Mid-session IV Report December 17, 2024

Mid-session IV Report December 17, 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 CONY LW CI CVS DXCM UNH BX QUBT SKYT GME EFA
Popular stocks with increasing volume: AVGO GME PLTR SOFI AMC RIVN SMCI MSTR HOOD MRVL MU

Active options: NVDA TSLA AMD AVGO GME AAPL GOOGL AMZN PLTR GOOG SOFI META AMC MARA RIVN SMCI MSTR HOOD MRVL MU

Option IV into quarter results and FOMC policy decision

Micron (MU) December call option implied volatility is at 169, January is at 70; compared to its 52-week range of 27 to 73 into the expected release of quarter results on December 18. Call put ratio 3.4 calls to 1 put with focus on December 110 and January 120 calls.

Lennar (LEN) December call option implied volatility is at 88, 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 2.3 calls to 1 put.

General Mills (GIS) December call option implied volatility is at 57, January is at 26; 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 call to 1.3 puts.

Jabil (JBL) December call option implied volatility is at 119, 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 1 call to 1 put with focus on December options.

Birkenstock (BIRK) December call option implied volatility is at 144, 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 1.2 calls to 1 put with focus on December 60, 65 and January 60 calls.

Toro Company (TTC) December call option implied volatility is at 100, January is at 38; compared to its 52-week range of 20 to 79; into the expected release of quarter results before the bell on December 18. Call put ratio 3.1 calls to 1 put.

Steelcase (SCS) December call option implied volatility is at 145, January is at 55; compared to its 52-week range of 21 to 94; into the expected release of quarter results after the bell on December 18.

Nike (NKE) December call option implied volatility is at 112, January is at 46; compared to its 52-week range of 19 to 45; into the expected release of quarter results after the bell on December 19. Call put ratio 1 call to 1.3 puts.

FedEx (FDX) December call option implied volatility is at 140, January is at 52; compared to its 52-week range of 18 to 50; into the expected release of quarter results after the bell on December 19.

Bitcoin holder’s option IV into Bitcoin above $106,000

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 102; compared to its 52-week range 64 to 223. Call put ratio 1.6 calls to 1 put as share price down 4.8%.

MARA (MARA) 30-day option implied volatility is at 114; compared to its 52-week range of 80 to 195. Call put ratio 2.7 calls to 1 put with focus on December 24 and 26 calls.

Riot Platforms (RIOT) 30-day option implied volatility is at 110; compared to its 52-week range of 76 to 143. Call put ratio 3.9 calls to 1 put with focus on December calls.

Core Scientific (CORZ) 30-day option implied volatility is at 74; compared to its 52-week range 61 to 166. Call put ratio 27 calls to 1 put with focus on December calls as share price down 3.3%.

Hims & Hers Health, Inc. (HIMS) December call option implied volatility is at 142, January is at 100; compared to its 52-week range of 40 to 136. Call put ratio 2.2 calls to 1 puts with focus on December 32 calls.

Options with decreasing option implied volatility: BMEA ACI RH TEVA RINN ADBE PLAY M MTCH MCHI BIT
Increasing unusual option volume: SKYT QBTS AMTM RGTI TEVA SLQT KULR CKPT QUBT
Increasing unusual call option volume: QBTS SKYT QUBT RCNC XP RGTI SLQT KULR TEVA UAA CKPT
Increasing unusual put option volume: AEO QBTS GALT RCAT TEVA EQNR DINO IBRX BBAI