Mid-session IV Report October 16, 2024

Mid-session IV Report October 16, 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: MAXN OKLO RUM SMR AAP ZI MNDY SE SPOT DIS CSCO WVE SMR OKLO PLCE FLR

Popular stocks with increasing volume: INTC UAL SMCI SOFI MARA COIN MS CSCO

Active options: NVDA TSLA AAPL PLTR INTC AMD UAL SMCI MSFT META SOFI MARA COIN MS AMZN DKT CSCO CCJ OKO MSTR

NVIDIA (NVDA) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 89. Call put ratio 1.9 calls to 1 put as share price up 1%.

Option implied volatility into quarter results

Alcoa (AA) October call option implied volatility is at 94, November is at 53; compared to its 52-week range of 42 to 61 into the expected release of quarter results today after the bell.

SL Green (SLG) October call option implied volatility is at 87, November is at 45; compared to its 52-week range of 36 to 101 into the expected release of quarter results today after the bell.

Taiwan Semiconductor (TSM) October call option implied volatility is at 91, November is at 46; 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 put.

Netflix (NFLX) October call option implied volatility is at 126, November is at 44; compared to its 52-week range of 24 to 50 into the expected release of quarter results before the bell on October 17. Call put ratio 1 call to 1 put.

Intuitive Surgical (ISRG) October call option implied volatility is at 89, November is at 36; compared to its 52-week range of 19 to 44 into the expected release after the bell on October 17. Call put ratio 1.5 calls to 1 put.

Elevance Health (ELV) October call option implied volatility is at 112, November is at 34; compared to its 52-week range of 12 to 36 into the expected release before the bell on October 17. Call put ratio 1 call to 1.9 puts.

Blackstone (BX) October call option implied volatility is at 58, November is at 35; compared to its 52-week range of 25 to 42 into the of quarter results expected to be release before the bell on October 17.

Truist Financial (TFC) October call option implied volatility is at 64, November is at 35; compared to its 52-week range of 64 to 34 quarter results into the expected release before the bell on October 17. Call put ratio 3.1 calls to 1 put with focus on November 45 calls as share price up 1.4%.

Travelers (TRV) October call option implied volatility is at 75, November is at 32; compared to its 52-week range of 13 to 59 into the expected release of quarter results before the bell on October 17.

Western Alliance (WAL) October call option implied volatility is at 111, November is at 49; compared to its 52-week range of 33 to 60 into the expected release of quarter results after the bell on October 17. Call put ratio 14 calls to 1 put with a focus on November 95 and 100 calls.

Alaska Air Group (ALK) October call option implied volatility is at 55, November is at 42; compared to its 52-week range of 27 to 79 into the expected release of quarter results on October 17. Call put ratio 2.5 calls to 1 put with focus on January 47.50 calls.

M&T Bank (MTB) October call option implied volatility is at 72, November is at 35; compared to its 52-week range of 20 to 74 into the expected release of quarter results before the bell on October 17. Call put ratio 4 calls to 1 put with focus on October 195 calls.

KeyCorp (KEY) October call option implied volatility is at 70, November is at 39; compared to its 52-week range of 24 to 99 into the expected release of quarter results before the bell on October 17. Call put ratio 1.8 calls to 1 put.

Morgan Stanely (MS) October call option implied volatility is at 38, November is at 26; compared to its 52-week range of 18 to 37 into the expected release of quarter results of quarter results before the bell on October 17.

Options with decreasing option implied volatility: AEHR APLD EXEL YINN ALTM ASHR FUTU WBA PARA WEAT ABT
Increasing unusual option volume: ARQT WSC ICLN FLR OKLO LEU LAC ERIC ASHR JBHT NVCR SMR LRN
Increasing unusual call option volume: ARQT WSC FLR LEU ASHR OKLO ICLN SMR NVCR ERIC TIGR
Increasing unusual put option volume: LAC ICLN EWW CNC CVE OKLO MGNI CRH IBKR ASML UAL