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Mid-session IV Report March 4, 2020. AMD investor meeting after the bell on March 5

Mid-session IV Report March 4, 2020. AMD investor meeting after the bell on March 5 The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.​ ​ […]

By Market Rebellion · March 4, 2020
Mid-session IV Report March 4, 2020. AMD investor meeting after the bell on March 5

Mid-session IV Report March 4, 2020. AMD investor meeting after the bell on March 5

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.​
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Options with increasing option implied volatility: INO JDST AMRN HTZ IOVA SAVE AAL​
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Popular stocks with increasing unusual volume: JD T ROKU AAL DIS​
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Correction: AMD Investor Meeting after the bell on March 5​

Advanced Micro Devices (AMD) March weekly call option implied volatility is at 117, March is at 77; compared to its 52-week range of 36 to 84 into investor meeting after the bell on March 5. Call put ratio 1.4 calls to 1 put. ​