Mid-session IV Report July 17, 2024

Mid-session IV Report July 17, 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: BILL GME QS JOBY EQX RUM ONON ABR SE TNA TZA MNDY NYCB FIVE STNE TPR AMAT CSCO WMT DE TSN IWM RUT GII GFS FIVE LMND CRDO SCHW VTRS JEPQ RSP
Popular stocks with increasing volume: INTC SOFI AVGO GME RIVN TSM SCHW PLTR MU SMCI BAC PFE

Active options: NVDA TSLA AAPL AMD INTC SOFI AMZN META AVGO GME RIVN MARA TSM MSFT SCHW PLTR MU SMCI BAC PFE

Chip stocks option implied volatility

NVIDIA (NVDA) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 68. Call put ratio 1.3 calls to 1 put as share price down 5.2%.

Broadcom (AVGO) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 59. Call put ratio 1.7 calls to 1 put with focus on July 170 calls as share price down 4.7%.

Arm Holdings (ARM) 30-day option implied volatility is at 79; compared to its 52-week range of 35 to 171. Call put ratio 1 call to 1 put as share price down 7.4%.

Super Micro Computer (SMCI) 30-day option implied volatility is at 86; compared to its 52-week range of 55 to 118. Call put ratio 1.3 calls to 1 put as share price down 6.2%.

AMD (AMD) 30-day option implied volatility is at 55; compared to its 52-week range of 34 to 58. Call put ratio 1.3 calls to 1 put as share price down 7.6%.

Qualcomm (QCOM) 30-day option implied volatility is at 48; compared to its 52-week range of 22 to 46. Call put ratio 1.8 calls to 1 put as share price down 6.7%.

Taiwan Semi (TSM) 30-day option implied volatility is at 51; compared to its 52-week range of 22 to 51. Call put ratio 1.4 calls to 1 put as share price down 5.1%.

Intel (INTC) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 49. Call put ratio 4.8 calls to 1 put as share priced up 1.9%.

Micron Technology (MU) 30-day option implied volatility is at 44; compared to its 52-week range of 27 to 73. Call put ratio 1.9 calls to 1 put as share price down 4.4%.

Mobileye (MBLY) 30-day option implied volatility is at 75; compared to its 52-week range of 33 to 95. Call put ratio 6.9 calls to 1 put as share price down 3.3%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 36. Call put ratio 1 call to 2.3 puts as share price down 4.7%.

Option IV into quarter results

Taiwan Semiconductor (TSM) July call option implied volatility is at 113, August is at 51; compared to its 52-week range of 22 to 51 into the expected release of quarter results after the bell on July 18.

Netflix (NFLX) July call option implied volatility is at 140, August is at 47; compared to its 52-week range of 24 to 52 into the expected release of quarter results after the bell on July 18. Call put ratio 1 call to 1.2 puts.

Abbott (ABT) July call option implied volatility is at 68, August is at 28; compared to its 52-week range of 15 to 31 into the expected release of quarter results before the bell on July 18. Call put ratio 4.9 calls to 1 put.

Intuitive Surgical (ISRG) July call option implied volatility is at 85, August is at 32; compared to its 52-week range of 21 to 47 into the expected release of quarter results after the bell on July 18.

Blackstone (BX) July call option implied volatility is at 66, August is at 29; compared to its 52-week range of 25 to 38 into the expected release of quarter results before the bell on July 18.

Domino’s Pizza (DPZ) July call option implied volatility is at 93, August is at 34; compared to its 52-week range of 19 to 40 into the expected release of quarter results before the bell on July 18. Call put ratio 2.8 calls to 1 put.

Key Corp (KEY) July call option implied volatility is at 75, August is at 34; compared to its 52-week range of 26 to 99 into the expected release of quarter results before the bell on July 18. Call put ratio 1 call to 2.4 puts.

M&T Bank (MTB) July call option implied volatility is at 60, August is at 28; compared to its 52-week range of 20 to 76 into the expected release of quarter results before the bell on July 18. Call put ratio 1.6 calls to 1 put.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 35; compared to its 52-week range of 19 to 39 after Roche reports weight loss pill data. Call put ratio 2.4 calls to 1 put with focus on August 920 and January 1000 calls as share price down 2.6%.

Novo Nordisk (NVO) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 44 after Roche reports weight loss pill data. Call put ratio 2.3 calls to 1 put with focus on August weekly and August calls as share price down 4.2%.Eli Lilly, Novo Nordisk slip after Roche reports weight loss pill data

iShares Russell 2000 ETF (IWM) call put ratio 1.2 calls to 1 put amid recent sharp rally.

Options with decreasing option implied volatility: ACHR DAL UAA CAG CPRI PGR ALLY UNH SYF PEP PLD SPR BLK EMB WFC ENB
Increasing unusual option volume: ALIT CHK GFS NANOS AEHR NTRS HLF ABEV GPCR ALC JBHT
Increasing unusual call option volume: AEHR ALIT NANOS VRNA IBKR GPRE WM FIVE PSQ CMG AUR
Increasing unusual put option volume: JBHT CHK HLF FIVE GFS CNC LQDA CARR ELV GEV BSX