Mid-session IV Report December 6, 2024

Mid-session IV Report December 6, 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: SOUN CAPR U GRPN VALE FYBR RUM NVAX AUR ACI HIMX SKYT SILJ NXE PBR SKYY UNH

Popular stocks with increasing volume: SMCI SOFI SOUN MSTR AMC LULU GME INTC PFE SHOP

Active options: TSLA NVDA PLTR AMZN AAPL SMCI SOFI SOUN MSTR AMD MSFT AMC META MARA LULU GME INTC PFE SHOP RIOT

Option IV into quarter results

Oracle (ORCL) December 13 weekly call option implied volatility is at 79, December is at 60; compared to its 52-week range of 19 to 46 into the expected release of quarter results after the bell on December 9.

MongoDB (MDB) December 13 weekly call option implied volatility is at 139, December is at 104; compared to its 52-week range of 37 to 89 into the expected release of quarter results after the bell on December 9.

Toll Brothers (TOL) December 13 weekly call option implied volatility is at 60, December is at 51; compared to its 52-week range of 26 to 52 into the expected release of quarter results after the bell on December 9.

C3.ai (AI) December 13 weekly call option implied volatility is at , December is at ; compared to its 52-week range of 44 to 107 into the expected release of quarter results after the bell on December 9. Call put ratio 2 call to 1 put.

Movers

Century Aluminum Co (CENX) 30-day option implied volatility is at 67; compared to its 52-week range of 49 to 110. Call put ratio 1 call to 1 put as share price down 4.3%.

Alcoa (AA) 30-day option implied volatility is at 46; compared to its 52-week range of 42 to 61. Call put ratio 2.2 calls to 1 put as share price down 7.8%.

Options with decreasing option implied volatility: CRDO DLTR FL IOT OKTA PSTG MSTR GTLB DG FIVE S PATH BOIL ASAN KOLD AEO
Increasing unusual option volume: QUBT ASAN TKO CMP NNOX RGTI WOOF HIMX BBAI GWRE
Increasing unusual call option volume: ASAN QUBT NNOX RGTI HIMX BBAI INSM RBRK PL WOOF
Increasing unusual put option volume: TKO WOOF ASAN GTLB IOT QBTS SOUN DOCU ACHR LW PATH LMND