Mid-session IV Report July 5, 2024

Mid-session IV Report July 5, 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: SAVA RBLX IRBT RBLX HLF EXEL MDWD M APP UPST BITO BITO TOST PRGO PLTR TTD ELF FTNT BMBL DDOG HUM ADM CVS

Popular stocks with increasing volume: SIRI ARM MU COINGME SMCI INTC NIO RIVN
Active options: TSLA NVDA AAPL AMD AMZN META PLTR SIRI MSFT ARM GOOGL MU COIN GOOG GME SMCI INTC NIO RIVN

Boeing (BA) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 39 into deadline for the Justice Department to decide whether to criminally charge the planemaker. Call put ratio 1.9 calls to 1 put amid light volume.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 104 into deadline for the Justice Department to decide whether to criminally charge Boeing (BA). Call put ratio 21 call to 1 put with focus on July calls.

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

Coinbase (COIN) 30-day option implied volatility is at 70; compared to its 52-week range of 58 to 116 into Bitcoin 2024 convention in Nashville at the end of July. Call put ratio 1.4 calls to 1 put as share price down 4.9%.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 88; compared to its 52-week range of 88 to 195. Call put ratio 2.7 calls to 1 put with focus on July 35 and 40 calls as share price down 2.1%.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 89; compared to its 52-week range of 55 to 165 into Bitcoin 2024 convention in Nashville at the end of July. Call put ratio 1 call to 1 put as share price down 6.2%.

Riot Platforms (RIOT) 30-day option implied volatility is at 82; compared to its 52-week range of 79 to 144. Call put ratio 3 calls to 1 put with focus on July 12 weekly 9.5 calls as share price down 3%.

Bit Digital (BTBT) 30-day option implied volatility is at 123; compared to its 52-week range of 89 to 169. Call put ratio 3 calls to 1 put as share price down 1.8%.

ProShares Bitcoin Strategy ET (BITO) 30-day option implied volatility is at 54; compared to its 52-week range of 32 to 95. Call put ratio 1.8 calls to 1 put as share price down 7.7%.

Bitfarms (BITF) 30-day option implied volatility is at 100; compared to its 52-week range of 83 to 183. Call put ratio 13.5 calls to 1 put with focus on August 3 calls as share price down 3.3%.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 88; compared to its 52-week range of 86 to 195. Call put ratio 2.6 calls to put as share price down 6.5%.

Cipher Mining (CIFR) 30-day option implied volatility is at 118; compared to its 52-week range of 98 to 201. Call put ratio 7.3 calls to 1 put as share price down 4.4%.

Iris Energy (IREN) 30-day option implied volatility is at 107; compared to its 52-week range of 68 to 183. Call put ratio 4.5 calls to 1 put as share price down 7.1%.

Hut 8 Mining Corp (HUT) 30-day option implied volatility is at 96; compared to its 52-week range of 83 to 178 as share price down 7.3%.

Core Scientific (CORZ) 30-day option implied volatility is at 104; compared to its 52-week range of 75 to 166. Call put ratio 19 call to 1 put with focus on July 11 and August 12 calls as share price down 2.6%.

Options with decreasing option implied volatility: ANVS MU CHWY NKE SPR
Increasing unusual option volume: EWH UAN SIRI FEZ EWG HITI
Increasing unusual call option volume: UAN SIRI KR ACHR HITI EOSE
Increasing unusual put option volume: SILJ APLD COPX MNMD CBOE FLNC CMG