Mid-session IV Report July 2, 2024

Mid-session IV Report July 2, 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: LLY PAA NKLA SAVA IRBT HLF FSLY

Popular stocks with increasing volume: PYPL RIVN ON NIO AMC MU INTC NKE HOOD

Active options: TSLA NVDA AMZN AMD AAPL PLTR ABEV CHWY PYPL RIVN META MARA ON NIO AMC MU INTC MAXN NKE HOOD

Option IV into Bitcoin 2024 convention in Nashville at the end of July

Coinbase (COIN) 30-day option implied volatility is at 63; compared to its 52-week range of 59 to 116 into Bitcoin 2024 convention in Nashville at the end of July.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 86; compared to its 52-week range of 55 to 165 into Bitcoin 2024 convention in Nashville at the end of July.

Weight Loss company option IV

Novo Nordisk (NVO) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 44. Call put ratio 1.9 calls to 1 put with focus on August 140 calls.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 39. Call put ratio 1 call to 1.2 puts with focus on August 870 and 890 calls.

Nike (NKE) July weekly call option implied volatility is at 28, July is at 24; compared to its 52-week range of 19 to 42 after release of quarter results today. Call put ratio 3.4 call to 1 put with focus on July weekly 77 and 78 calls.

Options with decreasing option implied volatility: SDOW MU CHWY FDX LEVI
Increasing unusual option volume: ABEV BTDR SGMO DRN
Increasing unusual call option volume: DRN KR ON PBI CMG
Increasing unusual put option volume: TPX CPNG SHLS CIFR