Mid-session IV Report December 5, 2024

Mid-session IV Report December 5, 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: VFS SOUN CAPR GRPN TEVA PBR VALE HSY FYBR BTDR TARA QS SOUN PBR GRAB TAC FI

Popular stocks with increasing volume: MARA AAL MSTR COIN RIOT PLTR HOOD IINTC SOFI MRVL

Active options: TSLA NVDA MARA AAL MSTR COIN AAPL RIOT PLTR AMD HOOD MSFT AMZN CLSK META IINTC SOUN SOFI MRVL GOOG

Option IV into quarter results

Lululemon (LULU) December 6 weekly call option implied volatility is at 192, December is at 66; compared to its 52-week range of 22 to 64 into the expected release of quarter results today after the bell.

Hewlett Packard Enterprise (HPE) December 6 weekly call option implied volatility is at 196, December is at 67; compared to its 52-week range of 20 to 82 into the expected release of quarter results today after the bell.

DocuSign (DOCU) December 6 weekly call option implied volatility is at 220, December is at 71; compared to its 52-week range of 27 to 65 into the expected release of quarter results today after the bell.

Ulta Beauty (ULTA) December 6 weekly call option implied volatility is at 175, December is at 60; compared to its 52-week range of 20 to 53 into the expected release of quarter results today after the bell.

Petco Health (WOOF) December call option implied volatility is at 163, January is at 118; compared to its 52-week range of 69 to 173 into the expected release of quarter results today after the bell. Call put ratio 4.4 calls to put.

Cryptocurrency-Related Stocks option IV as Bitcoin above $103,000

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 133; compared to its 52-week range of 64 to 221. Call put ratio 1.9 calls to 1 put as share price up 2%.

Coinbase (COIN) 30-day option implied volatility is at 78; compared to its 52-week range of 61 to 103. Call put ratio 3.8 calls to 1 put as share price up 2.8%.

iShares Bitcoin Trust (IBIT) 30-day option implied volatility is at 61; compared to its 52-week range of 20 to 64. Call put ratio 4.5 calls to 1 put with focus on December weekly calls.

Riot Platforms (RIOT) 30-day option implied volatility is at 116; compared to its 52-week range of 76 to 144. Call put ratio 7 calls to 1 put with focus on 20K contracts of March 21 weekly 14 calls.

MARA (MARA) 30-day option implied volatility is at 128; compared to its 52-week range of 80 to 195. Call put ratio 3.4 calls to 1 put with focus on December weekly options as share price up 3%.

ProShares Bitcoin Strategy ET (BITO) 30-day option implied volatility is at 61; compared to its 52-week range of 46 to 95. Call put ratio 4 calls to 1 put as share price up 2.6%.

CleanSpark (CLSK) 30-day option implied volatility is at 128; compared to its 52-week range of 83 to 170. Call put ratio 3.3 calls to 1 put with focus on December 6 weekly calls as share price up 3.6%.

Bit Digital (BTBT) 30-day option implied volatility is at 133; compared to its 52-week range of 96 to 167. Call put ratio 10.5 calls to 1 put.

Bitfarms (BITF) 30-day option implied volatility is at 119; compared to its 52-week range of 83 to 183. Call put ratio 23 calls to 1 put as share price up 3.5%.

Options with decreasing option implied volatility: CRDO DLTR FL OKTA PSTG DG S FIVE ZS CHWY MRVL AEO CRM HRL SNPS KR
Increasing unusual option volume: PL NNOX AEO JNPR KULR MSTZ PVH QUBT S MIR FOUR SNPR
Increasing unusual call option volume: PL NNOX KULR MSTZ MIR JETS SNPS NVTS QUBT S AVAV TRV
Increasing unusual put option volume: AEO FOUR ALTM S CNX SIG PVH TT RCAT NOK MSTX