Mid-session IV Report December 11, 2024

Mid-session IV Report December 11, 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: U SERV CVS UNH ISRG URA UNH GLD HYG

Popular stocks with increasing volume: SMCI AVGO GME MSTR AI BA UBER MU

Active options: NVDA TSLA GOOGL PLTR SMCI AAPL AMD GOOG AMZN META AVGO GME MSTR AI RGTI BA MARA UBER SOUN MU

Option IV into quarter results

Adobe (ADBE) December 13 weekly call option implied volatility is at 131, December is at 69; compared to its 52-week range of 23 to 48 into the expected release of quarter results today. Call put ratio 1.4 calls to 1 put.

Broadcom (AVGO) December 13 weekly call option implied volatility is at 106, December is at 66; compared to its 52-week range of 26 to 66 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put as share price up 4.5%.

Costco (COST) December 13 weekly call option implied volatility is at 57, December is at 35; compared to its 52-week range of 15 to 33 into the expected release of quarter results today after the bell on December 12.

Jabil (JBL) December call option implied volatility is at 72, 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 1 call to 1 put.

Ciena (CIEN) December call option implied volatility is at 91, 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 calls to 1 put with focus on December 75 calls.

China option IV and volume

Pinduoduo (PDD) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 77. Call put ratio 2.8 calls to 1 put with focus on January 2026 puts as share price down 2.4%.

JD.com (JD) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 80. Call put ratio 7.6 calls to 1 put with a focus on December 40, 45 and 50 calls as share price down 3.6%.

Alibaba (BABA) 30-day option implied volatility is at 36; compared to its 52-week range of 27 to 62. Call put ratio 5.7 calls to 1 put with a focus on January 100 calls.

Options with decreasing option implied volatility: GTLB PATH IOT ASAN FIVE RBRK S MDB X DG AEO VSCO LULU DOCU ORCL PLAY HPE VEEV ASO KR ULTA ALK URA
Increasing unusual option volume: RGTI QUBT SFIX CADL ANAB FIGS PFF QBTS OLLI LWLG ALK UNFI
Increasing unusual call option volume: RGTI SFIX QUBT FIGS QBTS ALK BJ HNRG MSTZ UNFI NVTS GSAT
Increasing unusual put option volume: QBTI ACI PLAY URBN M THO MDLZ FLNC BBAI WMG FCEL MTCH