Mid-session IV Report December 16, 2024

Mid-session IV Report December 16, 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: LW PBR CI RCAT AEHR PBR YY SPCE PTON ASAN IMMR AVGO SCHW TSM JPM F C BAC WFC GS

Popular stocks with increasing volume: SMCI MU RIVN MSTR RIOT HOOD COIN

Active options: NVDA TSLA AVGO PLTR SMCI AMD AAPL GOOGL AMZN MU RIVN MSTR MARA SOFI GOOG RIOT HOOD CLSK SOUN COIN

Arm Holdings (ARM) 30-day option implied volatility is at 52; compared to its 52-week range of 43 to 171. Call put ratio 2.5 calls to 1 put with focus on January 155 and 200 calls as share price down 3.8%.

Qualcomm (QCOM) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 53. Call put ratio 1.3 calls to 1 put with focus on January 175, 180 and 200 calls.

Option IV into quarter results

Heico Corp. (HEI) December call option implied volatility is at 59, 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 6.9 calls to 1 put with focus on December calls.

Micron (MU) December call option implied volatility is at 141, January is at 67; compared to its 52-week range of 27 to 73 into the expected release of quarter results on December 18. Call put ratio 4 calls to 1 put with focus on December 115 and 120 calls.

Lennar (LEN) December call option implied volatility is at 79, January is at 41; compared to its 52-week range of 25 to 42 into expected release of quarter results after the bell on December 18. Call put ratio 6 calls to 1 put into with focus on December 162.50 and 172.50 calls.

General Mills (GIS) December call option implied volatility is at 49, January is at 24; compared to its 52-week range of 15 to 27 into the expected release of quarter results before the bell on December 18. Call put ratio 1.5 calls to 1 put.

Jabil (JBL) December call option implied volatility is at 101, January is at 45; compared to its 52-week range of 23 to 245 into the expected release of quarter results before the bell on December 18. Call put ratio 3.6 calls to 1 put with focus on December 155 calls.

Birkenstock (BIRK) December call option implied volatility is at 129, January is at 60; compared to its 52-week range of 32 to 76 into the expected release of quarter results before the bell on December 18. Call put ratio 3 calls to 1 put with focus on December 60 and 65 calls.

Options with decreasing option implied volatility: AI TZA MDB TIGR RH YINN U ACI X ASO CWEB GRPN PLAY ORCL FUTU ADBE
Increasing unusual option volume: GALT CKPT BZUN QUBT ITUB RCAT BIRK BBD RGTI
Increasing unusual call option volume: CKPT BZUN QUBT RVNC RCAT BIRK GALT ASAN
Increasing unusual put option volume: GALT XP RCAT QBTS GDS D BB STNE ACHR MSTX ETHU