Mid-session IV Report October 11, 2024

Mid-session IV Report October 11, 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: DJT GEO UPST APP FTNT PLTR EXPE WEAT TTD AKAM MCK TTWO TLT HYG UWMC NCNO PARA B

Popular stocks with increasing volume: UBER BAC AVGO SMCI JPM SOFI HOOD MU BABA TSM

Active options: TSLA NVDA PLTR UBER AAPL MSTR BAC AVGO SMI JPM DJT SOFI HOOD META GOOGL MU MSFT MARA BABA TSM

Option IV into quarter results

UnitedHealth Group (UNH) October call option implied volatility is at 44, November is at 33; compared to its 52-week range of 15 to 37 into the expected release of quarter results before the bell on October 15.

China option IV deceases

Pinduoduo (PDD) 30-day option implied volatility is at 53; compared to its 52-week range of 30 to 77. Call put ratio 1.4 calls to 1 put as share price up 2.2%.

JD.com (JD) 30-day option implied volatility is at 64; compared to its 52-week range of 34 to 76. Call put ratio 5.9 calls to 1 put with a focus on October 11 weekly 44 and October 45 calls.

Alibaba (BABA) 30-day option implied volatility is at 54; compared to its 52-week range of 27 to 57. Call put ratio 1.9 calls to 1 put.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 54; compared to its 52-week range of 14 to 66. Call put ratio 2.6 calls to 1 put with a focus on December 33 and 36 calls.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 56; compared to its 52-week range of 25 to 65. Call put ratio 1.1 calls to 1 put on 171K contracts.
iShares China Large-Cap (FXI) 30-day option implied volatility is at 50; compared to its 52-week range of 20 to 54. Call put ratio 5 calls to 1 put on 203K contracts.

Tesla (TSLA) option IV comes in with share price after RoboTaxi

Tesla (TSLA) October 11 weekly option implied volatility is at 95, October is at 50; compared to its 52-week range of 40 to 76. Call put ratio 1.4 calls to 1 put as share price down 8%.

Options with decreasing option implied volatility: ACB FUTU BILI BEKE AEHR DPZ K PEP
Increasing unusual option volume: CNX TPX EDR TIGR ASHR WW NCNO APLT CAPR ACHR TD LXRX PEG ODD STEM TLN VERI FIS YANG
Increasing unusual call option volume: TIGR ASHR WW ACHR LXRX FIS CAPR TLN STEM CLS PCOR FLEX
Increasing unusual put option volume: ASHR TD ICLN YANG OIH DBX YINN ZETA D HTZ AEHR RKT