Mid-session IV Report November 18, 2024

Mid-session IV Report November 18, 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: FCEL RCAT SMCI BBIO TGTX LABU MSOS BE PSTG NVO FDX LLY CAN NKE IBB TSLL TSLA FDX LLY BAH

Popular stocks with increasing volume: SOFI COIN NIO MSTR HOOD PFE AMC GME AFRM RKLB UBER

Active options: NVDA TSLA PLTR SMCI AMD AAPL AMZN MARA SOFI COIN META NIO MSTR HOOD PFE AMC GME AFRM RKLB UBER

Tesla (TSLA) 30-day option implied volatility is at 68; compared to its 52-week range of 40 to 76. Call put ratio 2.3 calls to 1 put with focus on November 22 weekly 370 calls as share price up 8%.

Palantir (PLTR) 30-day option implied volatility is at 63; compared to its 52-week range of 36 to 87. Call put ratio 1.1 calls to 1 put as share price down 7.5%.

Option IV into quarter results

Walmart (WMT) November weekly call option implied volatility is at 64, December is at 30; 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 1.1 calls to 1 put.

Lowe’s (LOW) November weekly call option implied volatility is at 48, December is at 28; compared to its 52-week range of 18 to 39 into the expected release of quarter results before the bell on November 19.

Medtronic (MDT) November weekly call option implied volatility is at 46, December is at 23; compared to its 52-week range of 14 to 31 into the expected release of quarter results before the bell on November 19. Call put ratio 2.9 calls to 1 put with a focus on November 22 weekly 89 calls.

Xpeng (XPEV) November weekly call option implied volatility is at 128, December is at 83; compared to its 52-week range of 61 to 121 into the expected release of quarter results before the bell on November 19.

NVIDIA (NVDA) November weekly call option implied volatility is at 101, December is at 56; compared to its 52-week range of 32 to 89. Call put ratio 1.4 calls to 1 put into expected release of quarter results after the bell on November 20.

TJX (TJX) November weekly call option implied volatility is at 55, December is at 27; compared to its 52-week range of 14 to 33 into the expected release of quarter results before the bell on November 20.

Palo Alto (PANW) November weekly call option implied volatility is at 96, December is at 46; compared to its 52-week range of 27 to 60 into the expected release of quarter results after the bell on November 20.

Target (TGT) November weekly call option implied volatility is at 108, December is at 46; compared to its 52-week range of 19 to 52 into the expected release of quarter results before the bell on November 20.

Snowflake (SNOW) November weekly call option implied volatility is at 135, December is at 65; compared to its 52-week range of 33 to 82 into the expected release of quarter results after the bell on November 20.

Options with decreasing option implied volatility: GRPN SOUN ZI PGY DJT SHOP NVAX GENI AAP RUM NN FYBR TIGR TME SE BILI EVGO ONON
Increasing unusual option volume: TMC AMKR JNPR BE SKX SSRM GRAB
Increasing unusual call option volume: GRAB BE CYH HNST LHX INSM STNE MNMD BZFD MTN
Increasing unusual put option volume: SKX BE FMC FYBR TEVA NKLA NXE TPR BSX OKLO JACK STNE BTDR