Mid-session IV Report August 9, 2024

Mid-session IV Report August 9, 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: PATH CTLT ACB

Popular stocks with increasing volume: INTC BAC LUV AVGO U MU TSM LLY SMCI EXPE

Active options: NVDA TSLA AAPL PLTR AMZN AMD INTC META BAC LUV AVGO U MU GOOGL TSM LLY SMCI CLSK SOUN ASTS

Option for stocks near 52-week high

Intercontinental Exchange (ICE) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 57. Call put ratio 1 call to 1.1 puts as share price near record high.

Planet Fitness (PLNT) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 88. Call put ratio 1 call to 1.4 puts as share price near 52-week high.

HanesBrands (HBI) 30-day option implied volatility is at 46; compared to its 52-week range of 37 to 99 as share price near 52-week high.

Option IV into quarter results

Barrick Gold (GOLD) August calls option implied volatility is at 48, September is at 38; compared to its 52-week range of 24 to 44 into expected release of quarter results before the bell on August 12.

Monday.com (MNDY) August calls option implied volatility is at 140, September is at 70; compared to its 52-week range of 35 to 95 into expected release of quarter results before the bell on August 12. Call put ratio 1 call to 2.3 puts with focus on August 200 puts.

AST SpaceMobile (ASTS) August calls option implied volatility is at 186, September is at 142; compared to its 52-week range of 45 to 175 into expected release of quarter results on August 12. Call put ratio 4.7 calls to 1 put with focus on August 26 calls.

Home Depot (HD) August calls option implied volatility is at 57, September is at 32; compared to its 52-week range of 16 to 40 into expected release of quarter results before the bell on August 13.

AMD (AMD) 30-day option implied volatility is at 50; compared to its 52-week range of 34 to 64.

Options with decreasing option implied volatility: HIMS FSLY ALAB DUOL LUMN RDDT UPST
Increasing unusual option volume: PUBM FIVN APPS DOCS TIP SANA HROW ADMA PSEC
Increasing unusual call option volume: APPS FIVN DOCS SATS DXC ADMA SG ZETA
Increasing unusual put option volume: ACHR LUMN DOCS SANA PSEC PODD AKAM TTWO SG HBI