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 VKTX UPST AFRM APP ELF EXEL FTNT EXPE PLTR TOST SQ TAN TTD AKAM SONY MCK

Popular stocks with increasing volume: CELH SMCI NKE MSTR CRWD PFE BABA AVGO TLRY

Active options: NVDA TSLA AMZN PLTR AAPL CELH SMCI AMD NKE META APLD DJT MSTR MSFT CRWD PFE BABA GOOGL AVGO TLRY

AMD (AMD) October 11 weekly call option implied volatility is at 83, October is at 50; compared to its 52-week range of 34 to 64 into Advancing AI 2024, an in-person and livestreamed event today. Call put ratio 1.7 calls to 1 put.

Tesla (TSLA) October 11 weekly option implied volatility is at 135, October is at 73; compared to its 52-week range of 40 to 76. Call put ratio 1.6 calls to 1 put into RoboTaxi event.

Pfizer (PFE) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 34 amid headlines. Call put ratio 3.9 calls to 1 put with focus on October 11 weekly 30 calls as share price down 2%.

Option implied volatility into quarter results

J P Morgan (JPM) October 11 weekly call option implied volatility is at 72, October is at 34; 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 84, October is at 41; compared to its 52-week range of 19 to 38 into the expected release of quarter results before the bell on October 11. Call put ratio 2.8 calls to 1 put with focus on October 11 weekly 60 calls.

Progressive (PGR) October call option implied volatility is at 44, November is at 31; 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 2.8 puts.

BlackRock (BLK) October 11 weekly call option implied volatility is at 58, October is at 27; 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 2.2 calls to 1 put.

Bank of New York (BK) October call option implied volatility is at 35, November is at 26; 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 6 calls to 1 put with focus on October 75 and 77.50 calls.

Fastenal (FAST) October call option implied volatility is at 47, November is at 31; 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 FUTU DPZ K
Increasing unusual option volume: HST TIGR MULN GXO ASHR TAL WW TER SAP YANG VUZI PACB EVGO GPN LEU NICE ALTM FUTU APLD GXO
Increasing unusual call option volume: TIGR GXO MULN ASHR TAL WW GPN PACB VUZI EVGO LEU ALTM CELH
Increasing unusual put option volume: YANG TER ASHR LAZR TD APLD FUTU ALTM OVV RKT EVGO CPRT YINN DPZ MCK LPSN