Mid-session IV Report December 20, 2024

Mid-session IV Report December 20, 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: SDOW NFLX BCE BAC RSP BK BLK JPM VTI NMRA PGY

Popular stocks with increasing volume: AVGO AMD MSTR CCL NKE MU SMCI SOFI NVO FDX

Active options: NVDA TSLA AAPL AVGO AMD AMZN PLTR MSTR CCL NKE MSFT MU GOOGL SMCI QS SNAP PBR HUM BAC C JPM GS TFC RSP

Movers

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 56. Call put ratio 1.8 calls to 1 put after Novo Nordisk (NVO) released Cagrisema data.

Novo Nordisk (NVO) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 59. Call put ratio 1.7 calls to 1 put with focus on January 3 weekly 110 calls after releasing Cagrisema data.

Apollo Global Management (APO) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 44. Call put ratio 2 calls to 1 put into replacing Qorvo (QRVO) in S&P 500 at open on 12/23.

Workday (WDAY) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 55. Call put ratio 2.9 calls to 1 put into replacing Amentum (AMTM) in S&P 500 at open on 12/23.

Options with decreasing option implied volatility: TEVA FDX LW MU KMX NKE VRTX CTAS JWN PAYX ACN CAG
Increasing unusual option volume: QUBT CE GALT TSEM ICLN ANAB MVST BBD KULR FREY RGTI OLN NTR
Increasing unusual call option volume: QUBT CE MVST GALT BBD RVNC FREY KULR RGTI HUMA FIS AISP WSC DBRG NMRA FDX JETS MSTU VICI DD ARQT
Increasing unusual put option volume: GALT CE RGTI QBTS NTR TECK HUMA BTG ANAB KBE FND IOT TER CVE MTUM FDX