Mid-session IV Report September 11, 2024

Mid-session IV Report September 11, 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: OKLO ACB IEP ALLY DPZ WFC RTO

Popular stocks with increasing volume: PLTR NIO CVNA AVGO ORCL BAC

Active options: NVDA TSLA AAPL GME AMD AMZN PLTR DJT NIO GOOGL SMCI CVNA AVGO CCJ AMC MSFT MARA META ORCL BAC

United States Oil Fund (USO) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 42 as WTI trades blow $67. Call put ratio 2.8 calls to 1 put.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 32 as WTI trades below $67. Call put ratio 1.2 calls to 1 put.

Option IV into quarter results

Cracker Barrel (CBRL) September call option implied volatility is at 100, October is at 77; compared to its 52-week range of 32 to 97 into the expected release of quarter results on September 11. Call put ratio 1.7 calls to 1 put.

Adobe Systems (ADBE) September 13 weekly call option implied volatility is at 127, September is at 69; compared to its 52-week range of 23 to 48 into the expected release of quarter results after the bell on September 12. Call put ratio 1 call to 1.4 puts.

Kroger (KR) September 13 weekly call option implied volatility is at 98, September is at 52; compared to its 52-week range of 16 to 34 into the expected release of quarter results before the bell on September 12. Call put ratio 2.2 calls to 1 put with a focus on October 55 calls.

Signet Jewelers (SIG) September 13 weekly call option implied volatility is at 183, September is at 98; compared to its 52-week range of 33 to 63 into the expected release of quarter results before the bell on September 12.

Uranium miners and producers option IV as share prices up

Cameco Corp. (CCJ) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 63. Call put ratio 10.50 calls to 1 put with focus on October 45 calls as share price up 5.5%.

Uranium Energy (UEC) 30-day option implied volatility is at 70; compared to its 52-week range of 41 to 75 as share price up 6.5%.

Denison Mines Corp. (DNN) 30-day option implied volatility is at 68; compared to its 52-week range of 43 to 91. Call put ratio 8 calls to 1 put with focus on January 1.5 calls as share price up 5%.

Energy Fuels Inc. (UUUU) 30-day option implied volatility is at 63; compared to its 52-week range of 41 to 97 as share price up 5.9%.

Centrus Energy (LEU) 30-day option implied volatility is at 59; compared to its 52-week range of 47 to 83. Call put ratio 2.1 calls to 1 put with focus on September 40 calls as share price up 5.8%.

AST SpaceMobile (ASTS) 30-day option implied volatility is at 145; compared to its 52-week range of 45 to 175. Call put ratio 2.4 calls to 1 put with focus on October 50 calls.

Options with decreasing option implied volatility: DNA IOT AI PLAY DOCU HPE ASO ORCL
Increasing unusual option volume: EDR PLAY ICLN INSG DBI WOOF CCI PLCE KBR TERN DLR CTVA PINS ROKU
Increasing unusual call option volume: PLAY ICLN INSG PLCE EWW WOOF OSCR SMMT TERN DBRG OSCR
Increasing unusual put option volume: CCI WOOF DLR SMMT APA PLAY NYCB PBI LQDA HTGC PVH