Mid-session IV Report November 27, 2024

Mid-session IV Report November 27, 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 RCAT BHC JOBY UUP KODK SYM HL PARA HYG

Popular stocks with increasing volume: SMCI DELL RIVN PLTR MSTR TLT CRWD BABA       

Active options: NVDA QQQQ TSLA AMZN AAPL SMCI DELL RIVN PLTR AMD MSTR TLT MARA IREN CRWD META BABA TQQQ ACHR HIMS       

Option IV into end of month

NVIDIA (NVDA) 30-day option implied volatility is at 38 compared to its 52-week range of 32 to 89. Call put ratio 1.5 calls to 1 put as share price down 2.9%.

Tesla (TSLA) 30-day option implied volatility is at 51; compared to its 52-week range of 40 to 76. Call put ratio 1 call to 1 put as share price down 2%.

Palantir (PLTR) 30-day option implied volatility is at 52; compared to its 52-week range of 36 to 87. Call put ratio 1.6 calls to 1 put with focus on December 27 weekly 85 calls.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 162; compared to its 52-week range of 59 to 221. Call put ratio 1.4 calls to 1 put with focus on December 6 weekly 135 puts.

AppLovin (APP) 30-day option implied volatility is at 65; compared to its 52-week range of 38 to 94. Call put ratio 2.3 calls to 1.1 put as share price pulls back from record high.

Options with decreasing option implied volatility: GAP BBIO ZETA DJT NVDL SNOW AMGN NVDX ANF KSS BBWI BURL PANW NTAP DKS WDAY CRWD
Increasing unusual option volume: KODK KULR PNR OLLI NTNX OMF AMBA MSTZ VRSN AER ARWR SAP TSEM RGTI ACHR WDAY
Increasing unusual call option volume: KULR KODK OMF NTNX MSTZ ARWR AMBA ACHR HBI WDAY SYM JWN
Increasing unusual put option volume: OLLI TKO VRSN ACHR JWN SAP URBN SMTC WDAY BE FXY MSTX IOT