Mid-session IV Report November 6, 2024

Mid-session IV Report November 6, 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: IOT FL OKTA ACI DG ASAN GTLB PATH S K PACS CONY INCY

Popular stocks with increasing volume: C INTC AMD BAC COIN SOFI F MSTR

Active options: TSLA NVDA SMCI DJT PLTR AMZN AAPL C INTC GOOGL AMD BAC COIN SOFI MSFT F META MARA HOOD MSTR

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 13; compared to its 52-week range of 10 to 29 into FOMC policy meeting.

PowerShares QQQ Trust (QQQ) PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 37 as share price up 2% into FOMC policy meeting.

Option IV into quarter results

Arista Networks (ANET) November 8 weekly call option implied volatility is at 148, 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 139, November is at 74; 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 1 call to 1 put.

Petrobras (PBR) November 8 weekly call option implied volatility is at 59, November is at 38; compared to its 52-week range of 24 to 60 into the expected release of quarter results after the bell on November 7.

Motorola Solutions (MSI) November call option implied volatility is at 39, December is at 25; compared to its 52-week range of 12 to 52 into the expected release of quarter results after the bell on November 7.

EOG Resources (EOG) November 8 weekly call option implied volatility is at 62, November is at 37; compared to its 52-week range of 19 to 34 into the expected release of quarter results after the bell on November 7.

Datadog (DDOG) November 8 weekly call option implied volatility is at 150, November is at 79; compared to its 52-week range of 30 to 71 into the expected release of quarter results before the bell on November 7.

Kenvue (KVUE) November 8 weekly call option implied volatility is at 99, November is at 47; compared to its 52-week range of 18 to 50 into the expected release of quarter results before the bell on November 7.

Monster Beverage (MNST) November 8 weekly call option implied volatility is at 99, November is at 51; compared to its 52-week range of 16 to 69 into the expected release of quarter results before the bell on November 7.

Square (SQ) November 8 weekly call option implied volatility is at 160, November is at 87; compared to its 52-week range of 37 to 32 into the expected release of quarter results after the bell on November 7.

Options with decreasing option implied volatility: CGLT DJT PTON OSCR ROKU GEO NXT ARDX RBLX TGTX CVNA TEAM ETSY IBRX CAR DOCN HIMS
Increasing unusual option volume: BBAR STLD CP SMCX INCY WSC ROOT ARES PTEN DOV EWW
Increasing unusual call option volume: BBAR STLD INCY WSC CP ROOT AMBC OMF CNC
Increasing unusual put option volume: EQNR EWW PTEN OWL FND EMB MSOX AES LYV