Mid-session IV Report December 23, 2024

Mid-session IV Report December 23, 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:

Popular stocks with increasing volume: PLTR AVGO BB MSTR SOFI SMCI LCID GME

Active options: NVDA TSLA AMD PLTR AVGO AAPL TLRY BB MSTR GOOGL AMZN LUNR RGTI SOFI META MARA WULF SMCI LCID GME

Option IV into CES Keynotes in Las Vegas

NVIDIA (NVDA) 30-day option implied volatility is at 46; compared to its 52-week range of 33 to 89 into Jensen Huang Founder and CEO, NVIDIA CES 2025 Keynote on January 6.

Sirius XM (SIRI) 30-day option implied volatility is at 50; compared to its 52-week range of 31 to 153 into Jennifer Witz CEO of SiriusXM CES 2025 Keynote on January 7. Call put ratio 2.2 calls to 1 put with focus on December 25 and 26 calls.

Delta Air Lines (DAL) 30-day option implied volatility is at 50; compared to its 52-week range of 28 to 53 into Ed Bastian CEO, Delta CES 2025 Keynote on January 7.

Accenture (ACN) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 40 into Julie Sweet Chair and CEO, Accenture CES 2025 Keynote on January 8. Call put ratio 7.6 calls to 1 put as share price down 2.4%.

Playa Hotels & Resorts (PLYA) 30-day option implied volatility is at 41; compared to its 52-week range of 22 to 54 after confirms exclusive discussions with Hyatt Hotels Corporation (H) regarding potential strategic options. Call put ratio 17 calls to 1 put.

Options with decreasing option implied volatility: TEVA FDX MU NVO LW PBR JWN NKE VRTX KMX CTAS CAN LEN PAYX CAG GIS
Increasing unusual option volume: INVZ QUBT RGTI OMER KULR HMC QBTS
Increasing unusual call option volume: INVZ QUBT RGIT KULR MVST HMC GALT QBTS AISP
Increasing unusual put option volume: RGTI QBTS NMRA RUM RCAT GALT WU ACHR WOOF CVE