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: MSTU MSTX GME LUNR MSTR BTDR RUM AI ADBE ORCL VOD PBR EMB SPCE LUNR

Popular stocks with increasing volume: PLTR MSTR SOFI SQ CAVA COIN GME SNOW

Active options: NVDA TSLA PLTR MSTR RIVN AMZN MARA RKLB AAPL META SOUN SMCI AMD SOFI SQ SAVE CAVA COIN GME SNOW

Option IV into quarter results

Cisco (CSCO) November call option implied volatility is at 97, December is at 28; compared to its 52-week range of 14 to 43 into the expected release of quarter results today after the bell.

Nu Holdings (NU) November call option implied volatility is at 137, December is at 49; compared to its 52-week range of 28 to 63 into the expected release of quarter results today after the bell.

DLocal (DLO) November call option implied volatility is at 250, December is at 82; compared to its 52-week range of 37 to 130 into the expected release of quarter results today after the bell.

Walt Disney (DIS) November call option implied volatility is at 108, December is at 35; compared to its 52-week range of 18 to 45 into the expected release of quarter results before the bell on November 14.

Applied Materials (AMAT) November call option implied volatility is at 94, December is at 43; compared to its 52-week range of 27 to 63 into the expected release of quarter results after the bell on November 14.

NetEase (NTES) November call option implied volatility is at 116, December is at 49; compared to its 52-week range of 29 to 76 into the expected release of quarter results before the bell on November 14.

AST SpaceMobile (ASTS) November call option implied volatility is at 341, December is at 152; compared to its 52-week range of 45 to 174 into the expected release of quarter results on November 14.

Talen Energy (TLN) November call option implied volatility is at 128, December is at 60; compared to its 52-week range of 46 to 108 into the expected release of quarter results before the bell on November 14.

Bilibili (BILI) November call option implied volatility is at 188, December is at 83; compared to its 52-week range of into the expected release of quarter results before the bell on November 14.

Oklo (OKLO) November call option implied volatility is at 263, December is at 145; compared to its 52-week range of 29 to 245 into the expected release of quarter results after the bell on November 14.

Advance Auto Parts (AAP) November call option implied volatility is at 230, December is at 84; compared to its 52-week range of 36 to 95 into the expected release of quarter results before the bell on November 14.

JD.com (JD) November call option implied volatility is at 134, December is at 55; compared to its 52-week range of 34 to 80 into the expected release of quarter results before the bell on November 14.

Alibaba (BABA) November call option implied volatility is at 95, December is at 41; compared to its 52-week range of 27 to 62 into the expected release of quarter results before the bell on November 15. Call put ratio 3.5 calls to 1 put into quarter results.

Options with decreasing option implied volatility: FIVN MGNI ZETA EBS PCT SG FSLY BROS AAOI ARRY PINS LYFT YOU SEDG ASPN BE BMBL IOVA ELF
Increasing unusual option volume: ANY MVST GSAT CNM REAL HNST FYBR PNR EMB PGNY PACB HRNG BHP BE TSEM MTUM CAN
Increasing unusual call option volume: GSAT ANY PCOR REAL HNST BXP BE PZZA WKHS FYBR CAN TSEM RGTI GRAB TRIP CYBR RKLB SPOT
Increasing unusual put option volume: FYBR BHVN EMB WY NTR CART ZETA INDA YPF MTUM ZI OKLO