Mid-session IV Report June 18, 2024

Mid-session IV Report June 18, 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: DJT SMCI MU NFLX HPE ACN ASML UAL GLW SPCE AMKR ARHS CHWY WB

Popular stocks with increasing volume: DELL SMCI INTC ARM OXY QCOM

Active options: NVDA AAPL GME MU AMD PLTR AMZN DELL TSM SIRI SMCI AVGO INTC META ARM AMC OXY QCOM MARA

Walmart (WMT) 30-day option implied volatility is at 14; compared to its 52-week range of 12 to 24. Call put ratio 1.3 calls to 1 put as share price at record high.

Enterprise information technology company option IV steady

Salesforce (CRM) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 44.

ServiceNow (NOW) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 45.

IBM (IBM) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 35. Call put ratio 4.3 calls to 1 put with a focus on June 172.50 calls.

Twilio (TWLO) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 75.

MongoDB (MDB) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 80. Call put ratio 9 calls to 1 put with focus on June calls.

Workday (WDAY) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 52. Call put ratio 4.1 calls to 1 put with focus on July 230 calls.

Snowflake (SNOW) 30-day option implied volatility is at 39; compared to its 52-week range of 33 to 66. Call put ratio 2.6 calls to 1 put as share price down 1.4%.

Cloudflare (NET) 30-day option implied volatility is at 38; compared to its 52-week range of 35 to 80. Call put ratio 2.8 calls to 1 put with focus on June calls.

Oracle (ORCL) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 46. Call put ratio 2.7 calls to 1 put as share price up 1.4%.

Workday (WDAY) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 52. Call put ratio 4 calls to 1 put with focus on July weekly (12) 230 calls.

PayPal (PYPL) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 57. Call put ratio 3.1 calls to 1 put with focus on June calls and October 52.50 puts.

Pinterest (PINS) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 74. Call put ratio 5.9 calls to 1 put with focus on July 44 calls.

Option IV into quarter results Option IV into quarter results

KB Home (KBH) June call option implied volatility is at 88, July is at 42; compared to its 52-week range of 27 to 88 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2 puts.

Steelcase (SCS) June call option implied volatility is at 141, July is at 55; compared to its 52-week range of 21 to 97 into the expected release of quarter results after the bell on June 19.

SunPower (SPWR) June call option implied volatility is at 180, July is at 150; compared to its 52-week range of 53 to 342 into the expected release of quarter results on June 19. Call put ratio 3.5 calls to 1 put with focus on June calls as share price up 7%.

Options with decreasing option implied volatility: BNED GME RH SIG CPRI ORCL ADBE SDOW BXMT
Increasing unusual option volume: CMTL SOLV ASTS SANA FLEX
Increasing unusual call option volume: SOLV CMTL ASTS JHT LLAP TIGR
Increasing unusual put option volume: FCEL ASTS BSX MAXN KBH CORZ