Mid-session IV Report November 5, 2024

Mid-session IV Report November 5, 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: SMCI ACB IOT FL OKTA DG DLTR S PATH LULU HPE ZS K VOD

Popular stocks with increasing volume: SOFI BA INTC HOOD COIN

Active options: PLTR TSLA NVDA DJT AAPL SMCI SOFI BA INTC MSTR AMZN HIMS AMD MSFT META HOOD GOOGL COIN MARA GME

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of 10 to 29 into elections and FOMC policy meeting.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 22; compared to its 52-week range of 14 to 37 as share price up 1% into elections and FOMC policy meeting.

Option IV into quarter results

Super Micro Computer (SMCI) November 8 weekly call option implied volatility is at 320, November is at 220; compared to its 52-week range of 54 to 175 into the expected release of quarter results today after the bell.

Novo Nordisk (NVO) November 8 weekly call option implied volatility is at 93, November is at 60; 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 8 weekly call option implied volatility is at 110, November is at 66; compared to its 52-week range of 25 to 48 into the expected release of quarter results on November 6.

Arm Holdings (ARM) November 8 weekly call option implied volatility is at 150, November is at 96; 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 8 weekly call option implied volatility is at 106, November is at 67; compared to its 52-week range of 21 to 51 into the expected release of quarter results before the bell on November 6. Call put ratio 1 call to 1.4 puts with focus on November 8 weekly 55 puts.

Applovin (AAP) November 8 weekly call option implied volatility is at 190, November is at 114; compared to its 52-week range of 38 to 94 into the expected release of quarter results after the bell on November 6. Call put ratio 7.6 calls to put with focus on January 200 and 250 calls.

Qualcomm (QCOM) November 8 weekly call option implied volatility is at 112, November is at 70; compared to its 52-week range of 22 to 53 into the expected release of quarter results after the bell on November 6. Call put ratio 3 calls to 1 put with focus on November 22 weekly 185 calls.

HubSpot (HUBS) November 8 weekly call option implied volatility is at 70, November is at 43; compared to its 52-week range of 31 to 78 into the expected release of quarter results after the bell on November 6.

Teva (TEVA) November 8 weekly call option implied volatility is at 116, November is at 71; compared to its 52-week range of 28 to 54 into the expected release of quarter results before the bell on November 6.

Zillow (Z) November 11 weekly call option implied volatility is at 149, November is at 96; compared to its 52-week range of into the expected release of quarter results after the bell on November 6. Call put ratio 4 calls to 1 put with focus on November 75 calls.

Arista Networks (ANET) November 8 weekly call option implied volatility is at 125, November is at 80; compared to its 52-week range of 27 to 70 into the expected release of quarter results after the bell on November 7.

Airbnb (ABNB) November 8 weekly call option implied volatility is at 116, November is at 72; compared to its 52-week range of 25 to 62 into the expected release of quarter results after the bell on November 7. Call put ratio 2.6 calls to 1 put with focus on December 135 calls.

Options with decreasing option implied volatility: SNAP CFLT PTON ROKU CRMD ENVX ARDX TEAM IBRX NXT TGTX SHAK CVNA LMND RBLX CAR ETSY DOCN RDDT
Increasing unusual option volume: MQ SYF ICLN AKBA TAL GSAT RYAM REAL GOGO PAYO ALAB TSEM BEN MED RACE
Increasing unusual call option volume: SYF MQ ICLN TAL AKBA FND GSAT RYAM VNO ALAB GOGO
Increasing unusual put option volume: BEN XLB AEM RACE EMB NXPI LYB ADM NVAX MSTX CME HIMS AUG