Mid-session IV Report November 7, 2024

Mid-session IV Report November 7, 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: FL IOT OKTA ASAN SDOW DQ BAX PBR VALE

Popular stocks with increasing volume: SMCI DJT LYFT INTC COIN QCOM ARM SOFI RIVN BABA

Active options: NVDA TSLA PLTR AMZN AAPL SMCI DJT META AMD LYFT INTC COIN QCOM ARM MSFT GOOGL SOFI ACHR RIVN BABA

Interest rate – bond option IV into FOMC policy decision

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 44. Call put ratio 9.2 calls to 1 put with focus on December calls.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 15; compared to its 52-week range of 11 to 24. Call put ratio 2.4 calls to 1 put.

Option IV into quarter results

Arista Networks (ANET) November 8 weekly call option implied volatility is at 195, November is at 83; compared to its 52-week range of 27 to 70 into the expected release of quarter results today after the bell.

Airbnb (ABNB) November 8 weekly call option implied volatility is at 184, November is at 75; compared to its 52-week range of 25 to 62 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Petrobras (PBR) November 8 weekly call option implied volatility is at 71, November is at 41; compared to its 52-week range of 24 to 60 into the expected release of quarter results today after the bell.

Square (SQ) November 8 weekly call option implied volatility is at 220, November is at 92; compared to its 52-week range of 37 to 32 into the expected release of quarter results today after the bell.

Expedia (EXPE) November 8 weekly call option implied volatility is at 230, November is at 82; compared to its 52-week range of 22 to 64 into the expected release of quarter results today after the bell.

Pinterest (PINS) November 8 weekly call option implied volatility is at 330, November is at 122; compared to its 52-week range of 232 to 75 into the expected release of quarter results today after the bell.

Toast (TOST) November 8 weekly call option implied volatility is at 260, November is at 110; compared to its 52-week range of 37 to 87 into the expected release of quarter results today after the bell.

DraftKings (DKNG) November 8 weekly call option implied volatility is at 227, November is at 103; compared to its 52-week range of 37 to 70 into the expected release of quarter results today after the bell.

Baxter (BAX) November 8 weekly call option implied volatility is at 144, November is at 63; compared to its 52-week range of 18 to 41 into the expected release of quarter results before the bell on November 8. Call put ratio 1 call to 12 puts with a focus on November 35 puts.

Paramount Global (PARA) November 8 weekly call option implied volatility is at 69, November is at 40; compared to its 52-week range of 17 to 87 into the expected release of quarter results before the bell on November 8.

Options with decreasing option implied volatility: DJT OSCR GEO ELF TEAM RUM FSLY TGTX WOLF ARDX BTDR CAR ASPN FSLR
Increasing unusual option volume: HBI SOLV UA GSAT IWN CDLX UAA WWW TRIP
Increasing unusual call option volume: HBI GSAT UA UAA TRIP ACAD WWW MPLX CXW YETI ACHR BROS DASH
Increasing unusual put option volume: BAX TIP UAA MTUM BROS LYB LAZR GEO ASO PLNT TECK FSLY DBX YOU AKAM SGMO