Mid-session IV Report November 20, 2024

Mid-session IV Report November 20, 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: MSTR BBIO LMND X BE LABD FDX NKE ACN CCL CAG K KC AMCX ACI JNPR MSFT

Popular stocks with increasing volume: MSTR TGT SMCI SOFI NIO HOOD PLTR COIN SNAP

Active options: NVDA TSLA MSTR TGT SMCI AAPL MARA SOFI NIO HOOD PLTR AMZN COIN NFLX AMD META SNAP U QS ZIM

Option IV into quarter results

NVIDIA (NVDA) November weekly call option implied volatility is at 143, December is at 52; compared to its 52-week range of 32 to 89. Call put ratio 1.6 calls to 1 put into expected release of quarter results today after the bell.

Palo Alto (PANW) November weekly call option implied volatility is at 135, December is at 51; compared to its 52-week range of 27 to 60 into the expected release of quarter results today after the bell.

Snowflake (SNOW) November weekly call option implied volatility is at 188, December is at 68; compared to its 52-week range of 33 to 82 into the expected release of quarter results today after the bell.

Intuit (INTU) November weekly call option implied volatility is at 87, December is at 36; 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 2.8 call to 1 put.

Deere (DE) November weekly call option implied volatility is at 82, December is at 34; compared to its 52-week range of 18 to 41 into the expected release of quarter results after the bell on November 21.

Ross Stores (ROST) November weekly call option implied volatility is at 105, December is at 39; compared to its 52-week range of 15 to 39 into the expected release of quarter results after the bell on November 21.

Copart (CPRT) December call option implied volatility is at 30, January is at 27; compared to its 52-week range of 16 to 70 into the expected release of quarter results after the bell on November 21.

NetApp (NTAP) November weekly call option implied volatility is at 129, December is at 44; compared to its 52-week range of 16 to 49 into the expected release of quarter results after the bell on November 21.

Baidu (BIDU) November weekly call option implied volatility is at 92, December is at 45; compared to its 52-week range of 31 to 62 into the expected release of quarter results before bell on November 21.

Gap (GAP) November weekly call option implied volatility is at 209, December is at 72; compared to its 52-week range of 35 to 82 into the expected release of quarter results after the bell on November 21.

iQIYI (IQ) November weekly call option implied volatility is at 190, December is at 81; compared to its 52-week range of 44 to 114 into the expected release of quarter results before the bell on November 21.

Option IV into NVIDIA (NVDA) results.

Super Micro Computer (SMCI) 30-day option implied volatility is at 127; compared to its 52-week range of 54 to 217. Call put ratio 1.7 calls to 1 put as share price down 4.6% into NVIDIA (NVDA) results.

Dell Technologies (DELL) 30-day option implied volatility is at 62; compared to its 52-week range of 23 to 80. Call put ratio 1.3 calls to 1 put with focus on December 152.50 calls into NVIDIA (NVDA) results.

AMD (AMD) 30-day option implied volatility is at 41; compared to its 52-week range of 34 to 64. Call put ratio 1.8 calls to 1 put.

Intel (INTC) 30-day option implied volatility is at 47; compared to its 52-week range of 28 to 77. Call put ratio 2.7 calls to 1 put with focus on December 28 calls.

Micron Technology (MU) 30-day option implied volatility is at 54; compared to its 52-week range of 27 to 73. Call put ratio 1 call to 1 put.

Palantir (PLTR) 30-day option implied volatility is at 61; compared to its 52-week range of 36 to 87. Call put ratio 1 call to 1.2 puts as share price down 4.3%.

Options with decreasing option implied volatility: LUNR DLO ASTS CAPR YANG AAP ALT NN NTLA ACI SYM ZIM BILI GRPN TLN DIS FUTU GENI JD CSCO NTES WMT EXE BABA TJX TLN DIS GRPN
Increasing unusual option volume: BAH MSTZ KEYS WIX JNPR GLBE TGT TKO RCAT WSM
Increasing unusual call option volume: WIX MSTZ GLBE WSM TRMD ZI ZETA TGT AVTR GEHC TJX GRAB LMND EQT ROOT NWL ET RUM
Increasing unusual put option volume: TGT TKO WMB ARCC BE WSM BE OKLO FRO FH EXE