Mid-session IV Report June 27, 2024

Mid-session IV Report June 27, 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: ZI SNAP CHWY ROKU SPOT ALGN META IBM ALT SM MT AGNC NLY

Popular stocks with increasing volume: RIVN WBA SHOP CMG SMCI GME BAC BB

Active options: NVDA TSLA AMZN MU AAPL META RIVN AMD WBA FFIE PLTR SHOP MSFT GOOGL CMG SMCI GME MARA BAC BB

Option IV into quarter results

Nike (NKE) June weekly call option implied volatility is at 169, July is at 46; compared to its 52-week range of 19 to 42 into the expected release of quarter results today after the bell. Call put ratio 1.4 call to 1 put with focus on June weekly 95 calls.

Deckers Brands (DECK) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 55 into Nike (NKE) quarter results.

Skechers USA (SKX) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 74 into Nike (NKE) quarter results.

On Holding AG (ONON) 30-day option implied volatility is at 38; compared to its 52-week range of 34 to 72 into Nike (NKE) quarter results. Call put ratio 1 call to 3.3 puts with focus on September 30 puts.

Under Armour Inc (UAA) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 63 into Nike (NKE) quarter results. Call put ratio 8 calls to 1 put with focus on July 7 calls.

Movers

Moderna (MRNA) 30-day option implied volatility is at 50; compared to its 52-week range 40 to 66. Call put ratio 1 call to 1.3 puts with focus on July 5 weekly 116 puts and July 125 puts.
Option IV into quarter results.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 79; compared to its 52-week range of 39 to 114. Call put ratio 1 call to 1.1 puts with focus on July 20 puts.

Options with decreasing option implied volatility: SRPT ANVS SMR KMX MU FDX SPR
Increasing unusual option volume: FFIE LEVI TH APTV CMG MAXN
Increasing unusual call option volume: LEVI FFIE APTV MAXN CMG NEXT MKC
Increasing unusual put option volume: VIPS LEVI SM TCOM WBA CMG AVAV