Mid-session IV Report October 10, 2024

Mid-session IV Report October 10, 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: GEO DJT UPST ASPN GRPN RUN FTNT EXEL AFRM APP HIMS ELF EXPE PLTR SQ TAN TOST TTD SHOP AKAM WBD CART EW TWLO MELI SONY CPNG ET MER GILD MCK C

Popular stocks with increasing volume: BABA PLTR SMCI BA PDD AVGO NIO MSTR MU CCL
Active options: NVDA TSLA BABA AAPL AMD PLTR SMCI BA META GOOGL PDD AMZN AVGO NIO HOOD MSTR DJT MU CCL SNOW

AMD (AMD) 30-day option implied volatility is at 57; compared to its 52-week range of 34 to 64 into Advancing AI 2024, an in-person and livestreamed event on October 10, 2024. Call put ratio 1.6 calls to 1 put.

Option IV into Hurricane Milton

Lowe’s Cos. (LOW) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 39. Call put ratio 1.3 calls to 1 put into Hurricane Milton.

Home Depot (HD) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 40 into Hurricane Milton. Call put ratio 1.7 calls to 1 put.

Option implied volatility into quarter results

Delta Air Lines (DAL) October 11 weekly call option implied volatility is at 89, October is at 55; compared to its 52-week range of 28 to 47 into the expected release of quarter results before the bell on October 10. Call put ratio 1 call to 1.8 puts with focus on October 11 weekly 50 puts.

Domino’s Pizza (DPZ) October 11 weekly call option implied volatility is at 122, October is at 69; compared to its 52-week range of 19 to 43 into the expected release of quarter results before the bell on October 10. Call put ratio 1.2 calls to 1 put.

Tilray (TLRY) October 11 weekly call option implied volatility is at 210, October is at 135; compared to its 52-week range of into the expected release of quarter results before the bell on October 10. Call put ratio 29 calls to 1 put with focus on October 11 weekly 2 calls.

J P Morgan (JPM) October 11 weekly call option implied volatility is at 57, October is at 35; compared to its 52-week range of 15 to 32 into the expected release of quarter results before the bell on October 11.

Wells Fargo (WFC) October 11 weekly call option implied volatility is at 67, October is at 40; compared to its 52-week range of 19 to 38 into the expected release of quarter results before the bell on October 11.

Progressive (PGR) October call option implied volatility is at 45, November is at 33; compared to its 52-week range of 18 to 66 into the expected release of quarter results before the bell on October 11. Call put ratio 1 call to 1.9 puts.

BlackRock (BLK) October 11 weekly call option implied volatility is at 43, October is at 29; compared to its 52-week range of 16 to 29 into the expected release of quarter results before the bell on October 11. Call put ratio 1 call to 1.1 puts.

Bank of New York (BK) October call option implied volatility is at 37, November is at 28; compared to its 52-week range of 15 to 63 into the expected release of quarter results before the bell on October 11. Call put ratio 21 calls to 1 put with focus on October calls.

Fastenal (FAST) October call option implied volatility is at 46, November is at 33; compared to its 52-week range of 15 to 62 into the expected release of quarter results before the bell on October 11.

Options with decreasing option implied volatility: BILI MAXN JOBY K
Increasing unusual option volume: TIGR ASHR WW ALTM YANG AUR JKS URNM POET
Increasing unusual call option volume: TIGR ASHR WW ALTM IGV YANG JKS MNSO
Increasing unusual put option volume: AUR YANG URNM ALTM LPSN MCHI EH HELE YINN CC EVGO