Daily IV Report
Mid-session IV Report October 31, 2024
Mid-session IV Report October 31, 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 SMCI IEP GME […]
Mid-session IV Report October 31, 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 SMCI IEP GME ANF EQX DELL SDOW DKS BBY VOD ALTM ROOT
Popular stocks with increasing volume: HOOD PTON SOFI MSTR PLTR COIN RIOT CVNA
Option IV into quarter results and end of month
Apple (AAPL) November 1 weekly call option implied volatility is at 83, November is at 35; compared to its 52-week range of 16 to 37 into the expected release of quarter results today after the bell.
Amazon (AMZN) November 1 weekly call option implied volatility is at 140, November is at 52; compared to its 52-week range of 22 to 46 into the expected release of quarter results today after the bell.
Intel (INTC) November 1 weekly call option implied volatility is at 233, November is at 93; compared to its 52-week range of 28 to 68 into the expected release of quarter results after the bell on October 31.
US Steel (X) November 1 weekly call option implied volatility is at 97, November is at 80; compared to its 52-week range of 10 to 80 into the expected release of quarter results today after the bell. Call put ratio 3.8 calls to 1 put with focus on November 1 weekly 40 calls.
ExxonMobil (XOM) November 1 weekly call option implied volatility is at 52, November is at 29; compared to its 52-week range of 17 to 31. Call put ratio 3.5 calls to 1 put with focus on November 120 calls.
Chevron (CVX) November 1 weekly call option implied volatility is at 62, November is at 32; compared to its 52-week range of 16 to 30 into the expected release of quarter results before the bell on November 1.
Ares Management (ARES) November call option implied volatility is at 43, December is at 33; compared to its 52-week range of 21 to 74 into the expected release of quarter results before the bell on November 1.
Dominion Energy (D) November call option implied volatility is at 31, December is at 24; compared to its 52-week range of 16 to 66 into the expected release of quarter results before the bell on November 1.
Charter Communications (CHTR) November 1 weekly call option implied volatility is at 180, November is at 63; compared to its 52-week range of 24 to 54 into the expected release of quarter results before the bell on November 1.
Wayfair (W) November 1 weekly call option implied volatility is at 290, November is at 111; compared to its 52-week range of 53 to 99 into the expected release of quarter results before the bell on November 1. Call put ratio 1 call to 2.6 puts with a focus on December 42.50 puts.
Active options: NVDA MSFT META SMCI TSLA AMD GOOGL AAPL DJT HOOD PTON AMZN MARA SOFI MSTR PLTR COIN RIOT CVNA GOOG
Option IV into quarter results and last day of month
Apple (AAPL) November 1 weekly call option implied volatility is at 83, November is at 35; compared to its 52-week range of 16 to 37 into the expected release of quarter results today after the bell.
Amazon (AMZN) November 1 weekly call option implied volatility is at 140, November is at 52; compared to its 52-week range of 22 to 46 into the expected release of quarter results today after the bell.
Intel (INTC) November 1 weekly call option implied volatility is at 233, November is at 93; compared to its 52-week range of 28 to 68 into the expected release of quarter results after the bell on October 31.
US Steel (X) November 1 weekly call option implied volatility is at 97, November is at 80; compared to its 52-week range of 10 to 80 into the expected release of quarter results today after the bell. Call put ratio 3.8 calls to 1 put with focus on November 1 weekly 40 calls.
Options with decreasing option implied volatility: CPRI SNAP CFLT ROKU DXCM DECK RBLX CVNA EW PYPL SHAK CROX BHC SOFI DASH ETSY VFC WDC TWLO
Increasing unusual option volume: BALL CMPS AVDL ATEC IQV ROOT HLF PPC NDG IP INFY NXT CORT BUD
Increasing unusual call option volume: PPC ROOT NGD IP CORT GRAB LMND NXT NOVA BUD VRN CFLT AVXL
Increasing unusual put option volume: AVDL HLF NXT IP BUD NOVA SFM LMND BBAI PAYC CTAS