Mid-session IV Report August 8, 2024

Mid-session IV Report August 8, 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: WOLF BYND ASAN GTLB IOT HPE ZS AKAM PARA DOCU BKR MET INDA UA

Popular stocks with increasing volume: TXN INTC DIS SMCI OXY Z BABA LLY MU AVGO

Active options: NVDA TSLA AAPL HOOD AMD AMZN TXN PLTR META INTC DIS SMCI OXY Z LUMN BABA LLY MU MSFT AVGO

AI stocks option IV

NVIDIA (NVDA) 30-day option implied volatility is at 73; compared to its 52-week range of 32 to 89 amid active August 9 weekly 105 calls.

Broadcom (AVGO) 30-day option implied volatility is at 57; compared to its 52-week range of 25 to 66 amid active August 30 weekly 157 calls as share price up 4.9%.

Super Micro Computer (SMCI) 30-day option implied volatility is at 74; compared to its 52-week range of 54 to 117 amid active August 500 calls.

Systems (ADBE) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 48 as share price up 2.4%.

C3 AI (AI) 30-day option implied volatility is at 79; compared to its 52-week range of 45 to 117 as share price up 4.4%.

Workday (WDAY) 30-day option implied volatility is at 51; compared to its 52-week range of 22 to 55. Call put ratio 1 call to 5 puts with focus on August 9 weekly 180 puts.

Palantir (PLTR) 30-day option implied volatility is at 55; compared to its 52-week range of 36 to 87. Call put ratio 2.6 calls to 1 put with focus on August 28 calls as share price up 7% to $28.

Oracle (ORCL) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 46 as share price up 2.2%.

Salesforce (CRM) 30-day option implied volatility is at 74; compared to its 52-week range of 20 to 52 amid active December 240 calls.

ServiceNow (NOW) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 45 amid active October 830 calls.

Option IV into quarter results

Unity Software (U) August 9 weekly calls option implied volatility is at 340, August is at 160; compared to its 52-week range of 44 to 109 into expected release of quarter results after the bell on August 8. Call put ratio 6.8 calls to 1 put with focus on August 9 weekly 14.5 and August 14.5 calls.

VinFast (VFS) August 9 weekly calls option implied volatility is at 158, August is at 140; compared to its 52-week range of 49 to 393 into expected release of quarter results before the bell on August 9. Call put ratio 1 call to 6.4 puts with focus on August 9 weekly puts.

Options with decreasing option implied volatility: FSLY SNAP ZI ALAB HIMS RDDT DUOL NET ROKU NET TOST AMSC RDFN TGTX DASH APP FTNT ARDX
Increasing unusual option volume: APPS UAA COMM LUMN CDLX CENX EGY BWA KVYO BMBL LZ HROW UA SG
Increasing unusual call option volume: BWA APPS COMM CENX LUMN KVYO CDLX UAA CFG FSK BMBL
Increasing unusual put option volume: LUMN UAA SG FSLY BROS BMBL MCK NTR PSEC MGNI BAX