Mid-session IV Report November 13, 2024

Mid-session IV Report November 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 monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: GME SOUN TEM LMND AI ADBE ORCL VALE MSTU MSTX BYND WT VALE VOD HON

Popular stocks with increasing volume: SHOP SOFI PLTR MSTR COIN RIOT GME HOOD SMCI NIO AMC BABA HON SNAP

Active options: NVDA TSLA META SHOP SOFI MARA PLTR MSTR AMD AMZN GOOGL AAPL COIN RIOT GME HOOD SMCI NIO AMC BABA

Movers

Honeywell (HON) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 26 after Elliott Investment Management L.P. announced a $5B-plus stake in Honeywell. Call put ratio 1.6 calls to 1 put with focus on November 250 calls.

Snap (SNAP) 30-day option implied volatility is at 54; compared to its 52-week range of 39 to 120. Call put ratio 1.2 calls to 1 put as share price down 3.8%.

Option IV into quarter results

Spotify (SPOT) November call option implied volatility is at 133, December is at 48; compared to its 52-week range of 29 to 58 into the expected release of quarter results today after the bell.

Suncor (SU) November call option implied volatility is at 53, December is at 31; compared to its 52-week range of 20 to 38 into the expected release of quarter results today after the bell.

Alcon (ALC) November call option implied volatility is at 113, December is at 38; compared to its 52-week range of 16 to 105 into the expected release of quarter results today after the bell. Call put ratio 10 calls to 1 put with a focus on November 90 calls.

Occidental (OXY) November call option implied volatility is at 59, December is at 33; compared to its 52-week range of 19 to 39 into the expected release of quarter results after the bell.

Flutter Entertainment (FLUT) November call option implied volatility is at 79, December is at 38; compared to its 52-week range of 28 to 81 into the expected release of quarter results today after the bell.

Rocket Companies (RKT) November call option implied volatility is at 165, December is at 71; compared to its 52-week range of in 39 to 72 to the expected release of quarter results today after the bell.

Cava Group (CAVA) November call option implied volatility is at 155, December is at 67; compared to its 52-week range of 43 to 88 into the expected release of quarter results today after the bell.

Skyworks (SWKS) November call option implied volatility is at 112, December is at 45; compared to its 52-week range of 22 to 49 into the expected release of quarter results today after the bell.

Rocket Labs (RKLB) November call option implied volatility is at 234, December is at 120; compared to its 52-week range of 43 to 144 into the expected release of quarter results today after the bell. Call put ratio 3.7 calls to 1 put with focus on November 15 calls.

Mara Holdings (MARA) November call option implied volatility is at 197, December is at 127; compared to its 52-week range of 80 to 195 into the expected release of quarter results today after the bell. Call put ratio 3.6 calls to 1 put.

Cisco (CSCO) November call option implied volatility is at 72, December is at 47; compared to its 52-week range of 14 to 43 into the expected release of quarter results after the bell on November 13.

Nu Holdings (NU) November call option implied volatility is at 113, December is at 48; compared to its 52-week range of 28 to 63 into the expected release of quarter results after the bell on November 13.

DLocal (DLO) November call option implied volatility is at 210, December is at 81; compared to its 52-week range of 37 to 130 into the expected release of quarter results after the bell on November 13.

Walt Disney (DIS) November call option implied volatility is at 96, December is at 37; compared to its 52-week range of 18 to 45 into the expected release of quarter results before the bell on November 14.

Options with decreasing option implied volatility: DJT FCEL OSCR FIVN OSCR GEO SG MGNI FSLY ARRY AAOI ZETA BROS SEDG PCT BE YOU PINS BMBL ELF ASPN UPST EBS EXAS TOST AKAM FTNT BILL RIVN NET LUMN CLMT SHOP WBD TME PENN CVS AFRM ANET SE NXT Z
Increasing unusual option volume: PAGP AMKR SNDX GRAB CRON WKHS FND RVNC TROW
Increasing unusual call option volume: GRAB CRON WKHS SHOP AMTX PGY ALK XLF SDGR GENI
Increasing unusual put option volume: TROW FND ZETA LW AZN FOUR CART EVH SHOP EVGO DG