Mid-session IV Report October 22, 2024

Mid-session IV Report October 22, 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: TGT CI NTAP WMT K PSTG ST PBR HYG

Popular stocks with increasing volume: GM PDD PLTR VZ GE MMM MSTR SMCI TSM

Active options: NVDA AAPL MSFT TSLA AMD AMZN GM PDD PLTR VZ GE APLD DJT MMM GOOGL META CORZ MSTR SMCI TSM

Option IV into quarter results

Tesla (TSLA) October 25 weekly call option implied volatility is at 90, November is at 57; 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 1.6 calls to 1 put.

Coca-Cola (KO) October 25 weekly call option implied volatility is at 35, November is at 21; compared to its 52-week range of 10 to 21 into the expected release of quarter results before the bell on October 23.

T-Mobile (TMUS) October 25 weekly call option implied volatility is at 50, November is at 28; compared to its 52-week range of 11 to 27 into the expected release of quarter results after the bell on October 23.

Thermo Fisher (TMO) October 25 weekly call option implied volatility is at 56, November is at 29; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell on October 23.

IBM (IBM) October 25 weekly call option implied volatility is at 79, November is at 35; compared to its 52-week range of 13 to 35 into the expected release of quarter results after the bell on October 23.

Service Now (NOW) October 25 weekly call option implied volatility is at 82, November is at 43; compared to its 52-week range of 23 to 44 into the expected release of quarter results after the bell on October 23.

AT&T (T) October 25 weekly call option implied volatility is at 65, November is at 32; compared to its 52-week range of 15 to 30 into the expected release of quarter results before the bell on October 23.

Boston Scientific (BSX) October 25 weekly call option implied volatility is at 71, November is at 35; compared to its 52-week range of 16 to 32 into the expected release of quarter results after the bell on October 23.

Lam Research (LRCX) October 25 weekly call option implied volatility is at 99, November is at 58; compared to its 52-week range of 26 to 58 into the expected release of quarter results after the bell on October 23.

Boeing (BA) October 25 weekly call option implied volatility is at 72, November is at 45; compared to its 52-week range of 22 to 48 into the expected release of quarter results before the bell on October 23.

General Dynamics (GD) October 25 weekly call option implied volatility is at 50, November is at 26; compared to its 52-week range of 12 to 25 into the expected release of quarter results before the bell on October 23.

GE Vernova (GEV) October 25 weekly call option implied volatility is at 82, November is at 55; compared to its 52-week range of 37 to 61 into the expected release of quarter results before the bell on October 23.

Hilton (HLT) November call option implied volatility is at 29, December is at 25; compared to its 52-week range of 17 to 53 into the expected release of quarter results before the bell on October 23. Call put ratio 1 call to 9 puts with focus on November 220 and 230 puts.

United Rentals (URI) October 25 weekly call option implied volatility is at 79, November is at 47; compared to its 52-week range of 28 to 47 into the expected release of quarter results after the bell on October 23.

Deutsche Bank (DB) October 25 weekly call option implied volatility is at 74, November is at 40; compared to its 52-week range of 20 to 43 into the expected release of quarter results before the bell on October 23.

CME Group (CME) November call option implied volatility is at 21, December is at 19; compared to its 52-week range of 15 to 56 into the expected release of quarter results before the bell on October 23. Call put ratio 15 calls to 1 put with focus on November 210, 230 and 240 calls.

Southern Copper (SCCO) November call option implied volatility is at 42, October is at 39; compared to its 52-week range of 26 to 78 into the expected release of quarter results on October 23.

Newmont (NEM) October 25 weekly call option implied volatility is at 67, November is at 39; compared to its 52-week range of 28 to 43 into the expected release of quarter results after the bell on October 23.

Viking Therapeutics (VKTX) October 25 weekly call option implied volatility is at 101, November is at 130; compared to its 52-week range of 51 to 234 into the expected release of quarter results on October 23.

Amazon (AMZN) October 25 weekly call option implied volatility is at 29, November is at 42; compared to its 52-week range of 22 to 49 into the expected release of quarter results after the bell on October 24.

Options with decreasing option implied volatility: WOLF MAXN FWRD NFLX ISRG VALE ALLY MMM DHR AXP ABT ALTM PG
Increasing unusual option volume: IVZ EDR TIGR SAP LOGI AVTR GRAB GPC OKLO SGMO LC GALT
Increasing unusual call option volume: TIGR IVZ GRAB LC LRN SGMO OKLO DECK GEVO LEU GE AVTR SMR PLAY AGI
Increasing unusual put option volume: EDR EMB TIGR AVTR WY SGMO ASPN KDP ASPN GOEV ITB SMR MSTX