Mid-session IV Report December 13, 2024

Mid-session IV Report December 13, 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: CI CVS ISRG WRBY ACHR PBR

Popular stocks with increasing volume: SMCI INTC MRVL ARM TSM COST MSTR

Active options: AVGO NVDA TSLA AMD AAPL PLTR GOOGL AMZN SMCI INTC MRVL ACHR ARM TSM CLSK MARA COST MSTR GOOG MSFT

Cryptocurrency-Related Stocks option IV as Bitcoin above $100,000

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 108; compared to its 52-week range of 64 to 222. Call put ratio 2 calls to 1 put.

Coinbase (COIN) 30-day option implied volatility is at 73; compared to its 52-week range of 61 to 103. Call put ratio 2.8 calls to 1 put.

Robinhood (HOOD) 30-day option implied volatility is at 63; compared to its 52-week range of 48 to 95. Call put ratio 3.1 calls to 1 put with focus on expiring December 13 weekly 40 and 41 calls.

iShares Bitcoin Trust (IBIT) 30-day option implied volatility is at 58; compared to its 52-week range of 20 to 64. Call put ratio 1.2 calls to 1 put with focus on January 50 calls and puts.

Option IV into quarter results

Heico Corp. (HEI) December call option implied volatility is at 53, January is at 37; compared to its 52-week range of 19 to 166 into the expected release of quarter results after the bell on December 17. Call put ratio 4.7 calls to 1 put.

Amentum (AMTM) December call option implied volatility is at 180, January is at 100; compared to its 52-week range of 30 to 131 into the expected release of quarter results before the bell on December 17. 220 contracts of December 25 calls trade at $1.20.

Micron (MU) December call option implied volatility is at 104, January is at 61; compared to its 52-week range of 27 to 73 into the expected release of quarter results after the bell on December 18. Call put ratio 3.4 calls to 1 put with focus on December 110 and 115 calls.

Options with decreasing option implied volatility: AI SOUN LUNR X ACI GME RH U ASO ORCL ADBE TZA APP PLAY M DOCU MTCH UUP
Increasing unusual option volume: HIMX CADL WRBY SENS SFIX RGTI ABCL
Increasing unusual call option volume: WRBY HIMX MT ABCL RH RGTI AVGO CIEN WU ACHR
Increasing unusual put option volume: ACHR UAA NWL SMTC AVGO MGNI PLAY CIEN RH