Mid-session IV Report November 8, 2024

Mid-session IV Report November 8, 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: OKTA FL ASAN IOT PATH INDI ETNB BYND HIMS HYG

Popular stocks with increasing volume: DKNG SMCI DJT COIN UPST RIVN LCID C BABA ABNB TSM INTC

Active options: TSLA NVDA AAPL AMD AMZN PLTR DKNG SMCI DJT COIN UPST RIVN LCID C BABA GOOGL ABNB TSM INTC

Option movers

Tesla (TSLA) 30-day option implied volatility is at 59; compared to its 52-week range of 40 to 76. Call put ratio 1.9 calls to 1 put with focus on November 15 calls as share price up 5.6%.

NVIDIA (NVDA) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 89. Call put ratio 1.5 calls to 1 put as share price down 1.6% after addition to Dow Jones Industrial Average.

Trump Media (DJT) 30-day option implied volatility is at 194; compared to its 52-week range of 73 to 768. Call put ratio 1.6 calls to 1 put as share price up 8.9% after Trump says ‘no intention’ of selling shares.

Option IV into quarter results

Live Nation (LYV) November call option implied volatility is at 60, December is at 35; compared to its 52-week range of 23 to 77 into the expected release of quarter results after the bell on November 11. Call put ratio 1 call to 14 puts with focus on November 110 and 115 puts.

monday.com Ltd. (MNDY) November call option implied volatility is at 136, December is at 56; compared to its 52-week range of 34 to 95 into the expected release of quarter results before the bell on November 11. Call put ratio 1 call to 6.3 puts with focus on November 290 and 300 puts.

EchoStar (SATS) November call option implied volatility is at 130, December is at 80; compared to its 52-week range of 52 to 112 into the expected release of quarter results on November 11.

Grab Holdings (GRAB) November call option implied volatility is at 85, December is at 52; compared to its 52-week range of 23 to 76 into the expected release of quarter results after the bell on November 11. Call put ratio 75 calls to 1 put with focus on November 4 and 4.5 calls.

Options with decreasing option implied volatility: DJT OSCR SG ALAB RUN FSLY SMCI SEDG MGNI EBS ELF AAOI ASPN BMBL TGTX PINS
Increasing unusual option volume: BLMN INDI EDU PACB ACHR CXW RVNC GSAT HBM ICLN SONY
Increasing unusual call option volume: INDI EDU CXW ACHR SONY PSEC GSAT DOCS HBM ROOT CYH FIVN FIGS MNMD GPRO
Increasing unusual put option volume: ZETA ICLN EH TIGR FYBR DBX AKAM FND BE TIP IOVA AGNC