Mid-session IV Report October 1, 2024

Mid-session IV Report October 1, 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: FUTU NIO BILI EBS XPEV CVNA WB RBLX ASPN LI MGNI ACMR VTLE BEKE LMND JD SHAK SOFI ASHR VFC PDD AMZN BILL EL PYPL PINS

Popular stocks with increasing volume: BABA BA WMT CCL MU OXY MSTR PDD

Active options: NVDA AAPL TSLA GOOGL AMZN META SMCI NIO AMD BABA GOOG BA WMT MSFT CCL MU OXY MSTR DJT PDD

Aero space-defense–tech stock option implied volatility amid Middle-east headlines

Lockheed Martin (LMT) 30-day option implied volatility is at 22; compared to its 52-week range of 12 to 28. Call put ratio 3.8 calls to 1 put with focus on October 595 calls as share price up 2.3%.

Northrop Grumman (NOC) 30-day option implied volatility is at 26; compared to its 52-week range of 14 to 30. Call put ratio 7.3 calls to 1 put with focus on October 4 weekly calls.

Raytheon Technologies (RTX) 30-day option implied volatility is at 25; compared to its 52-week range of 13 to 33. Call put ratio 19 calls to 1 put with focus on October 135 calls.

General Dynamics (GD) 30-day option implied volatility is at 22; compared to its 52-week range of 12 to 26. Call put ratio 5.4 calls to 1 put with focus on October 4 weekly calls.

L3Harris Technologies (LHX) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 64. Call put ratio 3.8 calls to 1 put with focus on October 270 calls as share price up 2.5%.

HII (HII) 30-day option implied volatility is at 25; compared to its 52-week range of 14 to 65.

Honeywell (HON) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 26. Call put ratio 31 calls to 1 put with focus on December 200 calls.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 33; compared to its 52-week range of 16 to 86.

GE Aerospace (GE) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 43. Call put ratio 2.5 calls to 1 put.

Boeing (BA) 30-day option implied volatility is at 47; compared to its 52-week range of 22 to 46. Call put ratio 2.1 calls to 1 put.

Palantir (PLTR) 30-day option implied volatility is at 46; compared to its 52-week range of 36 to 87. Call put ratio 1.1 calls to 1 put as share price down 1.8%.

Palo Alto Networks (PANW) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 60. Call put ratio 2.1 calls to 1 put as share price down 2.5%.

Commodity price option IV

United States Oil Fund (USO) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 42. Call put ratio 4.5 calls to 1 put with focus on November 71 calls as WTI crude prices trades $70.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 32. Call put ratio 5.8 calls to 1 put as WTI crude trades $70.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 40 as gold trades above $2687. Call put ratio 1.7 calls to 1 put as share price up 1%.

iShares Silver Trust (SLV) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 40 as share price up 1%. Call put ratio 6 calls to 1 put with focus on November weekly calls.

Freeport-McMoran (FCX) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 48. Call put ratio 1.3 calls to 1.

Option IV into quarter results

Nike (NKE) October 4 weekly call option implied volatility is at 97, October is at 47; compared to its 52-week range of 19 to 43 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts with a focus on June 90 and 100 calls.

Lamb Weston (LW) October call option implied volatility is at 71, November is at 52; compared to its 52-week range of 17 to 73 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.5 puts.

Levi Strauss (LEVI) October call option implied volatility is at 58, November is at 46; compared to its 52-week range of 23 to 83 into the expected release of quarter results after the bell on October 2.

Conagra (CAG) October weekly call option implied volatility is at 53, October is at 29; compared to its 52-week range of 14 to 31 into the expected release of quarter results before the bell on October 2.

Tilray (TLRY) October call option implied volatility is at 137, November is at 78; compared to its 52-week range of 47 to 156 into the expected release of quarter results on October 2. Call put ratio 28 calls to 1 put with focus on October 4 weekly calls.

Options with decreasing option implied volatility: KMX SPOT MU CAN PAYX
Increasing unusual option volume: TIGR APLT UNFI CAPR MCHI CARR MJ MKC ASHR
Increasing unusual call option volume: MCHI TIGR UNFI CAPR MKC MJ ASHR TAL NFE PH SGML
Increasing unusual put option volume: CARR EH NFE BTDR INMD UUP YANG MGNI MKC ASHR DBI