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: NOVA SAVA IBRX OSCR JOBY JWN TGT K JKS IBRX

Popular stocks with increasing volume: SOFI INTC AVGO CPRI TSM BABA SAVE SMCI BA

Active options: TSLA NVDA AMZN AAPL AMD PLTR SOFI META MARA INTC AVGO CPRI MSFT TSM BABA SAVE SMCI BA GOOGL MSTR

McDonald’s (MCD) 30-day option implied volatility is at 23; compared to its 52-week range of 12 to 27. Call put ratio 1 call to 1.1 puts after CDC reports 26 new E. coli cases.

Option IV into quarter results

Waste Management (WM) November 1 weekly call option implied volatility is at 33, November is at 27; compared to its 52-week range of 11 to 28; into the expected release of quarter results after the bell on October 28. Call put ratio 2 calls to 1 put.

Welltower (WELL) November call option implied volatility is at 31, December is at 24; compared to its 52-week range of 13 to 59; into the expected release of quarter results after the bell on October 28. Call put ratio 1 call to 1 put.

Ford (F) November 1 weekly call option implied volatility is at 54, November is at 41; compared to its 52-week range of 23 to 45; into the expected release of quarter results after the bell on October 28. Call put ratio 3.8 calls to 1 put.

CenterPoint Energy (CNP) November call option implied volatility is at 29, December is at 23; compared to its 52-week range of 12 to 63; into the expected release of quarter results after the bell on October 28. Call put ratio 1.2 calls to 1 put.

SBA Communications (SBAC) November call option implied volatility is at 35, December is at 29; compared to its 52-week range of 21 to 78; into the expected release of quarter results after the bell on October 28.

ON Semiconductor (ON) November 1 weekly call option implied volatility is at 77, November is at 63; compared to its 52-week range of 33 to 68; into the expected release of quarter results before the bell on October 28.

Crane (CR) November call option implied volatility is at 52, December is at 41; compared to its 52-week range of 22 to 81; into the expected release of quarter results after the bell on October 28.

F5 (FFIV) November call option implied volatility is at 40, December is at 24; compared to its 52-week range of 16 to 61; into the expected release of quarter results after the bell on October 28. Call put ratio 47 calls to 1 put with focus on November 220 and 230 calls.

V.F. Corporation (VFC) November 1 weekly call option implied volatility is at 77, November is at 59; compared to its 52-week range of 41 to 77; into the expected release of quarter results after the bell on October 28. Call put ratio 4.1 calls to 1 put with focus on November 1 weekly 19.50 calls.

Options with decreasing option implied volatility: CPRI MAXN TIGR BYON DXCM ALGN ENPH EQX CLS AVTR
Increasing unusual option volume: AVTR WSC EDR DECL NWL CYH IBRX
Increasing unusual call option volume: DECK WSC NWL ASHR CYH THC IBRX JKS TXRH
Increasing unusual put option volume: EDR AVTR DECK SKX CPRI EH NWL THC JKS HCA JOBY