Mid-session IV Report November 14, 2024

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

Options with increasing option implied volatility: MSTX MSTU GME MSOS ZETA MSTR BTDR TGTX BITI AI JOBY PSTG ORCL ADBE EXEL ALTM ZETA SMCI WYNN HYG

Popular stocks with increasing volume: DIS CSCO DJT MSTR PLTR COIN OXY GME JD

Active options: TSLA NVDA SMCI DIS AMZN AAPL LUNR AMD CSCO DJT MARA MSTR PLTR META MSFT GOOGL COIN OXY GME JD

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 49. Call put ratio 7.6 calls to 1 put with focus on December 95 calls amid Tilman Fertitta reports 9.9% passive stake in Wynn Resorts.

CAVA Group (CAVA) 30-day option implied volatility is at 48; compared to its 52-week range of 43 to 88.

Palantir (PLTR) 30-day option implied volatility is at 52; compared to its 52-week range of 36 to 87. Call put ratio 1.2 calls to 1 put as share price near record high.

Rocket Lab USA, Inc. (RKLB) 30-day option implied volatility is at 96; compared to its 52-week range of 43 to 145. Call put ratio 1.7 calls to 1 put as share price down 6.3%.

Carvana (CVNA) 30-day option implied volatility is at 45; compared to its 52-week range of 41 to 128. Call put ratio 1.8 calls to 1 put as share price near upper end of range.

AST SpaceMobile (ASTS) 30-day option implied volatility is at 150; compared to its 52-week range of 45 to 175. Call put ratio 4.2 calls to 1 put into quarter results.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 123; compared to its 52-week range of 59 to 165. November 355, 400 and 410 calls are active.

AppLovin (APP) 30-day option implied volatility is at 65; compared to its 52-week range of 38 to 94. Call put ratio 3.4 calls to 1 put as share price near record high.

NuScale Power Corporation (SMR) 30-day option implied volatility is at 122; compared to its 52-week range of 74 to 184. Call put ratio 2.9 calls to 1 put as share price near upper end of range.

Reddit (RDDT) 30-day option implied volatility is at 61; compared to its 52-week range of 51 to 166.

Vistra Energy (VST) 30-day option implied volatility is at 55; compared to its 52-week range of 21 to 75. Call put ratio 2.1 calls to 1 put as share price near upper end of range.

Dave Inc. (DAVE) 30-day option implied volatility is at 98; compared to its 52-week range of 46 to 139. Call put ratio 1 call to 1.8 puts as share price down 7%.

Option IV into quarter results

Oklo (OKLO) November call option implied volatility is at 345, December is at 167; compared to its 52-week range of 29 to 245 into the expected release of quarter results today after the bell. Call put ratio 4.2 calls to 1 put with focus on November 34 calls.

Applied Materials (AMAT) November call option implied volatility is at 128, December is at 43; compared to its 52-week range of 27 to 63 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put.

AST SpaceMobile (ASTS) November call option implied volatility is at 461, December is at 152; compared to its 52-week range of 45 to 174 into the expected release of quarter results today. Call put ratio 4.8 calls to 1 put with focus on November 32, 32.50 and 35 calls.

Alibaba (BABA) November call option implied volatility is at 128, 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 4.6 calls to 1 put into quarter results.

Options with decreasing option implied volatility: SDOW FCEL AAOI MGNI TIGR SG IOVA PINS GRPN SERV BE ARRY PBI
Increasing unusual option volume: MVST SONO NICE INSM DLO BKSY KULR PAGS ATOM ZETA TMC
Increasing unusual call option volume: INSM PAGS REAL DLO ATOM CHAU GRAB SONO QBTS HNST
Increasing unusual put option volume: ZETA IGV TGTX QXO HIMS INDA MT LUNR PAGS RKLB RITM