Mid-session IV Report October 28, 2024

Mid-session IV Report October 28, 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: SAVA IBRX NOVA PCS OSCR ANF DKS JWN GLUE EYPT ANF TIGR SNOW DELL SAND VALE ET

Popular stocks with increasing volume: SOFI MSTR TSM SMCI COIN NIO F GME BA

Active options: TSLA NVDA DJT MARA AMD AAPL SOFI MSTR GOOGL PLTR AMZN TSM SMCI COIN NIO WULF F CLSK GME BA

Option IV into quarter results

Alphabet (GOOG) November 1 weekly call option implied volatility is at 75, November is at 44; compared to its 52-week range of 19 to 40 into the expected release of quarter results before the bell on October 29. Call put ratio 3.7 calls to 1 put with focus on November 1 weekly calls.

Novartis (NVS) November call option implied volatility is at 26, December is at 20; compared to its 52-week range of 12 to 55 into the expected release of quarter results before the bell on October 29. Call put ratio 5 calls to 1 put.

McDonalds (MCD) November 1 weekly call option implied volatility is at 44, November is at 27; compared to its 52-week range of 12 to 27 into the expected release of quarter results before the bell on October 29.

Pfizer (PFE) November 1 weekly call option implied volatility is at 47, November is at 34; compared to its 52-week range of 19 to 34 into the expected release of quarter results before the bell on October 29. Call put ratio 3.7 calls to 1 put with focus on November 1 weekly calls.

Visa (V) November 1 weekly call option implied volatility is at 38, November is at 27; compared to its 52-week range of 13 to 29 into the expected release of quarter results after the bell on October 29.

Advanced Micro Devices (AMD) November 1 weekly call option implied volatility is at 89, November is at 66; compared to its 52-week range of 34 to 64 into the expected release of quarter results after the bell on October 29.

Chubb (CB) November call option implied volatility is at 28, December is at 24; compared to its 52-week range of 13 to 28 into the expected release of quarter results after the bell on October 29. Call put ratio 3.2 calls to 1 put .

Anheuser Busch (BUD) November 1 weekly call option implied volatility is at 45, November is at 32; compared to its 52-week range of 15 to 28 into the expected release of quarter results on October 29.

Stryker (SYK) November call option implied volatility is at 38, December is at 27; compared to its 52-week range of 15 to 57 into the expected release of quarter results after the bell on October 29.

Mondelez (MDLZ) November 1 weekly call option implied volatility is at 39, November is at 25; compared to its 52-week range of 12 to 25 into the expected release of quarter results after the bell on October 29.

BP (BP) November 1 weekly call option implied volatility is at 45, November is at 33; compared to its 52-week range of 17 to 33 into the expected release of quarter results before the bell on October 29.

PayPal (PYPL) November 1 weekly call option implied volatility is at 99, November is at 57; compared to its 52-week range of 26 to 57 into the expected release of quarter results before the bell on October 29.

Chipotle (CMG) November 1 weekly call option implied volatility is at 88, November is at 54; compared to its 52-week range of 15 to 54 the expected release of quarter results after the bell on October 29.

Ecolab (ECL) November call option implied volatility is at 34, December is at 24; compared to its 52-week range of 11 to 60 into the expected release of quarter results before the bell on October 29.

Royal Caribbean (RCL) November 1 weekly call option implied volatility is at 74, November is at 48; compared to its 52-week range of 27 to 47 into the expected release of quarter results before the bell on October 29.

Corning (GLW) November 1 weekly call option implied volatility is at 73, November is at 43; compared to its 52-week range of 14 to 37 into the expected release of quarter results before the bell on October 29. Call put ratio 1 call to 6.6 puts with focus on November 1 weekly 43 and 45 puts.

Electronic Arts (EA) November 1 weekly call option implied volatility is at 59, November is at 36; compared to its 52-week range of 14 to 32 into the expected release of quarter results after the bell on October 29. Call put ratio 1 call to 9.1 puts with focus on November 1 weekly puts.

Sysco (SYY) November option implied volatility is at 30, December is at 24; compared to its 52-week range of 11 to 62 into the expected release of quarter results before the bell on October 29.

Check Point (CHKP) November call option implied volatility is at 40, December is at 31; compared to its 52-week range of 16 to 32 into the expected release of quarter results before the bell on October 29.

First Solar (FSLR) November 1 weekly call option implied volatility is at 95, November is at 103; compared to its 52-week range of 37 to 84 into the expected release of quarter results after the bell on October 29.

Reddit (RDDT) November 1 weekly call option implied volatility is at 143, November is at 85; compared to its 52-week range of 51 to 156 into the expected release of quarter results after the bell on October 29.

Caesars (CZR) November 1 weekly call option implied volatility is at 66, November is at 49; compared to its 52-week range of 37 to 62 into the expected release of quarter results after the bell on October 29.

Options with decreasing option implied volatility: CPRI BYON ALGN DXCM ENPH CLS AVTR MMM FLG EW WDC CNC IBM NOW UPS STX WHR
Increasing unusual option volume: RGTI FYBR ULCC PHG PRCT MQ TIGR IBRX REAL
Increasing unusual call option volume: ULCC RGTI TIGR MQ ZI IBRX OKLO SWBI XRT LAC
Increasing unusual put option volume: EH CNK TIGR GLW RF BURL OWL KVUE HLF DBI SMR