Mid-session IV Report December 31, 2024

Mid-session IV Report December 31, 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: IBM META UPS NOW SBUX GLW T AAPL HON DECK TEAM GLPG NMRA

Popular stocks with increasing volume: AVGO PLTR MSTR INTC BA GME UBER

Active options: NVDA TSLA AMD AAPL AVGO PLTR GOOGL MARA MSTR FFIE AMZN INTC OPTT RGTI LPSN BA GME UBER BBAI SOUN

Large gainers in 2024

Palantir (PLTR) 30-day option implied volatility is at 59; compared to its 52-week range of 36 to 87. Call put ratio 1.7 calls to 1 put after larger gains in 2024.

GE Vernova (GEV) 30-day option implied volatility is at 48; compared to its 52-week range of 37 to 61. Call put ratio 1 call to 1.6 after larger 2024 gains.

Axon (AXON) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 212. Call put ratio 2.2 calls to 1 put.

AppLovin (AAP) 30-day option implied volatility is at 63; compared to its 52-week range of 38 to 95. Call put ratio 1.2 calls to 1 put after large share price gains in 2024.

Energy option IV into 2025

Vistra Energy (VST) 30-day option implied volatility is at 57; compared to its 52-week range of 21 to 75. Call put ratio 1.4 calls to 1 put with focus on January calls.

NANO Nuclear Energy (NNE) 30-day option implied volatility is at 104; compared to its 52-week range of 21 to 203. Call put ratio 8 calls to 1 put as share price down 1.5%.

NuScale Power Corporation (SMR) 30-day option implied volatility is at 107; compared to its 52-week range of 74 to 184. Call put ratio 1 call to 1.1 puts.

Oklo Inc (OKLO) 30-day option implied volatility is at 124; compared to its 52-week range of 46 to 246. Call put ratio 2.9 calls to 1 put with focus on January 10 weekly 10 calls as share price down 6.7%.

Altus Power, Inc (AMPS) 30-day option implied volatility is at 66; compared to its 52-week range of 47 to 99.

Centrus Energy (LEU) 30-day option implied volatility is at 81; compared to its 52-week range of 48 to 113. Call put ratio 8 calls to 1 put with a focus on January 70 and 75 calls.

Lightbridge (LTBR) 30-day option implied volatility is at 150; compared to its 52-week range of 42 to 260. Call put ratio 1.6 calls to 1 put as share price down 0.6%.

BWX Technologies (BWXT) 30-day option implied volatility is at 31; compared to its 52-week range of 15 to 49. Call put ratio 11 calls to 1 put.

Vertiv Holdings Co. (VRT) 30-day option implied volatility is at 49; compared to its 52-week range of 44 to 82. Call put ratio 3.4 calls to 1 put with focus on January 3 weekly 124 and 125 calls.

Options with decreasing option implied volatility: RUM QUBT SILJ ACI

Increasing unusual option volume: OPTT LPSN ST FEZ MLCO LODE ACAD AISP COMP RGTI FFIE DBRG
Increasing unusual call option volume: OPTT ST LPSN MLCO LODE ACAD COMP WGO AISP HCA FFIE VERU
Increasing unusual put option volume: RGTI FEZ FOUR MLCO FFIE EDR MDY QBTS FTAI NAT SGMO WING OWL