Mid-session IV Report December 9, 2024

Mid-session IV Report December 9, 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: LAZR SOUN TIGR VFS U BEKE FUTU PLTR HSY MCHI MDLZ UNH
Popular stocks with increasing volume: SMCI RIVN SOFI PDD JD RIOT LCID MSTR INTC

Active options: NVDA TSLA PLTR AMZN BABA NIO SMCI AMD RIVN AAPL SOFI PDD JD RIOT LCID SOUN TIGR MSTR MARA INTC

Option IV into quarter results

Oracle (ORCL) December 13 weekly call option implied volatility is at 107, December is at 69; compared to its 52-week range of 19 to 46 into the expected release of quarter results today after the bell.

MongoDB (MDB) December 13 weekly call option implied volatility is at 180, December is at 117; compared to its 52-week range of 37 to 89 into the expected release of quarter results today after the bell.

Toll Brothers (TOL) December 13 weekly call option implied volatility is at 77, December is at 58; compared to its 52-week range of 26 to 52 into the expected release of quarter results today after the bell.

Casys General Store (CASY) December call option implied volatility is at 77, January is at 33; compared to its 52-week range of 18 to 68 into the expected release of quarter results today after the bell.

Vail Resorts (MTN) December call option implied volatility is at 50, January is at 37 ; compared to its 52-week range of 20 to 238 into the expected release of quarter results today after the bell.

C3.ai (AI) December 13 weekly call option implied volatility is at 220, December is at 146; compared to its 52-week range of 44 to 107 into the expected release of quarter results today after the bell. Call put ratio 2 call to 1 put.

Autozone (AZO) December 13 weekly call option implied volatility is at 44, December is at 31; compared to its 52-week range of 17 to 30 into the expected release of quarter results before the bell on December 10. Call put ratio 1 call to 2 puts into quarter results.

GameStop (GME) December 13 weekly call option implied volatility is at 175, December is at 140; compared to its 52-week range of 55 to 347 into the expected release of quarter results after the bell on December 10.

Ollie’s Bargain Outlet (OLLI) December call option implied volatility is at 76, January is at 48; compared to its 52-week range of 27 to 76 into the expected release of quarter results before the bell on December 10.

Academy Sports and Outdoors (ASO) December call option implied volatility is at 115, January is at 77; compared to its 52-week range of 28 to 58 into the expected release of quarter results before the bell on December 10.

United Natural Foods (UNFI) December call option implied volatility is at 114, January is at 74; compared to its 52-week range of 35 to 119 into the expected release of quarter results before the bell on December 10.

Stich Fix (SFIX) December 13 weekly call option implied volatility is at 244, December is at 146; compared to its 52-week range of 44 to 125 into the expected release of quarter results after the bell on December 10.

Designer Brands (DBI) December call option implied volatility is at 190, January is at 117; compared to its 52-week range of 43 to 118 into the expected release of quarter results before the bell on December 10.

Movers

UnitedHealth Group (UNH) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 37 as share price pulls back.

Hershey Foods (HSY) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 33. Call put ratio 7 calls to 1 put with focus on December 190 calls as share price up 24%.

PayPal (PYPL) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 57. Call put ratio 5.2 calls to 1 put into 2025 Investor Day on February 25, 2025.

Options with decreasing option implied volatility: CRDO FL PSTG GTLB DLTR IOT OKTA DG PATH S FIVE SYM CORZ AEO CHWY ASAN VSCO RBRK LULU
Increasing unusual option volume: EWY ALHC QUBT XLI ASAN BBAI RGTI
Increasing unusual call option volume: ALHC XLI ASAN BBAI QUBT REAL RGTI BGS PL IPG
Increasing unusual put option volume: XLI QBTS WMB RVNC BBAI ASAN ACHR HBAN RXRX