Mid-session IV Report December 12, 2024

Mid-session IV Report December 12, 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: PBR EWZ CVS CI HON HIMX KODK PARA EFA LMT

Popular stocks with increasing volume: ADBE SOFI AMZN SMCI AVGO MSTR UBER BA BABA

Active options: NVDA TSLA PLTR AMD AAPL MSFT GOOGL RIOT ADBE SOFI AMZN SMCI AVGO GOOG MSTR UBER BA MARA BABA CORZ

Chip option IV

NVIDIA (NVDA) 30-day option implied volatility is at 42; compared to its 52-week range of 32 to 89. Call put ratio 1.8 calls to 1 put.

Taiwan Semi (TSM) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 58.

ASML Holdings (ASML) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 53. Call put ratio 3.2 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 41; compared to its 52-week range of 34 to 64. Call put ratio 2.9 calls to 1 put with a focus on January 135 and 155 calls.

Arm Holdings (ARM) 30-day option implied volatility is at 51; compared to its 52-week range of 43 to 171. Call put ratio 5 calls to 1 put as share price up 3%.

Intel (INTC) 30-day option implied volatility is at 49; compared to its 52-week range of 29 to 77. Call put ratio 2.5 calls to 1 put with focus on 10K contracts of February 22 puts.

Qualcomm (QCOM) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 53. Call put ratio 2 calls to 1 put with focus on January 180 calls.

Micron Technology (MU) 30-day option implied volatility is at 60; compared to its 52-week range of 22 to 73. Call put ratio 1.9 calls to 1 put with focus on January 250 and March 125 calls.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 58. Call put ratio 1.2 calls to 1 put.

Option IV into quarter results

Broadcom (AVGO) December 13 weekly call option implied volatility is at 150, December is at 72; compared to its 52-week range of 26 to 66 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put with focus on December 13 weekly 187.50 calls, December 13 weekly 157.50 and 167.50 puts.

Costco (COST) December 13 weekly call option implied volatility is at 72, December is at 36; compared to its 52-week range of 15 to 33 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put with focus on December 13 weekly 1085 calls.

Options with decreasing option implied volatility: GTLB PATH U SOUN IOT RBRK MDB ASAN X VSCO DOCU AI LULU PLAY ACI ORCL MSTY ASO ADBE
Increasing unusual option volume: HIMX CADL SFIX RVNC RGTI CRK QUBT CIEN OLLI LX GSAT
Increasing unusual call option volume: HIMX CRK SFIX RGTI QUBT LX GSAT KULR ADBE SSRM WBD
Increasing unusual put option volume: CIEN RVNC IAU ACHR UEC GALT ADBE QBTS ACMR BURL BBAI PLAY