Mid-session IV Report June 17, 2024

Mid-session IV Report June 17, 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: NFLX TSM UAL UUP HPE AVGO PBR TSM ULA ASML SCHW UNH ADSK GS JNJ MS

Popular stocks with increasing volume:

Active options: NVDA TSLA AAPL AMD GME AMZN MU AMC DELL TSM AVGO META SOFI PLTR MARA MSFT DIS SMCI ARM SIRI

“The Magnificent Seven” option implied volatility steady

Microsoft (MSFT) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 35. Call put ratio 2 calls to 1 put.

Alphabet (GOOGL) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 39.

Meta Platforms (META) 30-day option implied volatility is at 49; compared to its 52-week range of 24 to 54.

NVIDIA (NVDA) 30-day option implied volatility is at 49; compared to its 52-week range of 32 to 68.

Amazon (AMZN) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 49. Call put ratio 2.7 calls to 1 put.

Apple (AAPL) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 31. Call put ratio 3.2 calls to 1 put as share price up 1.8%.

Tesla (TSLA) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 66. Call put ratio 1.9 calls to 1 put as share price up 3.8%.

Ishares Msci France Etf (EWQ) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 24.

Option IV into quarter results

Lennar (LEN) June call option implied volatility is at 77, July is at 40; 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 1 call to 1.3 puts.

KB Home (KBH) June call option implied volatility is at 83, July is at 42; compared to its 52-week range 27 to 88 into the expected release of quarter results after the bell on June 18.

Options with decreasing option implied volatility: BNED SPCE GME RH GME RH SIG ASO ORCL ADBE OPRA CPRI
Increasing unusual option volume: NFLX AVGO PBR TSM UAL ASML MS SCHW UNH ADSK GS JNJ MNST
Increasing unusual call option volume: GLBE GLNG FFIE STM SIRI OLLI LXRX
Increasing unusual put option volume: MAXN CORZ CPRT BJ DRI ILMN NMM WGMI LNG CRH ASTS NRG