Mid-session IV Report June 20, 2024

Mid-session IV Report June 20, 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: SMCI TSM MU NFXL DELL SNAP UAL ASML CMG ALLY DPZ ISRG AXP GLW DHR AOSL IBRX HUBS NVDA SYF BEN AXP EDR UGI
Popular stocks with increasing volume: DELL GME SMCI MU TSM ARM INTC SIRI BAC

Active options: NVDA AMD AAPL TSLA AMZN PLTR DELL GME SMCI MARA MU TSM ARM META MSFT DJT INTC AMC SIRI BAC CHWY

Gas option IV into USA driving season

United States Oil Fund (USO) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 42 as WTI trades $82.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 27 as WTI trades $82.

Weight Loss companies option IV

Novo Nordisk (NVO) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 44. Call put ratio 4.5 calls to 1 put.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 39.

Viking Therapeutics (VKTX) 30-day option implied volatility is at 94; compared to its 52-week range of 50 to 234.

Option IV into quarter results

CarMax (KMX) June call option implied volatility is at 235, July is at 45; compared to its 52-week range of 30 to 83 into the expected release of quarter results before the bell on June 21.

Chewy (CHWY) 30-day option implied volatility is at 54; compared to its 52-week range of 38 to 101. Call put ratio 2.5 calls to 1 put on 66K contracts.

Options with decreasing option implied volatility: GME RH SIG ADBE XP CAN CPRI KR LEN HYG
Increasing unusual option volume: EU IVZ HROW FFIE CMTL SWBI FLEX HIMX CARR APLD MGA KBH GTHX RIO ARKG XLC CIFR CHWY
Increasing unusual call option volume: EU BEN SWBI HIMX UGI APLD CMTL CIFR
Increasing unusual put option volume: SILJ MGA CARR KBH ARKG CHK RIO AU MAXN