Mid-session IV Report October 30, 2024

Mid-session IV Report October 30, 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 GME IEP OSCR ANF EQX DELL DKS WEAT BBY VOD ALTM PARA SMCX SMCI GME HYG

Popular stocks with increasing volume: SNAP SOFI GME DJT RDDT SMCI MSTR INTC CMG LLY

Active options: NVDA SMCI AMD GOOGL TSLA GOOG SNAP SOFI MSFT AMZN GME DJT RDDT META AAPL MARA MSTR INTC CMG LLY

Option IV into quarter results

Microsoft (MSFT) November 1 weekly call option implied volatility is at 75, November is at 36; compared to its 52-week range of 16 to 35 into the expected release of quarter results today after the bell. Call put ratio 3.3 calls to 1 put.

Meta (META) November 1 weekly call option implied volatility is at 129, November is at 59; compared to its 52-week range of 24 to 53 into the expected release of quarter results today after the bell.

Amgen (AMGN) November 1 weekly call option implied volatility is at 79, November is at 49; compared to its 52-week range of 17 to 47 into the expected release of quarter results today after the bell.

Bookings (BKNG) November 1 weekly call option implied volatility is at 87, November is at 41; compared to its 52-week range of 20 to 37 into the expected release of quarter results today after the bell.

Starbucks (SBUX) November 1 weekly call option implied volatility is at 83, November is at 40; compared to its 52-week range of 15 to 43 into the expected release of quarter results today after the bell.

Door Dash (DASH) November 1 weekly call option implied volatility is at 138, November is at 60; compared to its 52-week range of 28 to 69 into the expected release of quarter results today after the bell.

Carvana (CVNA) November 1 weekly call option implied volatility is at 210, November is at 92; compared to its 52-week range of 51 to 130 into the expected release of quarter results today after the bell.

Microstrategy, Inc. (MSTR) November 1 weekly call option implied volatility is at 135, November is at 123; compared to its 52-week range of 59 to 165 into the expected release of quarter results today after the bell.

eBay (EBAY) November 1 weekly call option implied volatility is at 90, November is at 42; compared to its 52-week range of 21 to 41 into the expected release of quarter results today after the bell.

Robinhood (HOOD) November 1 weekly call option implied volatility is at 164, November is at 92; compared to its 52-week range of 39 to 95 into the expected release of quarter results today after the bell.

Apple (AAPL) November 1 weekly call option implied volatility is at 60, November is at 32; 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 106, November is at 49; compared to its 52-week range of 22 to 46 into the expected release of quarter results after the bell on October 31.

Mastercard (MA) November 1 weekly call option implied volatility is at 52, November is at 28; compared to its 52-week range of 14 to 28 into the expected release of quarter results before the bell on October 31.

Merck (MRK) November 1 weekly call option implied volatility is at 72, November is at 37; compared to its 52-week range of 15 to 30 into the expected release of quarter results before the bell on October 31.

Uber (UBER) November 1 weekly call option implied volatility is at 119, November is at 58; compared to its 52-week range of 29 to 60 into the expected release of quarter results before the bell on October 31.

Comcast (CMCSA) November 1 weekly call option implied volatility is at 84, November is at 41; compared to its 52-week range of 18 to 33 into the expected release of quarter results before the bell on October 31.

Conoco Phillips (COP) November 1 weekly call option implied volatility is at 49, November is at 37; compared to its 52-week range of 19 to 38 into the expected release of quarter results before the bell on October 31.

Bristol Meyers (BMY) November 1 weekly call option implied volatility is at 74, November is at 44; compared to its 52-week range of 18 to 36 into the expected release of quarter results before the bell on October 31.

Southern Company (SO) November 1 weekly call option implied volatility is at 34, November is at 24; compared to its 52-week range of 13 to 24 into the expected release of quarter results before the bell on October 31.

Intel (INTC) November 1 weekly call option implied volatility is at 168, November is at 84; compared to its 52-week range of 28 to 68 into the expected release of quarter results after the bell on October 31.

Cigna (CI) November 1 weekly call option implied volatility is at 112, November is at 53; compared to its 52-week range of 16 to 43 into the expected release of quarter results before the bell on October 31. Call put ratio 11.3 calls to 1 put with focus on November calls.

Altria (MO) November 1 weekly call option implied volatility is at 49, November is at 26; compared to its 52-week range of 12 to 24 into the expected release of quarter results before the bell on October 31. Call put ratio 4.4 calls to 1 put.

Li Auto (LI) November 1 weekly call option implied volatility is at 150, November is at 89; compared to its 52-week range of 46 to 85 into the expected release of quarter results before the bell on October 31. Call put ratio 4.2 calls to 1 put with a focus on December 31 calls.

Roblox (RBLX) November 1 weekly call option implied volatility is at 180, November is at 79; compared to its 52-week range of 31 to 84 into the expected release of quarter results before the bell on October 31.

SiriusXM (SIRI) November 1 weekly call option implied volatility is at 92, November is at 55; compared to its 52-week range of 31 to 154 into the expected release of quarter results before the bell on October 31. Call put ratio 6.7 calls to 1 put with focus on November 30 calls.

US Steel (X) November 1 weekly call option implied volatility is at 88, November is at 77; compared to its 52-week range of 10 to 80 into the expected release of quarter results after the bell on October 31.

SharkNinja (SN) November call option implied volatility is at 81, December is at 53; compared to its 52-week range of 21 to 66 the expected release of quarter results before the bell on October 31.

Options with decreasing option implied volatility: SNAP CPRI BYON VKTX ALGN DXCM CLS DECK CROX PYPL UPS SOFI QS AVTR WDC ON SHAK NOW IBM
Increasing unusual option volume: LXRX GXO TDS QRVO EDR CDW GRMN OKLO ARCC
Increasing unusual call option volume: ARCC GXO LXRX MOD FVRR LHX OKLO EAT JKS GRMN
Increasing unusual put option volume: OKLO EDR MSTX WING RDDT EAT GSK SWKS AMDL BUD SYK RUM