Mid-session IV Report November 4, 2024

Mid-session IV Report November 4, 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 volatility: SAVA SMCI ACB IEP FL LABD IOT DG SVIX OKTA ASAN S GTLB ZS LULU K KR HPE

Popular stocks with increasing volume: PLTR SOFI PFE HOOD SNAP F MSTR

Active options: NVDA TSLA SMCI AAPL PLTR DJT AMZN AMD INTC META MARA GOOGL SOFI PFE HOOD SNAP F MSTR MSFT VKTX

Option IV into for Interest rate – bond into elections, FOMC

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 44. Call put ratio 3.3 calls to 1 put with focus on November 40 calls.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 20; compared to its 52-week range of 11 to 24. Call put ratio 1 call to 1.1 puts.

Option IV into quarter results, elections and FOMC meeting

NXP Semiconductors (NXPI) November 11 weekly call option implied volatility is at 83, November is at 61; compared to its 52-week range of 25 to 49 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.3 puts.

Palantir (PLTR) November 11 weekly call option implied volatility is at 160, November is at 105; compared to its 52-week range of 36 to 87 into the expected release of quarter results today after the bell.

Ferrari N.V (RACE) November call option implied volatility is at 46, December is at 32; compared to its 52-week range of 17 to 37 into the expected release of quarter results before the bell on November 5. Call put ratio 1 call to 2.6 puts with focus on November 440 puts.

Apollo Global (APO) November 11 weekly call option implied volatility is at 73, November is at 52; compared to its 52-week range of 22 to 43 into the expected release of quarter results before the bell on November 5.

Coupang (CPNG) November 11 weekly call option implied volatility is at 103, November is at 69; compared to its 52-week range of 27 to 63 into the expected release of quarter results after the bell on November 5.

Cummins (CMI) November 11 weekly call option implied volatility is at 46, November is at 31; compared to its 52-week range of 18 to 68 into the expected release of quarter results before the bell on November 5.

Yum Brands (YUM) November call option implied volatility is at 38, December is at 28; compared to its 52-week range of 14 to 33 into the expected release of quarter results before the bell on November 5.

DuPont (DD) November 11 weekly call option implied volatility is at 73, November is at 48; compared to its 52-week range of 14 to 36 into the expected release of quarter results before the bell on November 5.

Archer Danials (ADM) November 11 weekly call option implied volatility is at 50, November is at 37; compared to its 52-week range of 17 to 46 into the expected release of quarter results before the bell on November 5.

Devon Energy (DVN) November 11 weekly call option implied volatility is at 65, November is at 51; compared to its 52-week range of 21 to 43 into the expected release of quarter results before the bell on November 5.

Marathon Petroleum (MPC) November 11 weekly call option implied volatility is at 61, November is at 59; compared to its 52-week range of 24 to 44 into the expected release of quarter results before the bell on November 5.

Emerson Electric (EMR) November 11 weekly call option implied volatility is at 74, November is at 51; compared to its 52-week range of 13 to 42 into the expected release of quarter results before the bell on November 5.

Novo Nordisk (NVO) November 11 weekly call option implied volatility is at 82, November is at 58; compared to its 52-week range of 23 to 47 into the expected release of quarter results before the bell on November 6.

MeradoLibre (MELI) November 11 weekly call option implied volatility is at 96, November is at 65; compared to its 52-week range of 25 to 48 into the expected release of quarter results on November 6.

Arm Holdings (ARM) November 11 weekly call option implied volatility is at 133, November is at 93; compared to its 52-week range of 35 to 170 into the expected release of quarter results after the bell on November 6.

CVS Health (CVS) November 11 weekly call option implied volatility is at 88, November is at 61; compared to its 52-week range of 21 to 51 into the expected release of quarter results before

Options with decreasing option implied volatility: SNAP IBRX YANG ROKU ARDX PTON TEAM RBLX NXT CVNA BHC SHAK SOFI ETSY LMND VFC TWLO F CROX PYPL DOCN RDDT
Increasing unusual option volume: GSAT PEG ERIC ZTS TIGR
Increasing unusual call option volume: GSAT ERIC NTR CP EGY TRP ALTO SWBI
Increasing unusual put option volume: EWW SABR ZTS CNC EMB TIGR SIL QSR