Mid-session IV Report December 10, 2024

Mid-session IV Report December 10, 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: SOUN U LAZR WBA BEKE PBR HSY CMCSA MDLZ RGTI NNOX VSTS SEI EW XP JNPR PBR URA

Popular stocks with increasing volume: ORCL SMCI INTC AI RIVN BABA NIO SOFI MSTR BA
Active options: NVDA GOOGL TSLA GOOG AAPL PLTR AMD ORCL SMCI INTC AI AMZN RIVN META BABA NIO SOFI MSFT MSTR BA

Movers

Affirm Holdings (AFRM) 30-day option implied volatility is at 66; compared to its 52-week range of 59 to 118. Call put ratio 2.6 calls to 1 put amid wide price movement.

Axon (AXON) 30-day option implied volatility is at 37; compared to its 52-week range of 20 to 212. Call put ratio 2.8 calls to 1 put with focus on December 650 and 750 calls.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 109; compared to its 52-week range of 64 to 222.

Palantir (PLTR) 30-day option implied volatility is at 63; compared to its 52-week range of 36 to 87. Call put ratio 1.4 calls to 1 put as share price up 1.7%.

Equinix (EQIX) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 60.

AppLovin (APP) 30-day option implied volatility is at 64; compared to its 52-week range of 38 to 95. Call put ratio 1.2 calls to 1 put.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 33. Call put ratio 8.9 calls to 1 put with a focus on January 27 and 29 calls.

Option IV into quarter results

GameStop (GME) December 13 weekly call option implied volatility is at 199, December is at 134; compared to its 52-week range of 55 to 347 into the expected release of quarter results today after the bell.

Stich Fix (SFIX) December 13 weekly call option implied volatility is at 244, December is at 146; compared to its 52-week range of 44 to 125 into the expected release of quarter results after the bell on December 10.

Adobe (ADBE) December 13 weekly call option implied volatility is at 111, December is at 67; compared to its 52-week range of 23 to 48 into the expected release of quarter results before the bell on December 11.

Broadcom (AVGO) December 13 weekly call option implied volatility is at 91, December is at 62; compared to its 52-week range of 26 to 66 into the expected release of quarter results after the bell on December 12.

Costco (COST) December 13 weekly call option implied volatility is at 47, December is at 33; compared to its 52-week range of 15 to 33 into the expected release of quarter results after the bell on December 12.

Jabil (JBL) December call option implied volatility is at 68, January is at 42; compared to its 52-week range of 23 to 240 into the expected release of quarter results on December 12. Call put ratio 2.2 calls to 1 put.

Ciena (CIEN) December call option implied volatility is at 89, December is at 53; compared to its 52-week range of 22 to 94 into the expected release of quarter results before the bell on December 12. Call put ratio 3.4 calls to 1 put.

Options with decreasing option implied volatility: GTLB FL PSTG DLTR ASAN IOT FIVE OKTA DG PATH S MDB RBRK ACI VSCO
Increasing unusual option volume: QURE RGTI PL EWTX BRZE CRDF OLLI ITUB
Increasing unusual call option volume: QURE RGTI PL KULR BRZE UNFI VSTS MTN ASAN QUBT
Increasing unusual put option volume: OLLI RVNC TER ASO BBAI ASAN PLAY QBTS MDB FLNC YPF