Mid-session IV Report September 10, 2024

Mid-session IV Report September 10, 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: IEP NYCB ALLY JPM SDOW DFS OMF FYBR HSBC EDR

Popular stocks with increasing volume: PLTR ORCL NIO BABA AVGO GME F SOFI SMCI BAC BA

Active options: NVDA TSLA AAPL PLTR ORCL AMZN AMD MSFT NIO GOOGL META BABA AVGO GOOG GME F SOFI SMCI BAC

Option IV into Presidential debate and FOMC meeting decision on September 18

AMD (AMD) 30-day option implied volatility is at 49; compared to 52-week range of 34 to 64 into “Advancing AI 2024,” an in-person and livestreamed event on October 10, 2024 to showcase the next-generation AMD Instinct accelerators and 5th Gen AMD EPYC server processors, as well as Networking and AI PC updates, in addition to highlighting the Company’s growing AI solutions ecosystem. Call put ratio 1 call to 1.1 puts.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 25; compared to 52-week range of 20 to 31. Call put ratio 1 call to 13 puts with a focus on December 24 and 25 puts.

Ishares Msci Mexico Capped Etf (EWW) 30-day option implied volatility is at 28; compared to 52-week range of 18 to 67 amid AMLO comes to an end and Mexican peso movement. Call put ratio 5.5 calls to 1 put with a focus on October 52 calls.

Fin-tech option IV into debate and FOMC policy meeting decision on September 18

Affirm Holdings (AFRM) 30-day option implied volatility is at 65; compared to its 52-week range of 60 to 118. Call put ratio 1.3 calls to 1 put with focus on September 35 calls.

Upstart Holdings (UPST) 30-day option implied volatility is at 77; compared to its 52-week range of 62 to 135. Call put ratio 1.2 calls to 1 put with as share price down 5.7%.

PayPal (PYPL) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 57. Call put ratio 3.9 calls to 1 put with a focus on October 65 calls as share price down 2.7%.

Block (SQ) 30-day option implied volatility is at 46; compared to its 52-week range of 37 to 80. Call put ratio 1 calls to 3.9 puts with focus on September 13 weekly 57 and 62 puts.

SoFi Technologies (SOFI) 30-day option implied volatility is at 51; compared to its 52-week range of 40 to 100. Call put ratio 2.8 calls to 1 put as share price down 3%.

Option IV into quarter results

GameStop (GME) September 13 weekly call option implied volatility is at 200, September is at 144; compared to its 52-week range of 52 to 347 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put with a focus on with a focus on September 24 calls.

Petco Health and Wellness (WOOF) September call option implied volatility is at 177, October is at 130; compared to its 52-week range of 46 to 173 into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put with a focus on September 3 and 3.5 calls.

Cracker Barrel (CBRL) September call option implied volatility is at 100, October is at 75; compared to its 52-week range of 32 to 97 into the expected release of quarter results on September 11.

Designer Brands Inc. (DBI) September call option implied volatility is at 188, October is at 104; compared to its 52-week range of 40 to 118 into the expected release of quarter results before the bell on September 11.

Adobe Systems (ADBE) September 13 weekly call option implied volatility is at 104, September is at 63; compared to its 52-week range of 23 to 48 into the expected release of quarter results after the bell on September 12.

Options with decreasing option implied volatility: IOT GTLB PATH ASAN AI DLTR DOCU DKS ZS HPE ORCL ASO
Increasing unusual option volume: NOV MQ EDR ICLN EMB TERN SMMT ASO BOOT
Increasing unusual call option volume: ICLN INMD TERN WKHS SMMT EXEL DBI ORCL
Increasing unusual put option volume: EMB AZUL SMMT NTR ASO ALLY RBRK HAS OVV APLD SYY BMRN ORCL