Mid-session IV Report December 18, 2024

Mid-session IV Report December 18, 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: HUM CI DXCM CVS SKYT FORM TSLS PBR NTGR OKLO YY TBT VALE GNW SNAP

Popular stocks with increasing volume: AVGO MU UBER MSTR SOFI SMCI SNAP

Active options: NVDA TSLA PLTR AAPL AVGO MU SOUN AMD QUBT UBER MSTR SOFI GOOGL RGTI MSFT AMZN GOOG OKLO QBTS SMCI SNAP

Option IV into quarter results and FOMC policy decision

Micron (MU) December call option implied volatility is at 200, January is at 68; compared to its 52-week range of 27 to 73 into the expected release of quarter results today. Call put ratio 2.5 calls to 1 put with focus on January 3 weekly 120 calls.

Steelcase (SCS) December call option implied volatility is at 167, January is at 55; compared to its 52-week range of 21 to 94; into the expected release of quarter results today after the bell.

Accenture (ACN) December call option implied volatility is at 98, January is at 34; compared to its 52-week range of 16 to 40; into the expected release of quarter results before the bell on December 19.

Nike (NKE) December call option implied volatility is at 140, 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.

Cintas (CTAS) December call option implied volatility is at 98, January is at 34; compared to its 52-week range of 14 to 36; into the expected release of quarter results before the bell on December 19.

FedEx (FDX) December call option implied volatility is at 170, 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.

Darden Restaurants (DRI) December call option implied volatility is at 90, January is at 33; compared to its 52-week range of 15 to 58; into the expected release of quarter results before the bell on December 19. Call put ratio 4 calls to 1 put with a focus on April 175 calls.

FactSet (FDS) December call option implied volatility is at 80, January is at 32; compared to its 52-week range of 16 to 30; into the expected release of quarter results before the bell on December 19.

CarMax (KMX) December call option implied volatility is at 144, January is at 46; compared to its 52-week range of 26 to 83; into the expected release of quarter results before the bell on December 19. Call put ratio 2.9 calls to 1 put with a focus on December 95 and 100 calls.

ConAgra (CAG) December call option implied volatility is at 75, January is at 29; compared to its 52-week range of 14 to 30; into the expected release of quarter results before the bell on December 19.

BlackBerry (BB) December call option implied volatility is at 190, January is at 101; compared to its 52-week range of 34 to 191; into the expected release of quarter results after the bell on December 19. Call put ratio 3.3 calls to 1 put with focus on December 27 weekly 3.50 calls.

Option IV into FOMC policy decision

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 44. Call put ratio 1.3 calls to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 14; compared to its 52-week range of 11 to 21. Call put ratio 2 calls to 1 put with focus on December 89 puts.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 5; compared to its 52-week range of 4 to 11.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 4; compared to its 52-week range of 3 to 9. Call put ratio 1 call to 1 put.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 8; compared to its 52-week range of 6 to 12. Call put ratio 1 call to 5 puts with a focus on March 107 puts.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 34. Call put ratio 1 call to 1.8 puts with focus on June calls and puts.

iShares MSCI Germany ETF (EWG) 30-day option implied volatility is at 15; compared to its 52-week range of 12 to 23. Call put ratio 1 call to 3.4 puts.

Ishares Msci Mexico Capped Etf (EWW) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 64. Call put ratio 1 call to 2.6 puts with focus on January 50.78 puts.

Options with decreasing option implied volatility: TEVA RH CONY ACI ADBE UAA MCHI COST GIS
Increasing unusual option volume: KULR QUBT CRVS SKYT RGTI QBTS RSP JBL MNKD
Increasing unusual call option volume: KULR QUBT SKYT CRVS QBTS RGTI JBL BIRK MNKD CKPT IPG BTE
Increasing unusual put option volume: QBTS RGTI RSP SOC GALT TRIP OWL WPM JBL RVNC ACHR