Mid-session IV Report July 1, 2024

Mid-session IV Report July 1, 2024

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By this often over looked information.

Options with increasing option implied volatility: CHWY SAVA ZI ARDX HLF W FSLY PINS SOFI TEAM ETSY

Popular stocks with increasing volume: NKE CHWY RIVN MU SMCI PLTR F INTC CCL

Active options: NVDA TSLA AAPL AMD AMZN GME MARA NKE CHWY META RIVN MU SMCI PLTR CHPT AMC MSFT F INTC CCL

Boeing (BA) call put ratio 1.3 calls to 1 put with focus on July 5 weekly 185 puts active into July 7 DOJ decision

Boeing (BA) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 39 after buying back Spirit AeroSystems Holdings (SPR) for $37.25 a share. Call put ratio 1.3 calls to 1 put with focus on July 5 weekly 185 puts.

NVIDIA (NVDA) 30-day option implied volatility is at 49; compared to its 52-week range of 32 to 68. Call put ratio 1.5 calls to 1 put on active July 5 weekly 130 calls.

Tesla (TSLA) 30-day option implied volatility is at 57; compared to its 52-week range of 40 to 65. Call put ratio 1.5 calls to 1 put with focus on July 5 weekly 220 calls as share price up 6.4%.

Ishares Msci France Etf (EWQ) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 25 as share price up 0.98% after elections. Call put ratio 1 call to 1 put.

Options with decreasing option implied volatility: MU SPR FDX LEVI NKE CCL IP
Increasing unusual option volume: IAU WOOF CMG POET PBI CFG GLBE
Increasing unusual call option volume: WOOF CFG CMG PBI XRX CHPT METC APLD
Increasing unusual put option volume: ENB CMG AES MAXN FND ARRY JEPI