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 IEP NKE CAN K

Popular stocks with increasing volume: AFRM PDD PLTR CRWD CRM AVGO SOFI DG MU INTC G

Active options: Popular stocks with increasing volume: NVDA TSLA AAPL AFRM AMD PDD SMCI AMZN META MSFT PLTR CRWD CRM AVGO SOFI DG MU INTC GOOGL MARA

NVIDIA (NVDA) August weekly call option implied volatility is at 77, September is at 54; compared to its 52-week range of 33 to 89. Call put ratio 1.7 calls to 1 put.

Option IV into quarter results

Dell Technologies (DELL) August weekly call option implied volatility is at 235, September is at 71; compared to its 52-week range of 23 to 80 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to put with focus on August 30 weekly options.

Marvell Technology (MRVL) August weekly call option implied volatility is at 199, September is at 59; compared to its 52-week range of 32 to 72 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put with focus on August 30 weekly options.

Autodesk (ADSK) August weekly call option implied volatility is at 127, September is at 38; compared to its 52-week range of 22 to 46 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.7 puts with focus on August 30 weekly puts.

Lululemon (LULU) August weekly call option implied volatility is at 222, September is at 65; compared to its 52-week range of 22 to 64 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

MongoDB (MDB) August weekly call option implied volatility is at 305, September is at 85; compared to its 52-week range of 37 to 89 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.

Ulta Beauty (ULTA) August weekly call option implied volatility is at 145, September is at 48; compared to its 52-week range of 20 to 53 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put with focus on August 30 weekly options.

Options with decreasing option implied volatility: FFIE NVDL BILL FL RKLB S NTNX OKTA SMTC ANF CHWY KSS JWN BBWI NVDA WDAY PSTG CRWD
Increasing unusual option volume: AZUL SBLK BIRK DG EW NOK PSTG
Increasing unusual call option volume: SBLK NOK ALLY PSTG AFRM DG BOX GOTU OKTA
Increasing unusual put option volume: EW AZUL NTR DG VIPS OKTA LUMN PBR NTNX