Mid-session IV Report December 3, 2024

Mid-session IV Report December 3, 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: SYM BHC SILJ HYG EWY MP CPNG EFA

Popular stocks with increasing volume: PLTR INTC SOFI MU AMC MSTR AAL T C SNAP NIO

Active options: NVDA SMCI TSLA AMD PLTR AAPL CLSK ACHR AMZN INTC MARA SOFI ZS MU AMC MSTR GOOGL AAL

Korean stocks option IV

Ishares Msci South Korea Capped Etf (EWY) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 59. Call put ratio 1 call to 3.6 puts as share price down 5.2%.

POSCO (PKX) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 50. Call put ratio 1 call to 1.1 puts as share price down 3.9%.

Kb Financial Group, Inc. (KB) 30-day option implied volatility is at 43; compared to its 52-week range of 20 to 48. Call put ratio 1 call to 6.6 puts as share price down 1.5%.

Korea Electric Power Corp (KEP) 30-day option implied volatility is at 58; compared to its 52-week range of 23 to 61. Call put ratio 1 call to 14 puts as share price down 2.5%.

Shinhan Financial Group Co.,ltd. (SHG) 30-day option implied volatility is at 50; compared to its 52-week range of 10 to 59.

Sk Telecom Co., Ltd. Sponsored (SKM) 30-day option implied volatility is at 32; compared to its 52-week range of 11 to 53 with a focus on December 22.50 puts as share price down 1.7%.

Kt Corp. (KT) 30-day option implied volatility is at 54; compared to its 52-week range of 20 to 63.

Lg. Display Co. Ltd. (LPL) 30-day option implied volatility is at 69; compared to its 52-week range of 26 to 161.

MagnaChip (MX) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 83 with a focus on January 5 calls.

Ishares Msci France Etf (EWQ) 30-day option implied volatility is at 31; compared to its 52-week range of 13 to 31.

Option IV into quarter results

Salesforce (CRM) December 6 weekly call option implied volatility is at 97, December is at 48; compared to its 52-week range of 20 to 52 into the expected release of quarter results today after the bell.

Marvell Technology (MRVL) December 6 weekly call option implied volatility is at 130, December is at 67; compared to its 52-week range of 32 to 72 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

Pure Storage (PSTG) December call option implied volatility is at 88, January is at 62; compared to its 52-week range of 27 to 104 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.

Okta (OKTA) December 6 weekly call option implied volatility is at 173, December is at 81; compared to its 52-week range of 28 to 77 into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

Box (BOX) December call option implied volatility is at 60, January is at 40; compared to its 52-week range of 19 to 81 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Synopsys (SNPS) December call option implied volatility is at 51, 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 2.2 calls to 1 put.

Hormel (HRL) December 6 weekly call option implied volatility is at 73, December is at 39; compared to its 52-week range of 16 to 32 into the expected release of quarter results before the bell on December 4. Call put ratio 1.3 calls to 1 put.

Dollar Tree (DLTR) December 6 weekly call option implied volatility is at 199, December is at 97; compared to its 52-week range of 21 to 88 into the expected release of quarter results before the bell on December 4.

Chewy (CHWY) December 6 weekly call option implied volatility is at 167, December is at 86; compared to its 52-week range of 44 to 128 into the expected release of quarter results before the bell on December 4.

Campbells Company (CPB) December 6 weekly call option implied volatility is at 59, December is at 39; compared to its 52-week range of 16 to 29 into the expected release of quarter results before the bell on December 4. Call put ratio 3.5 calls to 1 put with focus on December weekly calls.

American Eagle (AEO) December 6 weekly call option implied volatility is at 147, December is at 80; compared to its 52-week range of 32 to 65 into the expected release of quarter results after the bell on December 4.

Five Below (FIVE) December call option implied volatility is at 94, January is at 75; compared to its 52-week range of 26 to 97 into the expected release of quarter results after the bell on December 4. Call put ratio 4.5 calls to 1 put with focus on December calls.

Foot Locker (FL) December 6 weekly call option implied volatility is at 227, December is at 110; compared to its 52-week range of 39 to 98 into the expected release of quarter results before the bell on December 4.

PVH Corp (PVH) December call option implied volatility is at 66, January is at 48; compared to its 52-week range of 26 to 93 into the expected release of quarter results after the bell on December 4. Call put ratio 1 call to 3.9 puts.

Options with decreasing option implied volatility: MSTU MSTX MSTR ZM AMGN CRDO ANF MSTY NTNX DELL KSS WDAY LMND DKS ZS HPQ BBY CRWD BURL JWN ADI ADSK
Increasing unusual option volume: PL FEZ QUBT KULR EWY FIGS CNM CRDO SNBR TER PTVE
Increasing unusual call option volume: PL FIGS KULR CRDO DNA FIS AMPX NVCR MP BRCC
Increasing unusual put option volume: ACHR TER EWW CRDO QSR NKLA ZS TTE FYBR RCAT CPNG