Mid-session IV Report June 12, 2024

Mid-session IV Report June 12, 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: MBLY OPRA CPRI VZIO AFRM DJT

Popular stocks with increasing volume: ORCL LLY XOM GME SQ T MS SLB BAC AFRM

Active options: ORCL AAPL NVDA LLY XOM GME SQ VRT T AMD GOOG AMZN MS SLB BAC AFRM GOOG HOOD TSLA AMC

Tesla (TSLA) 30-day option implied volatility is at 53; compared to its 52-week range of 40 to 66 into shareholder vote. Call put ratio 2.2 calls to 1 put as share price up 2.2%.

Arm Holdings (ARM) 30-day option implied volatility is at 61; compared to its 52-week range of 35 to 171 into the expected release of Broadcom (AVGO) quarter results today after the bell. Call put ratio 3 calls to 1 put as share price up 4.6%.

Fin-tech option IV into FOMC policy decision

Affirm Holdings (AFRM) 30-day option implied volatility is at 70; compared to its 52-week range of 61 to 118. Call put ratio 4.2 calls to 1 put as share price up 13%.

Upstart Holdings (UPST) 30-day option implied volatility is at 68; compared to its 52-week range of 63 to 158. Call put ratio 3.5 calls to 1 put as share price up 9%.

PayPal (PYPL) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 57. Call put ratio 4.2 calls to 1 put.

Block (SQ) 30-day option implied volatility is at 40; compared to its 52-week range of 37 to 80. Call put ratio 2.1 calls to 1 put as share price up 2.9%.

SoFi Technologies (SOFI) 30-day option implied volatility is at 42; compared to its 52-week range of 40 to 100. Call put ratio 4.3 calls to 1 put as share price up 3.7%.

Robinhood (HOOD) 30-day option implied volatility is at 62; compared to its 52-week range of 35 to 80. Call put ratio 7.9 calls to 1 put as share price up 3%.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 38 as share price down 3.1%. Call put ratio 3.3 calls to 1 put as share price up 3.1%.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 15; compared to its 52-week range of 11 to 21. Call put ratio 1 call to 1.9 puts.

Option IV into quarter results

Broadcom (AVGO) June weekly (14) call option implied volatility is at 99, June is at 56; compared to its 52-week range of 25 to 59 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put as share price up 1.3%.

Adobe (ADBE) June weekly (14) call option implied volatility is at 114, June is at 61; compared to its 52-week range of 24 to 48 into the expected release of quarter results after the bell on June 13.

RH (RH) June weekly (14) call option implied volatility is at 217, June is at 113; compared to its 52-week range of 31 to 73 into the expected release of quarter results after the bell on June 13.

Signet Jewelers (SIG) June weekly (14) call option implied volatility is at 176, June is at 99; compared to its 52-week range of 34 to 61 into the expected release of quarter results before the bell on June 13.

Options with decreasing option implied volatility: BNED GERN IOT SMTC LULU CSCO FIVE DOCU ASO ORCL XP LYFT MNST SDOW JOBY ADSK
Increasing unusual option volume: BRZE FFIE RBRK NANOS IREN YELP PD ORCL CORZ SLS EWW
Increasing unusual call option volume: EWW FFIE RBRK IGV IREN MBLY RDFN PD AMRK CXM ORCL IBN SLS
Increasing unusual put option volume: CORZ EWW ORCL TRV ASO