Mid-session IV Report November 25, 2024

Mid-session IV Report November 25, 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 ACHR LMND SOUN JOBY ZM GRAB ET HYG RCAT KODK GLNG PARA IPG GRAB VSAT

Popular stocks with increasing volume: SOFI AMC SNOW MSTR TGT PFE INTC C RIVN

Active options: NVDA TSLA SMCI PLTR AAPL AMZN AMD MARA HOOD SOFI AMC SNOW MSTR TGT PFE GOOGL ACHR INTC C RIVN

Option IV into quarter results

Analog Devices (ADI) November 29 weekly call option implied volatility is at 52, December is at 33; compared to its 52-week range of 20 to 51 into the expected release of quarter results before the bell on November 26.

Dell Technologies (DELL) November 29 weekly call option implied volatility is at 110, December is at 61; compared to its 52-week range of 23 to into the expected release of quarter results after the bell on November 26.

CrowdStrike (CRWD) November 29 weekly call option implied volatility is at 93, December is at 54; compared to its 52-week range of 29 to 74 into the expected release of quarter results after the bell on November 26.

Workday (WDAY) November 29 weekly call option implied volatility is at 116, December is at 57; compared to its 52-week range of 22 to 55 into the expected release of quarter results after the bell on November 26.

Autodesk (ADSK) November 29 weekly call option implied volatility is at 92, December is at 43; compared to its 52-week range of 22 to 46 into the expected release of quarter results after the bell on November 26. Call put ratio 1 call to 2.2 puts with focus on November weekly 300 and 305 puts.

HP Inc (HPQ) November 29 weekly call option implied volatility is at 98, December is at 48; compared to its 52-week range of 26 to 85 into the expected release of quarter results after the bell on November 26. Call put ratio 2.5 calls to 1 put with focus on January 40 calls.

Best Buy (BBY) November 29 weekly call option implied volatility is at 107, December is at 51; compared to its 52-week range of 22 to 48 into the expected release of quarter results before the bell on November 26. Call put ratio 1.9 calls to 1 put as share price up 6%.

Burlington Stores (BURL) November 29 weekly call option implied volatility is at 110, December is at 56; compared to its 52-week range of 22 to 55 into the expected release of quarter results before the bell on November 26.

Dick’s Sporting Goods (DKS) November 29 weekly call option implied volatility is at 119, December is at 59; compared to its 52-week range of 25 to 61 into the expected release of quarter results before the bell on November 26.

The J.M Smucker Company (SJM) December call option implied volatility is at 33, January is at 28; compared to its 52-week range of 18 to 67 into the expected release of quarter results before the bell on November 26.

Abercrombie & Fitch (ANF) November 29 weekly call option implied volatility is at 166, December is at 110; compared to its 52-week range of 37 to 91 into the expected release of quarter results before the bell on November 26.

Macy’s (M) November 29 weekly call option implied volatility is at 64, December is at 67; compared to its 52-week range of 35 to 68 into the expected release of quarter results before the bell on November 26.

Urban Outfitters (URBN) November 29 weekly call option implied volatility is at 119, December is at 57; compared to its 52-week range of 28 to 62 into the expected release of quarter results after the bell on November 26.

Ambarella (AMBA) November 29 weekly call option implied volatility is at 157, December is at 73; compared to its 52-week range of 36 to 79 into the expected release of quarter results after the bell on November 26.

Kohl’s (KSS) November 29 weekly call option implied volatility is at 148, December is at 78; compared to its 52-week range of 40 to 80 into the expected release of quarter results before the bell on November 26.

Nordstrom (JWN) November 29 weekly call option implied volatility is at 138, December is at 53; compared to its 52-week range of 29 to 68 into the expected release of quarter results before the bell on November 26. December 25 calls active on 2500 contracts.

Options with decreasing option implied volatility: SMCI BBIO SYM DJT GAP NVDL ZIM SNOW TGT PANW WSM NTAP ROST NVDA PDD TCOM BBWI WMT DE TJX CPRT INTU MDT LOW
Increasing unusual option volume: RGTI KULR KODK NNE MSTZ QBTS PAGP ACHR BRZE LPLA HNST VUZI BBIO SRRK CNH IPG
Increasing unusual call option volume: RGTI KULR NNE MSTZ QBTS KODK BRZE ACHR HNST ESTC BBIO WSM VUZI IPG AEO
Increasing unusual put option volume: JBHT MPWR SAVA SRRK ACHR M RCAT EH BLNK ARKG MSTX DLR OKLO