Mid-session IV Report October 25, 2024

Mid-session IV Report October 25, 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 SAVA CI NTAP ZM PRCT CRMD PBR

Popular stocks with increasing volume: SOFI MSTR SMCI PLTR LVS COIN AAL BABA RIVN BA

Active options: TSLA NVDA SOFI AAPL MSTR SMCI AMD PLTR QS AMZN LVS MARA COIN AAL META BABA GOOGL RIVN BA DJT

Interest rate – bond option IV as the 10-year Treasury yield stays bid

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 47. Call put ratio 2.1 calls to 1 put with focus on November 40 calls.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 20; compared to its 52-week range of 11 to 24. Call put ratio 1.6 calls to 1 put.

Option IV into quarter results

Capital One (COF) October 25 weekly call option implied volatility is at 91, November is at 53; compared to its 52-week range of 21 to 53 into the expected release of quarter results today after the bell.

Deckers Brands (DECK) October 25 weekly call option implied volatility is at 188, November is at 61; compared to its 52-week range of 21 to 57 into the expected release of quarter results today after the bell.

Western Digital (WDC) October 25 weekly call option implied volatility is at 159, November is at 57; compared to its 52-week range of 28 to 59 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put with focus on October 25 weekly 69 calls.

Colgate (CL) October 25 weekly call option implied volatility is at 81, November is at 26; compared to its 52-week range of into the expected release of quarter results before the bell. Call put ratio 5 calls to 1 put on with a focus on October 25 weekly 103 calls.

Centene (CNC) October 25 weekly call option implied volatility is at 150, November is at 51; compared to its 52-week range of into the expected release of quarter results before the bell on October 25. Call put ratio 3.9 calls to 1 put with a focus on October weekly calls.

Sysco Corp. (SYY) 30-day option implied volatility is at 25; compared to its 52-week range of 11 to 62. Call put ratio 1 call to 9 puts with focus on 630 contracts of November 70 puts.

Options with decreasing option implied volatility: OKLO TIGR ALGN ENPH NFLX MMM ISRG EQX ALLY STX IBM NOW UPS HOG APH TXN GM DHR VALE
Increasing unusual option volume: TER CARR LC LILM QS KULR UL GPC VUZI LRCX
Increasing unusual call option volume: LC QS CLS SPGI UUP LRCX VUZI NTLA TIGR UL HAS COUR TSLT
Increasing unusual put option volume: TER CARR NTLA JWN QS BYON THC ALGN TKO LRCX TIGR IBM