Mid-session IV Report May 13, 2024

Mid-session IV Report May 13, 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: BYON PLCE RDDT SOUIN HTZ CVNA RXRX HTZ CVNA XPOF SRG ARDX AMCX UPST ADBE QS ORCL CRSP NVAX GME IP ADBE ORCL GME AMC

Popular stocks with increasing volume: GME PLTR BABA HOOD ARM INTC PTEN SOFI PDD KVUE C GME AMC

Active options: TSLA AMC NVDA AAPL GME PLTR META BABA AMD HOOD MSFT AMZN ARM INTC PTEN SOFI PDD KVUE GOOGL C

Interest rate option IV into Labor Department’s report on producer prices Tuesday and consumer prices Wednesday

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 49 into Labor Department’s report on producer prices Tuesday and consumer prices Wednesday.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 14; compared to its 52-week range of 12 to 25 into Labor Department’s report on producer prices Tuesday and consumer prices Wednesday.
SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 5; compared to its 52-week range of 4 to 11.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 5; compared to its 52-week range of 5 to 11. Call put ratio 1 call to 5.9 puts with focus on May 77 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 8; compared to its 52-week range of 7 to 13.

Option IV into quarter results

Home Depot (HD) May call option implied volatility is at 50, June is at 23; compared to its 52-week range of 15 to 30 into the expected release of quarter results before the bell on May 14. Call put ratio 1.1 calls to 1 put.

Alibaba (BABA) May call option implied volatility is at 77, June is at 41; compared to its 52-week range of 28 to 50 into the expected release of quarter results before the bell on May 14. Call put ratio 3.6 calls to 1 put.

Sony (SONY) May call option implied volatility is at 88, June is at 33; compared to its 52-week range of 17 to 37 into the expected release of quarter results before the bell on May 14. Call put ratio 4 calls to 1 put.

On Holding AG (ONON) May call option implied volatility is at 140, June is at 60; compared to its 52-week range of 37 to 72 into the expected release of quarter results before the bell on May 14. Call put ratio 1.5 calls to 1 put.

DLocal Limited (DLO) May call option implied volatility is at 180, June is at 71; compared to its 52-week range of 33 to 129 into the expected release of quarter results after the bell on May 14. Call put ratio 2.6 calls to 1 put.

Boot Barn (BOOT) May call option implied volatility is at 135, June is at 54; compared to its 52-week range of 31 to 93 into the expected release of quarter results after the bell on May 14. Call put ratio 5.7 calls to 1 put.

Cisco Systems (CSCO) May call option implied volatility is at 62, June is at 27; compared to its 52-week range of 14 to 30 into the expected release of quarter results after the bell on May 15. Call put ratio 1.6 calls to 1 put.

Movers

GameStop (GME) 30-day option implied volatility is at 282; compared to its 52-week range of 52 to 200 after a post on X from “Roaring Kitty.” Call put ratio 1.4 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 217; compared to its 52-week range of 73 to 573. Call put ratio 4.4 calls to 1 put as share price up 31%.

Options with decreasing option implied volatility: HIMS CFLT BYND UPST CDLX TOST PLTR ZI YETI
Increasing unusual option volume: OKLO PTEN HWM KNX WOOF SRG KVUE USFD
Increasing unusual call option volume: HWM OKLO SDGR TUP XRT KVUE VLY
Increasing unusual put option volume: PTEN GOOS NVAX PODD KVUE TME SIG MAXN