Mid-session IV Report October 17, 2024

Mid-session IV Report October 17, 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 PGY AAP ZI MNDY SPOT SE FLR DIS CSCO EQX CNC

Popular stocks with increasing volume: TSM SMCI SOFI AVGO MU PLTR BABA NIO MARA MSTR COIN

Active options: NVDA TSLA TSM SMCI AMD AAPL LCID SOFI AVGO MU AMZN PLTR BABA NIO MARA MSTR META COIN MSFT DJT

Movers

Affirm Holdings (AFRM) 30-day option implied volatility is at 93; compared to its 52-week range of 58 to 118. Call put ratio 5.6 calls to 1 put with focus on November 1 weekly 50 calls.

Starbucks (SBUX) 30-day option implied volatility is at 36; compared to its 52-week range of 15 to 43. Call put ratio 1.6 calls to 1 put with focus on October 25 weekly 100 calls.

Roblox (RBLX) 30-day option implied volatility is at 66; compared to its 52-week range of 31 to 87. Call put ratio 1.7 calls to 1 put with a focus on October 41 and 41.50 calls.

Option implied volatility into quarter results

Netflix (NFLX) October call option implied volatility is at 166, November is at 44; compared to its 52-week range of 24 to 50 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Intuitive Surgical (ISRG) October call option implied volatility is at 127, November is at 37; compared to its 52-week range of 19 to 44 into the expected release after the bell on October 17. Call put ratio 1.6 calls to 1 put.

Proctor & Gamble (PG) October call option implied volatility is at 59, November is at 20; compared to its 52-week range of 9 to 21 into the expected of quarter results release before the bell on October 18. Call put ratio 3.4 calls to 1 put with a focus on October 172.50.

American Express (AXP) October call option implied volatility is at 100, November is at 36; compared to its 52-week range of 17 to 35 into the expected release of quarter results before the bell on October 18. Call put ratio 2.3 calls to 1 put.

Schlumberger (SLB) October call option implied volatility is at 70, November is at 35; compared to its 52-week range of 21 to 38 into the expected release of quarter results before the bell on October 18. Call put ratio 1 call to 1.5 puts.

Fifth Third (FITB) October call option implied volatility is at 70, November is at 35; compared to its 52-week range of 21 to 62 into the expected release before the bell on October 18. Call put ratio 3 calls to 1 put with focus on October 46 calls.

Huntington Bancshares (HBAN) October call option implied volatility is at 70, November is at 35; compared to its 52-week range of 19 to 71 into the expected release before the bell on October 18. Call put ratio 4 calls to 1 put with focus on October 15 calls.

Regions Financial (RF) October call option implied volatility is at 99, November is at 39; compared to its 52-week range of 19 to 47 into the expected release before the bell on October 18. Call put ratio 2 calls to 1 put with focus on November 25 calls.

Ally Financial (ALLY) October call option implied volatility is at 170, November is at 49; compared to its 52-week range of 23 to 57 into the expected release before the bell on October 18.

Comerica (CMA) October call option implied volatility is at 120, November is at 44; compared to its 52-week range of 25 to 52 into the expected release before the bell on October 18. Call put ratio 1.8 calls to 1 put with focus on January 62.50 calls.

Options with decreasing option implied volatility: AEHR WBA YINN EXEL WEAT ASHR SCHW FXI UNH BAC PGR ABT BK JNJ
Increasing unusual option volume: CYH GEVO LEU CNH ELV TIGR OKLO CNC SLQT
Increasing unusual call option volume: CYH LEU GEVO ELV LAC TIGR
Increasing unusual put option volume: CNC OKLO ELV CCI CRH ASHR PLNT DNN CSX