Mid-session IV Report December 19, 2024

Mid-session IV Report December 19, 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: SOUN IONQ PBR POET SDOW UPRO HUM SNAP CVS WFC GS TBT MS XHB BAC UUP JPM C XME RSP XLB XLK XLY XLC SCHD EFA VOO RUT

Popular stocks with increasing volume: MU MSTR AVGO COIN SOFI INTC

Active options: NVDA TSLA MU AAPL PLTR AMZN AMD MSTR AVGO GOOGL META COIN QUBT MARA SOFI GOOG HIMS SOUN MSFT INTC

Option IV amid wide price movement into December expiration

NVIDIA (NVDA) 30-day option implied volatility is at 51; compared to its 52-week range of 33 to 89. Call put ratio 1.8 calls to 1 put with focus on December 126 and 128 puts.

Tesla (TSLA) 30-day option implied volatility is at 71; compared to its 52-week range of 40 to 76. Call put ratio 1.4 calls to 1 put with focus on December 400 puts and June 30 puts.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 17; compared to its 52-week range of 10 to 29. Call put ratio 1 call to 1.1 puts with focus on 19,900 contracts of December 27 weekly 590 and 600 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 1.1 puts with a focus on 9K contracts of January 579.78 calls.

Russell 2000 (RUT) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 38. Call put ratio 1 call to 2.8 puts with a focus on December 2200 and 2260 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 25; compared to its 52-week range of 27 to 53. Call put ratio 1.3 calls to 1 put with a focus on a spreader of December 62.50, December 65.50 calls, December 27 weekly 60.50 calls and December 27 weekly 63 calls.

Option IV into quarter results

Nike (NKE) December call option implied volatility is at 197, January is at 48; compared to its 52-week range of 19 to 45; into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

FedEx (FDX) December call option implied volatility is at 240, January is at 57; compared to its 52-week range of 18 to 50; into the expected release of quarter results today after the bell.

BlackBerry (BB) December call option implied volatility is at 239, January is at 85; compared to its 52-week range of 34 to 191; into the expected release of quarter results today after the bell on December 19. Call put ratio 3.8 calls to 1 put.

Winnebago (WGO) December call option implied volatility is at 180, January is at 50; compared to its 52-week range of 27 to 80; into the expected release of quarter results before the bell on December 20. Call put ratio 1 call to 1.7 puts.

Options with decreasing option implied volatility: TEVA RH MU KMX UAA VRTX ACI ACN JWN CTAS PAYX GIS
Increasing unusual option volume: QUBT KULR EWC NGD HPP AISP MTUM RGTI QBTS EDR
Increasing unusual call option volume: QUBT KULR NGD AISP MVST PRGO CRC RGTI QBTS BDX
Increasing unusual put option volume: QBTS RGTI EDR LW GALT MTUM FMC HES STLD ZTS