Mid-session IV Report October 23, 2024

Mid-session IV Report October 23, 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: NTAP MCD WMT TGT ACB CI

Popular stocks with increasing volume: MCD BA KO SMCI PLTR T TXN ARM HSY

Active options: NVDA TSLA AAPL AMZN SBUX META ENPH AMD MCD MSFT BA KO DJT SAVE SMCI PLTR T MARA TXN ARM

Option IV into quarter results

Union Pacific (UNP) October 25 weekly call option implied volatility is at 52, November is at 28; compared to its 52-week range of 15 to 29 into the expected release of quarter results before the bell on October 24. Call put ratio 8.5 calls to 1 put with focus on October 25 weekly 252.50 calls.

Honeywell (HON) October 25 weekly call option implied volatility is at 61, November is at 27; compared to its 52-week range of 13 to 25 into the expected release of quarter results before the bell on October 24.

United Parcel (UPS) October 25 weekly call option implied volatility is at 100, November is at 39; compared to its 52-week range of 18 to 37 into the expected release of quarter results before the bell on October 24.

Northrup Grumman (NOC) October 25 weekly call option implied volatility is at 63, November is at 28; compared to its 52-week range of 14 to 26 into the expected release of quarter results before the bell on October 24. Call put ratio 1 call to 1.7 puts.

Carrier Global (CARR) October 25 weekly call option implied volatility is at 41, November is at 33; compared to its 52-week range of 20 to 70 into the expected release of quarter results before the bell on October 24.

Capital One (COF) October 25 weekly call option implied volatility is at 69, November is at 48; compared to its 52-week range of 21 to 53 into the expected release of quarter results after the bell on October 24.

L3Harris Technologies (LHX) November call option implied volatility is at 29, December is at 24; compared to its 52-week range of 13 to 64 into the expected release of quarter results after the bell on October 24.

Deckers Brands (DECK) October 25 weekly call option implied volatility is at 142, November is at 61; compared to its 52-week range of 21 to 57 into the expected release of quarter results after the bell on October 24.

Western Digital (WDC) October 25 weekly call option implied volatility is at 123, November is at 57; compared to its 52-week range of 28 to 59 into the expected release of quarter results after the bell on October 24. Call put ratio 7.6 calls to 1 put with focus on November 70 calls.

Options with decreasing option implied volatility: FWRD MAXN NFLX ALLY ISRG MMM APH DHR AXP RTX T TMO VOD VZ PG
Increasing unusual option volume: TIGR UPWK CP LRN TRU GPC OVV HMY ALTM BXMT
Increasing unusual call option volume: CP UPWK TIGR LRN OVV QSR HMY JOBY ACHR STX
Increasing unusual put option volume: ALTM TIGR OKLO BXMT UAA SA MCD STX TT BSX TXN ENPH