Daily IV Report
Mid-session IV Report August 30, 2024
Mid-session IV Report August 30, 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: IEP EW NKE CAN […]
Mid-session IV Report August 30, 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: IEP EW NKE CAN LUNR IVR
Popular stocks with increasing volume: INTC WMT PDD BABA DELL SOFI MRVL PFE LULU AAL META PLTR AVGO
Active options: NVDA TSLA INTC AMD AAPL AMZN WMT PDD BABA DELL SMCI AFRM SOFI MRVL PFE LULU AAL META PLTR AVGO
“The Magnificent Seven” option implied volatility on last day of August
Microsoft (MSFT) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 35. Call put ratio 1 call to 1 put.
Alphabet (GOOGL) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 39.
Meta Platforms (META) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 53.
NVIDIA (NVDA) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 89. Call put ratio 1.9 calls to 1 put with focus on September 105 and December 110 calls.
Amazon (AMZN) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 49. Call put ratio 2.3 calls to 1 put with focus on September 13 weekly 205 calls.
Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 37. Call put ratio 1.9 calls to 1 put with focus on August 13 weekly options.
Tesla (TSLA) 30-day option implied volatility is at 47; compared to its 52-week range of 40 to 72. Call put ratio 1.4 calls to 1 put as share price up 1%.
Options with decreasing option implied volatility: FL FFIE MDB NVDX NTNX NVDL S SMTC OKTA CHWY RKLB
Increasing unusual option volume: LUNR ESTC ZK HPP MNSO SPHR ACI BOX
Increasing unusual call option volume: ICLN LUNR BOX ESTC ZK EBS ALTO INOD BSX
Increasing unusual put option volume: SPHR ASHR LUNR ACI HUT CPRT ULTA DG