Mid-session IV Report November 11, 2024

Mid-session IV Report November 11, 2024

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

Options with increasing option implied volatility: GME SOUN YANG LMND MSTU MSTX CONL GME LMND MARA MPWR ETHU CLSK BTDR MSTR RKLB TSLL HIMS RIOT ARKK HIVE AI CONY NTRA AMSC GEO BTBT SMCI AFRM COIN RXRX SKF HOOD ALAB RDW CORZ CHWY SOFI RBLX AVGO ROKU UTZ PYPL SCHW COST

Popular stocks with increasing volume: SOFI SQ C DJT TSM AFRM

Active options: TSLA NVDA SOFI PLTR COIN MARA AAPL RIOT SMCI MSTR AMZN HOOD AMD GME META SQ C DJT TSM AFRM

Coinbase (COIN) 30-day option implied volatility is at 82; compared to its 52-week range of 61 to 103. Call put ratio 4.5 calls to 1 put into Bitcoin above $84K.

Option IV into quarter results

Home Depot (HD) November call option implied volatility is at 48, December is at 26; compared to its 52-week range of 15 to 40 into the expected release of quarter results before the bell on November 12.

Shopify (SHOP) November call option implied volatility is at 161, December is at 62; compared to its 52-week range of 32 to 76 into the expected release of quarter results before the bell on November 12.

Spotify (SPOT) November call option implied volatility is at 114, December is at 48; compared to its 52-week range of 29 to 58 into the expected release of quarter results after the bell on November 12.

Suncor (SU) November call option implied volatility is at 46, December is at 31; compared to its 52-week range of 20 to 38 into the expected release of quarter results after the bell on November 12.

Alcon (ALC) November call option implied volatility is at 76, December is at 38; compared to its 52-week range of 16 to 105 into the expected release of quarter results after the bell on November 12. Call put ratio 1 call to 76 puts with a focus on November 90 puts.

Occidental (OXY) November call option implied volatility is at 49, December is at 33; compared to its 52-week range of 19 to 39 into the expected release of quarter results after the bell on November 12.

Flutter Entertainment (FLUT) November call option implied volatility is at 68, December is at 38; compared to its 52-week range of 28 to 81 into the expected release of quarter results after the bell on November 12.

Rocket Companies (RKT) November call option implied volatility is at 130, December is at 66; compared to its 52-week range of in 39 to 72 to the expected release of quarter results after the bell on November 12.

On Holding (ONON) November call option implied volatility is at 135, December is at 58; compared to its 52-week range of 34 to 72 into the expected release of quarter results before the bell on November 12.

Tyson Foods (TSN) November call option implied volatility is at 66, December is at 29; compared to its 52-week range of into the expected release of quarter results before the bell on November 12.

Cava Group (CAVA) November call option implied volatility is at 147, December is at 67; compared to its 52-week range of 43 to 88 into the expected release of quarter results after the bell on November 12.

Skyworks (SWKS) November call option implied volatility is at 89, December is at 45; compared to its 52-week range of 22 to 49 into the expected release of quarter results after the bell on November 12.

Vips Holdings (VIPS) November call option implied volatility is at 65, December is at 57; compared to its 52-week range of 32 to 69 into the expected release of quarter results on November 12.

Rocket Labs (RKLB) November call option implied volatility is at 190, December is at 110; compared to its 52-week range of 43 to 144 into the expected release of quarter results after the bell on November 12.

Mara Holdings (MARA) November call option implied volatility is at 167, December is at 117; compared to its 52-week range of 80 to 195 into the expected release of quarter results after the bell on November 12.

AST SpaceMobile (ASTS) November call option implied volatility is at 231, December is at 142; compared to its 52-week range of 45 to 174 into the expected release of quarter results on November 12.

ZoomInfo Technologies (ZI) November call option implied volatility is at 214, December is at 86; compared to its 52-week range of 29 to 103 into the expected release of quarter results before the bell on November 12.

Options with decreasing option implied volatility: FCEL DJT OSCR MGNI GEO FSLY PINS SEDG PCT BMBL BROS RUN YOU EBS ARRY FSLR BE ASPN AAOI LYFT ALAB LUMN PBI TOST
Increasing unusual option volume: ALGM TSEM ITUB MTUM PAYO TROW GRAB KULR MNDY
Increasing unusual call option volume: ITUB TSEM MNDY GRAB CXW PBI ADMA PACB RGTI ROOT VAN DOCS
Increasing unusual put option volume: TROW MTUM WEN ZETA UAA TER AVTR GDS BITF MNDY MPWR