calls.

Options with decreasing option implied volatility: RKLB WOLF AAP FL SNOW BILL ANF ZM S KSS WDAY
Increasing unusual option volume: NBIX BOX JWN AVDL THO OIH AMBA
Increasing unusual call option volume: AMBA BOX JWN LUNR BTDR FL NCNO AUPH GOTU
Increasing unusual put option volume: AVDL BBWI OIH HA FL JWN BCS KSS KMX LUNR BEN STNE