Mid-session IV Report July 3, 2024

Mid-session IV Report July 3, 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: IRBT SAVA ARDX RBLX HLF W SOFI FSLY LMND PINS CDE DASH NET SBUX ETSY SQ GNRC UAA

Popular stocks with increasing volume: BAC RIVN PARA DELL SIRI NKE BABA GME AVGO PLTR TSM

Active options: TSLA NVDA AAPL AMD AMZN BAC RIVN PARA DELL MARA META SIRI NKE BABA GME AVGO PLTR TSM

Amazon (AMZN) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 49 as share price near record high amid Jeff Bezo’s filing to sell an additional 5M shares. Call put ratio 2.9 calls to 1 put with a focus on October 240 calls.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 10; compared to its 52-week range of 10 to 19. Call put ratio 1 call to 1 put with focus on July 3 daily options.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 15; compared to its 52-week range of 14 to 24. Call put ratio 1 call to 1.2 puts with focus on September 520 calls, December 319.78 puts.

iShares Russell 2000 (RUT) 30-day option implied volatility is at 17; compared to its 52-week range of 16 to 24. Call put ratio 1 call to 1.2 puts with focus on 540 contracts of August 2160 calls trading at $11.10.

Options with decreasing option implied volatility: ANVS MU CHWY LEVI RIVN NKE SPR WBA IP ENB
Increasing unusual option volume: ACI NNDM TPX STZ CENX
Increasing unusual call option volume: ACI NNDM CENX ANVS DM SIRI STZ
Increasing unusual put option volume: STZ TPX SIRI UAA PR