Mid-session IV Report October 15, 2024

Mid-session IV Report October 15, 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: RUM AAP ZI MNDY SE SPOT DIS CSCO

Popular stocks with increasing volume: SOFI COIN MSTR DJT BAC PLTR BABA WBA PDD SMCI C

Active options: NVDA AAPL TSLA SOFI AMD COIN MSTR DJT BAC PLTR BABA MARA WBA AMZN PDD SMCI C META CLSK GOOGL

NVIDIA (NVDA) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 89. Call put ratio 1.7 calls to 1 put as share price pulls back 4% from record high.

Option implied volatility into quarter results

United Airlines (UAL) October call option implied volatility is at 93, November is at 49; compared to its 52-week range of into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

Abbott Laboratories (ABT) October call option implied volatility is at 54, November is at 27; compared to its 52-week range of 15 to 29 into the expected release of quarter results before the bell on October 16.

Prologis (PLD) October call option implied volatility is at 48, November is at 29; compared to its 52-week range of 19 to 67 into the expected release of quarter results before the bell on October 16.

U.S. Bancorp (USB) October call option implied volatility is at 57, November is at 32; compared to its 52-week range of 22 to 38 into the expected release of quarter results before the bell on October 16.

CSX (CSX) October call option implied volatility is at 50, November is at 31; compared to its 52-week range of 15 to 40 into the expected release of quarter results before the bell on October 16. Call put ratio 10.6 calls to 1 put.

Alcoa (AA) October call option implied volatility is at 88, November is at 51; compared to its 52-week range of 42 to 61 into the expected release of quarter results after the bell on October 16.

SL Green (SLG) October call option implied volatility is at 77, November is at 45; compared to its 52-week range of 36 to 101 into the expected release of quarter results after the bell on October 16.

Taiwan Semiconductor (TSM) October call option implied volatility is at , November is at ; compared to its 52-week range of 22 to 58 into the expected release of quarter results before the bell on October 17. Call put ratio 1 call to 1.2 puts.

Netflix (NFLX) October call option implied volatility is at , November is at ; compared to its 52-week range of 24 to 51 into the expected release of quarter results before the bell on October 17. Call put ratio 1 call to 1 put.

Options with decreasing option implied volatility: MAXN ALTM YINN AEHR APLD WBA EH ASHR DPZ FXI SCHW PGR UNH BAC BK JPM
Increasing un Increasing unusual put option volume usual option volume: CNX TIGR ASHR ERIC JBHT FYBR
Increasing unusual call option volume: ASHR TIGR JBHT ERIC YANG FYBR RUM FHN
Increasing unusual put option volume: EH CHRW CNC ASHR AES EXE TER KWEB MNST TD TT