Mid-session IV Report November 22, 2024

Mid-session IV Report November 22, 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 LMND ACHR JOBY GRAB FDX NKE PBR SAND ET K LAZR REPL

Popular stocks with increasing volume: MSTR PLTR SNOW COIN SOFI GAP PTON TGT BABA PDD

Active options: NVDA TSLA SMCI AAPL MSTR PLTR SNOW COIN GOOGL AMD MARA AMZN SOFI SOUN GAP META PTON TGT BABA PDD

Moves

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 205; compared to its 52-week range of 59 to 209. Call put ratio 1.2 calls to 1 put as share price amid wide price up 1.2%.

Coinbase (COIN) 30-day option implied volatility is at 92; compared to its 52-week range of 61 to 103. Call put ratio 3 calls to 1 put as share price up 2.3%.

NVIDIA (NVDA) 30-day option implied volatility is at 43 compared to its 52-week range of 32 to 89. Call put ratio 1.8 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 62; compared to its 52-week range of 40 to 76. Call put ratio 1.9 calls to 1 put as share price up 4%.

Palantir (PLTR) 30-day option implied volatility is at 55; compared to its 52-week range of 36 to 87. Call put ratio 1.3 calls to 1 put as share price up 2.5%.

Option IV into quarter results

Agilent (A) December call option implied volatility is at 37, January is at 31; compared to its 52-week range of 20 to 67 into the expected release of quarter results after the bell on November 25.
Zoom Video (ZM) November 29 weekly call option implied volatility is at 94, December is at 55; compared to its 52-week range of 23 to 54 into the expected release of quarter results after the bell on November 25. Call put ratio 2.6 calls to 1 put with a focus on December 120 calls.

Options with decreasing option implied volatility: SMCI RCAT YANG SYM NTLA NVDL GENI ZIM NVDX MP SNOW MCHP BE NEP BNTX TGT WSM PANW NTAP NVDA HBAN PDD ROST WMT TJX DE EXE MDT BSX CPRT TD
Increasing unusual option volume: NMRA MSTZ ESTC ROST OMER IJH CYH QBTS HYLN
Increasing unusual call option volume: MSTZ ESTC OMER CYH EDR QBTS ROST HYLN GRAB
Increasing unusual put option volume: CHAU ROST ESTC RCAT LMND EH BURL OKLO NTAP