Mid-session IV Report September 12, 2024

Mid-session IV Report September 12, 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: PLCE OKLO NTGR SMMT MRNA INSM

Popular stocks with increasing volume: MU AVGO ORCL MRNA ROKU INTC BAC SMCI

Active options: NVDA TSLA AMZN AAPL NIO META PLTR GOOGL MU AMD AVGO MPW ORCL MRNA ROKU INTC ASTS BAC MSFT SMCI

AI stocks option IV

AMD (AMD) 30-day option implied volatility is at 50; compared to 52-week range of 34 to 64 into “Advancing AI 2024,” an in-person and livestreamed event on October 10, 2024. Call put ratio 1.5 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 54; compared to its 52-week range of 32 to 89 amid active October 119, 124, 126 and 130 calls.

Broadcom (AVGO) 30-day option implied volatility is at 44; compared to its 52-week range of 25 to 66 amid active September 115 puts as share price up 4.3%.

Super Micro Computer (SMCI) 30-day option implied volatility is at 73; compared to its 52-week range of 54 to 118 amid active September 420 puts.

Systems (ADBE) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 48 into quarter results expected to be release today after the bell.

C3 AI (AI) 30-day option implied volatility is at 47; compared to its 52-week range of 45 to 107 as share price up 2.9%.

Workday (WDAY) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 55. Call put ratio 1 call to 1.4 puts.

Palantir (PLTR) 30-day option implied volatility is at 44; compared to its 52-week range of 36 to 87. Call put ratio 1.8 calls to 1 put with focus on September 13 weekly 34 puts and September 27 weekly 34 puts into livestream of its fifth AIPCon.

Oracle (ORCL) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 46 as share price up 1.8% to new record high.

Salesforce (CRM) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 52.

ServiceNow (NOW) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 45.

Option IV into quarter results

Adobe Systems (ADBE) September 13 weekly call option implied volatility is at 157, September is at 66; compared to its 52-week range of 23 to 48 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put with focus on September 13 weekly options.

Options with decreasing option implied volatility: IOT PATH PLAY DOCU GME SIG ASO ORCL KR
Increasing unusual option volume: FULC WGO EWY SMMT CRC WOOF DBRG PNR FHN
Increasing unusual call option volume: VIPS SMMT DBRG FHN WOOF CARR SIG PCT FWRD
Increasing unusual put option volume: WGO SMMT AR BKR TSN K SIL PLCE WOOF RBRK