Mid-session IV Report June 14, 2024

Mid-session IV Report June 14, 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: HPE EFA DJT GRND DB NFLX MO UL UUP GILD

Popular stocks with increasing volume: ADBE ARM SMCI SOFI PLTR MSFT PFE AVGO BAC GILD

Active options: NVDA TSLA AAPL GME ADBE AMZN NFLX ARM SMCI SOFI AMC PLTR MSFT PFE AVGO MARA BAC GOOGL META

Short duration calls active in Gilead (GILD)

Gilead Sciences (GILD) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 29. Call put ratio 7.3 calls to 1 put with focus on June weekly (14) 64 calls.

Option IV into quarter results

Lennar (LEN) June call option implied volatility is at 65, July is at 41; compared to its 52-week range of 22 to 38 into the expected release of quarter results after the bell on June 17. Call put ratio 5.1 calls to 1 put.

KB Home (KBH) June call option implied volatility is at 61, July is at 40; compared to its 52-week range 27 to 88 into the expected release of quarter results after the bell on June 18.

Country ETF option implied volatility

Ishares Msci France Etf (EWQ) 30-day option implied volatility is at 22; compared to its 52-week range of 13 to 24. Call put ratio 17.5 calls to 1 put as share price down 3.5%.

Ishares Msci Mexico Capped Etf (EWW) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 67 as share price near 18-month low.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 31. Call put ratio 3.7 calls to 1 put.

Vanguard Ftse Europe Etf (VGK) 30-day option implied volatility is at 14; compared to its 52-week range of 11 to 51. Call put ratio 1 call to 11.8 puts.

Ishares Msci Emerging Markets Etf (EEM) 30-day option implied volatility is at 14; compared to its 52-week range of 12 to 20.

Ishares Msci Chile Capped Etf (ECH) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 71.

Ishares Msci South Korea Capped Etf (EWY) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 59.

Ishares Msci Hong Kong Etf (EWH) 30-day option implied volatility is at 21; compared to its 52-week range of 14 to 72.

Ishares Msci India Etf (INDA) 30-day option implied volatility is at 13; compared to its 52-week range of 9 to 46.

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 15; compared to its 52-week range of 12 to 65. Call put ratio 2.3 calls to 1 put.

iShares MSCI Turkey ETF (TUR) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 91.

Ishares Msci Italy Capped Etf (EWI) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 26.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 23; compared to its 52-week range of 23 to 33.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 25.

iShares MSCI Spain Capped ETF (EWP) 30-day option implied volatility is at 20; compared to its 52-week range of 12 to 22.

Ishares Msci Germany Etf (EWG) 30-day option implied volatility is at 18; compared to its 52-week range of 12 to 51.

Spdr S&P Emerging Markets Small Cap Etf (EWX) 30-day option implied volatility is at 23; compared to its 52-week range of 9 to 39.

Ishares Msci Malaysia Etf (EWM) 30-day option implied volatility is at 19; compared to its 52-week range of 12 to 58.

Options with decreasing option implied volatility: NVAX BNED SIG ASO RH ORCL XP CORT ADBE ADSK EDR
Increasing unusual option volume: HROW CFG FFIE VXRT RBRK HITI MT SILV APLD USFD
Increasing unusual call option volume: CFG RBRK VXRT FFIE USFD TCOM HITI ADBE APLD SILV MBLY UL VLD
Increasing unusual put option volume: DB ALTM MT CFG CORZ FXE BWA KEY TM MAXN ICLN RH ADBE