Mid-session IV Report November 15, 2024

Mid-session IV Report November 15, 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 SMCI GME BTDR ZETA MSTR TGTX BBIO MRNA PSTG AI BITI BNTX ORCL ALTM ADBE CFLT TWLO EXEL PFE CAN BE MNMD LABU CTVA BNTX PFE POOL

Popular stocks with increasing volume: DIS PFE SMCI GME RIVN X MSTR DJT COIN

Active options: NVDA TSLA AMZN PLTR AAPL AMD BABA PFE SMCI GME META DIS MSFT RIVN X GOOGL MSTR DJT COIN ASTS

Option IV into quarter results

Trip.com (TCOM) December call option implied volatility is at 50, January is at 47; compared to its 52-week range of 29 to 67 into the expected release of quarter results after the bell on November 18.

Walmart (WMT) November weekly call option implied volatility is at 47, December is at 29; compared to its 52-week range of 12 to 32 into the expected release of quarter results before the bell on November 19. Call put ratio 1.6 calls to 1 put.

Energy option IV

NANO Nuclear Energy (NNE) 30-day option implied volatility is at 132; compared to its 52-week range of 21 to 203. Call put ratio 1.6 calls to 1 put as share price down 3.4%.

Vistra Energy (VST) 30-day option implied volatility is at 56; compared to its 52-week range of 21 to 75. Call put ratio 2.3 calls to 1 put with focus on November 22 weekly 152.50 calls.

NuScale Power Corporation (SMR) 30-day option implied volatility is at 125; compared to its 52-week range of 67 to 184. Call put ratio 1 call to 1 put as share price down 4.8%.

Oklo Inc (OKLO) 30-day option implied volatility is at 144; compared to its 52-week range of 29 to 246. Call put ratio 1.2 calls to 1 put as share price down 18% after quarter results.

Altus Power, Inc (AMPS) 30-day option implied volatility is at 80; compared to its 52-week range of 47 to 99 as share price down 6.5%.

Centrus Energy (LEU) 30-day option implied volatility is at 97; compared to its 52-week range of 48 to 113. Call put ratio 1.6 calls to 1 put with a focus on January 125 calls and November 60 puts.

Lightbridge (LTBR) 30-day option implied volatility is at 183; compared to its 52-week range of 42 to 260. Call put ratio 1.1 calls to 1 put as share price down 9.6%.

BWX Technologies (BWXT) 30-day option implied volatility is at 35; compared to its 52-week range of 15 to 49. Call put ratio 2.5 calls to 1 put as share price down 1%.

Delta Air Lines (DAL) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 47. Call put ratio 12.3 calls to 1 put into investor day on November 20.

Vertiv Holdings Co. (VRT) 30-day option implied volatility is at 55; compared to its 52-week range of 40 to 82 into a company hosted investor meeting on November 18.

Pyxis Oncology (PYXS) 30-day option implied volatility is at 262; compared to its 52-week range of 67 to 338 into investor event on November 20 to present preliminary PYX-201 data. Call put ratio 1.6 calls to 1 put.

Legend Biotech (LEGN) 30-day option implied volatility is at 70; compared to its 52-week range of 31 to 106.

CureVac N.V. (CVAC) 30-day option implied volatility is at 99; compared to its 52-week range of 45 to 173. Call put ratio 1 call to 3.8 puts with focus on January 2.5 puts.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 111; compared to its 52-week range of 40 to 137. Call put ratio 1.1 calls to 1 put as share price down 5.2%.

Options with decreasing option implied volatility: DJT GRPN ZI SOUN SHOP SE TIGR AAP FYBR BILI NVAX TME DLO ONON SPOT CAVA CART STNE LYV
Increasing unusual option volume: IGT XND MIR CHAU CTVA MNMD BE MQ MVST INVH ZI UDN CMPS SGML EIX ZETA HIMX OMER
Increasing unusual call option volume: MIR XND BE MNMD CMPS UDN ZETA OMER CHAU AZUL IMVT X HNST RBRK DX
Increasing unusual put option volume: ZI AAOI OKLO DJX IYR BNTX