Mid-session IV Report October 21, 2024

Mid-session IV Report October 21, 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: OKLO SMR RUM CI TGT K NMRA OKLO EH NVDL BEPC SYM ZIM NVDA CI TGT CDE PANW TMF JWN DE TJX WMT ZM

Popular stocks with increasing volume: BA SOFI KHC SMCI COIN PLTR HOOD MSTR AAL NIO

Active options: NVDA TSLA AAPL AMZN MARA BA SOFI KHC AMD SMCI COIN PLTR HOOD SAVE META MSTR DJT AAL NFLX NIO

Option IV into quarter results

GE Aerospace (GE) October 25 weekly call option implied volatility is at 57, November is at 35 compared to its 52-week range of 33 to 43. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on October 22.

Danaher (DHR) October 25 weekly call option implied volatility is at 59, November is at 32; compared to its 52-week range of 16 to 33; into the expected release of quarter results before the bell on October 22.

Philip Morris (PM) October 25 weekly call option implied volatility is at 47, November is at 28; compared to its 52-week range of 13 to 25; into the expected release of quarter results before the bell on October 22. Call put ratio 2 calls to 1 put.

Verizon (VZ) October 25 weekly call option implied volatility is at 50, 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 22. Call put ratio 1 call to 1 put.

Texas Instruments (TXN) October 25 weekly call option implied volatility is at 62, November is at 39; compared to its 52-week range of 18 to 41; into the expected release of quarter results before the bell on October 22.

RTX (RTX) October 25 weekly call option implied volatility is at 54, November is at 29; compared to its 52-week range of 13 to 30; into the expected release of quarter results before the bell on October 22. Call put ratio 2 calls to 1 put.

Lockheed Martin (LMT) October 25 weekly call option implied volatility is at 47, November is at 28; compared to its 52-week range of 12 to 26; into the expected release of quarter results before the bell on October 22.

Sherwin Williams (SHW) November call option implied volatility is at 30, December is at 26; compared to its 52-week range of 16 to 57; into the expected release of quarter results before the bell on October 22.

Fiserv (FI) October 25 weekly call option implied volatility is at 47, November is at 27; compared to its 52-week range of 13 to 30; into the expected release of quarter results before the bell on October 22.

3M (MMM) October 25 weekly call option implied volatility is at 95, November is at 57; compared to its 52-week range of 19 to 40; into the expected release of quarter results before the bell on October 22.

General Motors (GM) October 25 weekly call option implied volatility is at 65, November is at 40; compared to its 52-week range of 21 to 47; into the expected release of quarter results before the bell on October 22.

Kimberly-Clark (KMB) October 25 weekly call option implied volatility is at 45, November is at 24; compared to its 52-week range of 12 to 24; into the expected release of quarter results before the bell on October 22.

Baker Hughes (BKR) November call option implied volatility is at 36, December is at 30; compared to its 52-week range of 21 to 69; into the expected release of quarter results after the bell on October 22. Call put ratio 1 call to 2.2 puts.

Archer Daniels (ADM) October 25 weekly call option implied volatility is at 32, November is at 30; compared to its 52-week range of 17 to 43; into the expected release of quarter results on October 22.

Seagate (STX) October 25 weekly call option implied volatility is at 90, November is at 48; compared to its 52-week range of 25 to 46; into the expected release of quarter results after the bell on October 22.

Tesla (TSLA) October 25 weekly call option implied volatility is at 83, November is at 56; compared to its 52-week range of 40 to 76; into the expected release of quarter results after the bell on October 23. Call put ratio 1.3 calls to 1 put.

Options with decreasing option implied volatility: EXEL MAXN WBA FWRD NFLX SCHW ISRG
Increasing unusual option volume: WSC TIGR IHI LODE LEU OKLO BMBL SAP UROY
Increasing unusual call option volume: WSC TIGR BMBL LODE KHC LEU OKLO UROY BZ GEVO KNX
Increasing unusual put option volume: EH OKLO AZUL EVGO ICLN TIGR SAVE FSM MSTX SGMO TMDX