Mid-session IV Report November 21, 2024

Mid-session IV Report November 21, 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: MSTX MSTU MSTR MARA BBIO LMND X LABD FDX NKE CAG ACN CFLT

Popular stocks with increasing volume: MSTR SNOW SMCI PDD PLTR COIN MU GME

Active options: NVDA TSLA MARA MSTR SNOW AMZN AMD AAPL GOOGL SMCI PDD PLTR GOOG COIN MSFT META MU CLSK GME ET

NVIDIA (NVDA) November weekly call option implied volatility is at 63, December is at 45; compared to its 52-week range of 32 to 89. Call put ratio 1.9 calls to 1 put after quarter results.

Cryptocurrency-Related Stocks option IV as Bitcoin above $96,000

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 197; compared to its 52-week range of 59 to 178. Call put ratio 1.5 calls to 1 put as share price up 3%.

Coinbase (COIN) 30-day option implied volatility is at 97; compared to its 52-week range of 61 to 103. Call put ratio 2.4 calls to 1 put as share price down 5.6%.

iShares Bitcoin Trust (IBIT) 30-day option implied volatility is at 64; compared to its 52-week range of 20 to 63. Call put ratio 4.7 calls to 1 put with focus on January 40 and 55 calls.

Riot Platforms (RIOT) 30-day option implied volatility is at 125; compared to its 52-week range of 76 to 144. Call put ratio 4 calls to 1 put with focus on June 1 puts.

MARA (MARA) 30-day option implied volatility is at 152; compared to its 52-week range of 80 to 195. Call put ratio 3 calls to 1 put with focus on January 24 calls as share price up 4%.

ProShares Bitcoin Strategy ET (BITO) 30-day option implied volatility is at 65; compared to its 52-week range of 46 to 95. Call put ratio 2.6 calls to 1 put as share price up 2.5%.

CleanSpark (CLSK) 30-day option implied volatility is at 172; compared to its 52-week range of 83 to 171. Call put ratio 4.7 calls to 1 put with focus on November 22 weekly options as share price down 8%.

Summit Materials (SUM) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 49.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 205; compared to its 52-week range of 20 to 284. Call put ratio 12.2 calls to 1 put with focus on December 5 calls as share price up 25%.

Option IV into quarter results

Intuit (INTU) November weekly call option implied volatility is at 122, December is at 37; compared to its 52-week range of 21 to 47 into the expected release of quarter results today after the bell.

Gap (GAP) November weekly call option implied volatility is at 320, December is at 83; compared to its 52-week range of 35 to 82 into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: LAZR SMCI ASTS YANG OKLO ZIM NTLA SYM ALT TGT GENI FUTU SNOW WSM PANW WMT AMAT BABA TJX MDT BABA
Increasing unusual option volume: MSTZ SNDX GLBE MODG ETHU SNOW ORGN QLYD BRZE LMND JACK CYBR CFLT DE ASC ZETA KULR MSTRY PANW
Increasing unusual call option volume: SNDX MSTZ GLBE ETHU SNOW QLYD ORGN WSM BRZE LMND CFLT ZETA DE MPWR MSTX QBTS
Increasing unusual put option volume: EH RCAT AGL JACK MSTY LMND TER SNOW PANW ETHU TTE BJ