Mid-session IV Report November 19, 2024

Mid-session IV Report November 19, 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: BBIO SAVA ZETA LABD FDX NVO NKE ACN CAG HRB AI JOBY AMCR EMB PM

Popular stocks with increasing volume: WMT PLTR MSTR DJT AI C COIN RIVN SOFI
Active options: NVDA SMCI TSLA WMT PLTR MSTR AMZN AAPL MARA EQT DJT AI AMD C GOOGL MSFT META COIN RIVN SOFI

Option IV into quarter results

NVIDIA (NVDA) November weekly call option implied volatility is at 113, December is at 56; compared to its 52-week range of 32 to 89. Call put ratio 1.7 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 63, 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 110, 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 122, 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 152, 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.

Williams Sonoma (WSM) December call option implied volatility is at 55, January is at 47; compared to its 52-week range of 25 to 85 into the expected release of quarter results before the bell on November 20. Call put ratio 1 call to 2 puts with a focus on December 135 puts.

Wix.com (WIX) November weekly call option implied volatility is at 55, December is at 47; compared to its 52-week range of 30 to 98 into the expected release of quarter results before the bell on November 20. Call put ratio 2.8 calls to 1 put with a focus on with a focus on January 220 calls.

NIO (NIO) November weekly call option implied volatility is at 156, December is at 94; compared to its 52-week range of 61 to 110 into the expected release of quarter results before the bell on November 20.

Intuit (INTU) November weekly call option implied volatility is at 76, December is at 35; compared to its 52-week range of 21 to 47 into the expected release of quarter results after the bell on November 21. Call put ratio 1 call to 1.6 puts with focus on November 22 weekly 620 puts.

Deere (DE) November weekly call option implied volatility is at 71, December is at 31; compared to its 52-week range of 18 to 41 into the expected release of quarter results after the bell on November 21.

Options with decreasing option implied volatility: GRPN SOUN DLO RUM ZI ALT GME AAP YANG ASTS NN RKT NTLA ACI FYBR CART BILI CAVA SPOT FLUT CSCO BABA NTES OXY WMT EXE DIS
Increasing unusual option volume: EQT JNPR MVST HRB PCOR SYM RVNC ZETA INCY GRAB
Increasing unusual call option volume: EQT PCOR ZETA SYM INSM GPN INCY GRAB LMND OWL
Increasing unusual put option volume: EQT HTZ CAKE SYM MDT FL TTE MVIS LMND HUMA CHD LEU WMT