Mid-session IV Report May 14, 2024

Mid-session IV Report May 14, 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: GME BIG BYND TRUP NOVA HTZ UPST HOOD LMND ABR BYON BOWL SMR RDDT RKT ROKU HBM IEP RIVN QS SOFI PODD XRT ERJ

Popular stocks with increasing volume: AMC BB SOFI HOOD GME FCX RIVN

Active options: TSLA AMC BB AAPL BABA NVDA SOFI HOOD GME PLTR PLUG AMD TLRY LCID AMZN FCX RIVN SPCE SNDL META

Option IV into quarter results

Cisco Systems (CSCO) May call option implied volatility is at 68, June is at 25; 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 5 calls to 1 put.

Walmart (WMT) May call option implied volatility is at 55, June is at 21; compared to its 52-week range of 12 to 24 into the expected release of quarter results before the bell on May 16.

Applied Materials (AMAT) May call option implied volatility is at 77, June is at 39; compared to its 52-week range 26 to 44 into the expected release of quarter results after the bell on May 16.

Deere (DE) May call option implied volatility is at 63, June is at 26; compared to its 52-week range 19 to 36 into the expected release of quarter results before the bell on May 16.

JD.com (JD) May call option implied volatility is at 115, June is at 53; compared to its 52-week range 34 to 64 into the expected release of quarter results before the bell on May 16.

Baidu (BIDU) May call option implied volatility is at 84, June is at 43; compared to its 52-week range into the expected release of quarter results before the bell on May 16.

Take Two (TTWO) May call option implied volatility is at 98, June is at 37; compared to its 52-week range 22 to 47 into the expected release of quarter results after the bell on May 16.

IQIYI (IQ) May call option implied volatility is at 148, June is at 68; compared to its 52-week range 44 to 79 into the expected release of quarter results before the bell on May 16. Call put ratio 2.9 calls to 1 put.

Movers

GameStop (GME) 30-day option implied volatility is at 348; compared to its 52-week range of 52 to 278. Call put ratio 1 call to 1.1 puts.

AMC Entertainment (AMC) 30-day option implied volatility is at 331; compared to its 52-week range of 73 to 573. Call put ratio 2.3 calls to 1 put as share price up.

SunPower (SPWR) 30-day option implied volatility is at 433; compared to its 52-week range of 53 to 265.

Options with decreasing option implied volatility: ZI CFLT ALAB AAOI LYFT FOUR YETI CDLX SEDG TOST SG BMBL ACB PLNT DUOL FVRR RBLX APP
Increasing unusual option volume: BIG FFIE ICLN SII PSFE NXE KODK ISNM BB TUP
Increasing unusual call option volume: SII ICLN BIG INSM MAXN TUP BB KODK ARWR VUZI NOK CLOV
Increasing unusual put option volume: GOOS PACB SPWR BB INSM TUP GME DJX SPCE OKLO SONY UAA NVAX CBRL EAT AMC