Mid-session IV Report December 2, 2024

Mid-session IV Report December 2, 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: ACHR JOBY BHC SYM SILJ HE EPD GRRR FSLY RXRX NVCR VALE TZA SILJ MNSO BOX SPXS PBR STLA USO O NLY AGNC HYG FYBR

Popular stocks with increasing volume: SMCI INTC PLTR SQ HOOD MSTR AMC SOFI C GME RIVN

Active options: NVDA TSLA AAPL AMZN SMCI MARA INTC AMD ACHR PLTR META SQ HOOD MSTR AMC SOFI CLSK HIMS GME RIVN

Semi option IV

NVIDIA (NVDA) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 89. Call put ratio 1.7 calls to 1 put.

Taiwan Semi (TSM) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 58. Call put ratio 1.6 calls to 1 put with a focus on December 6 weekly calls.

ASML Holdings (ASML) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 53. Call put ratio 2.2 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 36; compared to its 52-week range of 34 to 64. Call put ratio 2.4 calls to 1 put with a focus on December 6 weekly calls.

Arm Holdings (ARM) 30-day option implied volatility is at 45; compared to its 52-week range of 40 to 171. Call put ratio 2.5 calls to 1 put as share price up 3.8%.

Intel (INTC) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 77 after Intel CEO Gelsinger forced out by board, Bloomberg reports. Call put ratio 5 calls to 1 put with focus on December 28 and January 10 weekly 28 calls.

Option IV into quarter results

Zscaler (ZS) December 6 weekly call option implied volatility is at 111, December is at 61; compared to its 52-week range of 33 to 70 into the expected release of quarter results today after the bell.

Salesforce (CRM) December 6 weekly call option implied volatility is at 83, December is at 47; compared to its 52-week range of 20 to 52 into the expected release of quarter results after the bell on December 3.

Marvell Technology (MRVL) December 6 weekly call option implied volatility is at 113, December is at 64; compared to its 52-week range of 32 to 72 into the expected release of quarter results after the bell on December 3. Call put ratio 2 calls to 1 put.

Pure Storage (PSTG) December call option implied volatility is at 85, January is at 64; compared to its 52-week range of 27 to 104 into the expected release of quarter results after the bell on December 3. Call put ratio 3.5 calls to 1 put.

Okta (OKTA) December 6 weekly call option implied volatility is at 153, December is at 81; compared to its 52-week range of 28 to 77 into the expected release of quarter results after the bell on December 3. Call put ratio 1.4 calls to 1 put.

Box (BOX) December call option implied volatility is at 55, January is at 40; compared to its 52-week range of 19 to 81 into the expected release of quarter results after the bell on December 3. Call put ratio 7.6 calls to 1 put.

Synopsys (SNPS) December call option implied volatility is at 49, January is at 39; compared to its 52-week range of 22 to 58 into the expected release of quarter results after the bell on December 4. Call put ratio 1 call to 3.8 puts.

Options with decreasing option implied volatility: MSTX MSTU BBIO MSTY AMGN LMND ANF NNE BBWI KSS ZM WDAY DELL ZETA NTNX HPQ DKS BBY CRWD BURL ADSK JWN
Increasing unusual option volume: KULR VRSN QUBT PL RGTI ACHR CNM MVST NVCR FSLY QBTS AMPX VUZI MANU GSAT
Increasing unusual call option volume: KULR PL RGTI ACHR FSLY NVCR APLT VUZI AMPX GSAT QBTS BOX SRRK
Increasing unusual put option volume: ACHR VRSN RCAT MANU ACMR FYBR TAL SYM NOK RBRK MVST PVH PCG HRL JOBY HIMS