Mid-session IV Report October 29, 2024

Mid-session IV Report October 29, 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 BTDR ANF GME IEP DKS ALTM NMRA IEP PBR VALE

Popular stocks with increasing volume: SOFI F DJT PFE PYPL BA MSTR BABA MCD GME
Active options: NVDA TSLA SOFI F DJT PFE AMD MARA PYPL BA MSTR RUN GOOGL VFC BABA AAPL MCD CLSK GME RIOT

Option IV into quarter results

Alphabet (GOOG) November 1 weekly call option implied volatility is at 91, November is at 47; compared to its 52-week range of 19 to 40 into the expected release of quarter results today after the bell.

Visa (V) November 1 weekly call option implied volatility is at 45, November is at 28; compared to its 52-week range of 13 to 29 into the expected release of quarter results today after the bell.

Advanced Micro Devices (AMD) November 1 weekly call option implied volatility is at 105, November is at 66; compared to its 52-week range of 34 to 64 into the expected release of quarter results today after the bell.

Chipotle (CMG) November 1 weekly call option implied volatility is at 99, November is at 52; compared to its 52-week range of 15 to 54 the expected release of quarter results today after the bell.

Electronic Arts (EA) November 1 weekly call option implied volatility is at 66, November is at 36; compared to its 52-week range of 14 to 32 into the expected release of quarter results today after the bell. Call put ratio 3.9 calls to 1 put.

Reddit (RDDT) November 1 weekly call option implied volatility is at 196, November is at 98; compared to its 52-week range of 51 to 156 into the expected release of quarter results today after the bell.

Caesars (CZR) November 1 weekly call option implied volatility is at 71, November is at 50; compared to its 52-week range of 37 to 62 into the expected release of quarter results today after the bell.

Snap (SNAP) November 1 weekly call option implied volatility is at 265, November is at 131; compared to its 52-week range of 39 to 120 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Microsoft (MSFT) November 1 weekly call option implied volatility is at 62, November is at 34; compared to its 52-week range of 16 to 35 into the expected release of quarter results after the bell on October 30. Call put ratio 2 calls to 1 put.

Meta (META) November 1 weekly call option implied volatility is at 108, November is at 47; compared to its 52-week range of 24 to 53 into the expected release of quarter results after the bell on October 30.

Eli Lilly (LLY) November 1 weekly call option implied volatility is at 80, November is at 48; compared to its 52-week range of 23 to 56 into the expected release of quarter results before the bell on October 30.

Caterpillar (CAT) November 1 weekly call option implied volatility is at 62, November is at 40; compared to its 52-week range of 21 to 46 into the expected release of quarter results before the bell on October 30. Call put ratio 1 call to 7.3 puts with a focus on November 1 weekly 365 and 380 puts.

AbbVie (ABBV) November 1 weekly call option implied volatility is at 52, November is at 36; compared to its 52-week range of 16 to 30 into the expected release of quarter results before the bell on October 30. Call put ratio 4.8 calls to 1 put with focus on January 185 calls.

Amgen (AMGN) November 1 weekly call option implied volatility is at 70, November is at 48; compared to its 52-week range of 17 to 47 into the expected release of quarter results after the bell on October 30.

Bookings (BKNG) November 1 weekly call option implied volatility is at 75, November is at 40; compared to its 52-week range of 20 to 37 into the expected release of quarter results after the bell on October 30.

Starbucks (SBUX) November 1 weekly call option implied volatility is at 70, November is at 39; compared to its 52-week range of 15 to 43 into the expected release of quarter results after the bell on October 30.

Door Dash (DASH) November 1 weekly call option implied volatility is at 118, November is at 49; compared to its 52-week range of 28 to 69 into the expected release of quarter results after the bell on October 30.

Carvana (CVNA) November 1 weekly call option implied volatility is at 180, November is at 88; compared to its 52-week range of 51 to 130 into the expected release of quarter results after the bell on October 30.

Kraft Heinz (KHC) November 1 weekly call option implied volatility is at 55, November is at 33; compared to its 52-week range of 13 to 27 into the expected release of quarter results before the bell on October 30.

Microstrategy, Inc. (MSTR) November 1 weekly call option implied volatility is at 129, November is at 123; compared to its 52-week range of 59 to 165 into the expected release of quarter results after the bell on October 30.

GE Healthcare (GEHC) November 1 weekly call option implied volatility is at 85, November is at 46; compared to its 52-week range of 18 to 42 into the expected release of quarter results before the bell on October 30.

Humana (HUM) November 1 weekly call option implied volatility is at 96, November is at 76; compared to its 52-week range of 19 to 67 into the expected release of quarter results before the bell on October 30.

eBay (EBAY) November 1 weekly call option implied volatility is at 75, November is at 42; compared to its 52-week range of 21 to 41 into the expected release of quarter results after the bell on October 30.

Robinhood (HOOD) November 1 weekly call option implied volatility is at 131, November is at 91; compared to its 52-week range of 39 to 95 into the expected release of quarter results after the bell on October 30.

Apple (AAPL) November 1 weekly call option implied volatility is at 50, November is at 30; compared to its 52-week range of 16 to 37 into the expected release of quarter results after the bell on October 31.

Amazon (AMZN) November 1 weekly call option implied volatility is at 90, November is at 48; compared to its 52-week range of 22 to 46 into the expected release of quarter results after the bell on October 31.

Options with decreasing option implied volatility: CPRI BYON CLS ENPH ALGN DXCM AVTR DECK EW WDC PYPL NOW IBM STX ON UPS APH TPR HOG
Increasing unusual option volume: AMKR FFIV FND TMDX LAC INCY XRX ANY BOOT RGTI
Increasing unusual call option volume: LAC CC ANY TMDX RGTI AMKR CAN TIGR OPRA LEU RUN VFC
Increasing unusual put option volume: FND TMDX XRX VFC ITB SWK DQ DJX CTSH THC LAC OKLO UAA XPO CROX CDNS IONQ WM F