Mid-session IV Report October 14, 2024

Mid-session IV Report October 14, 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: EXEL AAP MNDY TMF SPOT CSCO CRVS VNDA PAY BYND AAP TMF SPOT SE CAVA ONON NU DIS CSCO BTI TSN SCHD ET CPRI TPR

Popular stocks with increasing volume: SMCI MSTR PLTR BABA NIO HOOD INTC COIN ARM AVGO

Active options: NVDA TSLA SOFI AAPL SMCI MSTR PLTR AMD BABA MARA DJT MSFT NIO META HOOD INTC COIN AMZN ARM AVGO

Option implied volatility into quarter results

UnitedHealth Group (UNH) October call option implied volatility is at 54, November is at 34; compared to its 52-week range of 15 to 37 into the expected release of quarter results before the bell on October 15.

Johnson & Johnson (JNJ) October call option implied volatility is at 30, November is at 21; compared to its 52-week range of 12 to 23 into the expected release of quarter results before the bell on October 15.

Bank of America (BAC) into October call option implied volatility is at 44, November is at 29; compared to its 52-week range of 18 to 36 into the expected release of quarter results before the bell on October 15.

Goldman Sachs (GS) October call option implied volatility is at 41, November is at 31; compared to its 52-week range of into the expected release of quarter results before the bell on October 15.

Citigroup (C) October call option implied volatility is at 44, November is at 35; compared to its 52-week range of 21 to 40 into the expected release before the bell on October 15. Call put ratio 4.2 calls to 1 put with focus on November 1 weekly calls for 70c.

Rio Tinto (RIO) October call option implied volatility is at 38, November is at 29; compared to its 52-week range of 20 to 60 into the expected release of quarter results after the bell on October 15.

PNC Financial Services (PNC) October call option implied volatility is at 51, November is at 32; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on October 15.

State Street (STT) October call option implied volatility is at 60, November is at 35; compared to its 52-week range of 17 to 66 into the expected release of quarter results after the bell on October 15. Call put ratio 1 call to 1.9 puts as share price up 1.2%.

United Airlines (UAL) October call option implied volatility is at 80, November is at 48; compared to its 52-week range of into the expected release of quarter results after the bell on October 15.

J.B. Hunt (JBHT) October call option implied volatility is at 64, November is at 38; compared to its 52-week range of 20 to 77 into the expected release of quarter results before the bell on October 15. Call put ratio 1 call to 5.4 puts with focus on October 24 puts.

Walgreens Boots Alliance (WBA) October call option implied volatility is at 150, November is at 88; compared to its 52-week range of 31 to 85 into the expected release of quarter results before the bell on October 15. Call put ratio 2 calls to 1 put with focus on October 9.5 and 10 calls.

Tapestry (TPR) 30-day option implied volatility is at 50; compared to its 52-week range of 24 to 52. Call put ratio 4 calls to 1 put.

Capri Holdings Limited (CPRI) 30-day option implied volatility is at 147; compared to its 52-week range of 8 to 416. Call put ratio 1 call to 5.3 puts with focus on 300 contracts of January 22.50 puts.

Options with decreasing option implied volatility: YINN ASHR APLD XPEV FUTU AEHR BILI BEKE JD DPZ FXI KWEB
Increasing unusual option volume: TIGR WSC ASHR BZ TSEM WW BIRK MULN BTI MSTX TLN BBAI
Increasing unusual call option volume: TIGR WSC ASHR TSEM BIRK WW AVTR BTI MULN SPHR
Increasing unusual put option volume: NTR ASHR TD YANG SWK WEN YINN FAST YUM QSR