Mid-session IV Report November 26, 2024

Mid-session IV Report November 26, 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: ACHR JOBY AES UUP MSTX ASPI

Popular stocks with increasing volume: RIVN SMCI PLTR MSTR NIO KSS INTC ZM GM

Active options: NVDA TSLA AMZN AAPL AMD RIVN SMCI PLTR MARA META MSTR MSFT NIO GME RKLB KSS INTC ZM GOOGL GM

Option IV into quarter results

Dell Technologies (DELL) November 29 weekly call option implied volatility is at 131, December is at 62; compared to its 52-week range of 23 to into the expected release of quarter results today after the bell.

CrowdStrike (CRWD) November 29 weekly call option implied volatility is at 111, December is at 55; compared to its 52-week range of 29 to 74 into the expected release of quarter results today after the bell.

Workday (WDAY) November 29 weekly call option implied volatility is at 133, December is at 57; compared to its 52-week range of 22 to 55 into the expected release of quarter results today after the bell. Call put ratio 5.3 calls to 1 put with focus on November 29 weekly 270 calls and puts.

HP Inc (HPQ) November 29 weekly call option implied volatility is at 111, December is at 48; compared to its 52-week range of 26 to 85 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts with focus on November 29 weekly 39 calls.

Urban Outfitters (URBN) November 29 weekly call option implied volatility is at 139, December is at 62; compared to its 52-week range of 28 to 62 into the expected release of quarter results today after the bell.

Ambarella (AMBA) November 29 weekly call option implied volatility is at 184, December is at 75; compared to its 52-week range of 36 to 79 into the expected release of quarter results today after the bell.

Nordstrom (JWN) November 29 weekly call option implied volatility is at 233, December is at 66; compared to its 52-week range of 29 to 68 into the expected release of quarter results today after the bell. Call put ratio 6.2 calls to 1 put with focus on December 24 and 25 calls.

Options with decreasing option implied volatility: BBIO MSOX GAP ZIM DJT SNOW AMGN ANF NVDL WSM LSS NVDX TGT PANW BURL BBWI DKS NTAP ZM ROST PDD NVDA BBY DE CPRT DFS
Increasing unusual option volume: KULR RGTI HPP MSTZ ARQT NNE QBTS VUZI KODK PL SIGA EWW
Increasing unusual call option volume: KULR RGTI MSTZ NNE QBTS PL DKS SJM VUZI ARQT KODK SIGA SMTC WSM RDW HST AMGN BLBD
Increasing unusual put option volume: CWH ACHR EWW KSS DT TSN BURL NFE MDY BBAI RCAT ZM OKE