Mid-session IV Report May 29, 2024

Mid-session IV Report May 29, 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: ASTS SRPT NKE FDX FSLR NLY BXMT OZK CPRI CNC STWD GIS PLD ACN SDS BTI O ENB HYG ET AAL OZK UNH ELV LQD UNH

Popular stocks with increasing volume: UNH CHWY BABA AMC GME SMCI PLTR SOFI ARM

Active options: AAL NVDA AMD TSLA AAPL AMZN FFIE CHWY BABA AMC GME BMBL SMCI ASTS META PLTR DAL NFLX SOFI ARM

UnitedHealth Group (UNH) May weekly call option implied volatility is at 29, June is at 22; compared to its 52-week range of 15 to 29. Call put ratio 1.7 calls to 1 put after warning on ‘disturbance’ ahead in Medicaid business.

Option IV into quarter results

Salesforce (CRM) May weekly call option implied volatility is at 110, June is at 42; compared to its 52-week range of 20 to 51 into the expected release of quarter results today after the bell.

Costco (COST) May weekly call option implied volatility is at 67, June is at 28; compared to its 52-week range of 14 to 33 into the expected release of quarter results after the bell on May 30.

Dell Technology (DELL) May weekly call option implied volatility is at 177, June is at 73; compared to its 52-week range of 23 to 64 into the expected release of quarter results after the bell on May 30.

Marvell Technology (MRVL) May weekly call option implied volatility is at 128, June is at 55; compared to its 52-week range of 32 to 72 into the expected release of quarter results after the bell on May 30.

Dollar General (DG) May weekly call option implied volatility is at 143, June is at 52; compared to its 52-week range of 20 to 53 into the expected release of quarter results before the bell on May 30.

Zscaler (ZS) May weekly call option implied volatility is at 163, June is at 66; compared to its 52-week range of 33 to 70 into the expected release of quarter results after the bell on May 30.

Hormel (HRL) May weekly call option implied volatility is at 95, June is at 33; compared to its 52-week range of 14 to 31 into the expected release of quarter results before the bell on May 30.

Ulta Beauty (ULTA) May weekly call option implied volatility is at 124, June is at 49; compared to its 52-week range of 20 to 44 into the expected release of quarter results after the bell on May 30.

Best Buy (BBY) May weekly call option implied volatility is at 93, June is at 39; compared to its 52-week range of 20 to 42 into the expected release of quarter results before the bell on May 30.

Burlington Store (BURL) May weekly call option implied volatility is at 131, June is at 50; compared to its 52-week range of 26 to 64 into the expected release of quarter results before the bell on May 30.

Gap (GPS) May weekly call option implied volatility is at 240, June is at 90; compared to its 52-week range of 36 to 76 into the expected release of quarter results after the bell on May 30.

SentenelOne (S) May weekly call option implied volatility is at 86, June is at 64; compared to its 52-week range of 42 to 92 into the expected release of quarter results after the bell on May 30.

Nordstrom (JWN) May weekly call option implied volatility is at 160, June is at 89; compared to its 52-week range of 37 to 78 into the expected release of quarter results after the bell on May 30.

Kohl’s (KSS) May weekly call option implied volatility is at 167, June is at 69; compared to its 52-week range of 38 to 76 into the expected release of quarter results before the bell on May 30.

Cracker Barrel (CBRL) June call option implied volatility is at 50, July is at 48; compared to its 52-week range of 28 to 97 into the expected release of quarter results before the bell on May 30.

PagerDuty (PD) May weekly call option implied volatility is at 64, June is at 54; compared to its 52-week range of 33 to 94 into the expected release of quarter results after the bell on May 30.

Asana (ASAN) May weekly call option implied volatility is at 255, June is at 92; compared to its 52-week range of 43 to 96 into the expected release of quarter results after the bell on May 30.

Canopy Growth (CGC) May weekly call option implied volatility is at 143, June is at 100; compared to its 52-week range of 73 to 410.

Options with decreasing option implied volatility: ANF BILI ELF GH AAP VFC TDS SNOW CHWY RILY PDD TGT DKS ROST WDAY WSM BEKE NTES SNPS EDR VZIO
Increasing unusual option volume: PTEN FFIE ASTS BMBL NEXT BHVN GLBE BOX
Increasing unusual call option volume: ASTS FFIE GLBE CMA BOX BHVN DKS CAMT TMF EWW BE JOBY
Increasing unusual put option volume: BMBL PTEN BHVN TMF ASTS FLNC CHGG NSC AAL BOX INDA