Mid-session IV Report September 13, 2024

Mid-session IV Report September 13, 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: OMEX BNTX GOGO BNTX TU PLCE

Popular stocks with increasing volume: AVGO MU SOFI PDD ARM ADBE UBER

Active options: NVDA TSLA AAPL ORCL AMD PLTR AMZN GOOGL META SMCI AVGO MU SOFI PDD ARM ADBE GOOG MSFT MPW UBER

Boeing (BA) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 45. Call put ratio 1 call to 1.3 puts into Boeing factory workers strike after rejecting contract proposal.

Salesforce (CRM) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 52. Call put ratio 1.5 calls to 1 put with focus on September 260 calls into Dreamforce.

China option IV after the Biden administration announced steps to crack down on a trade loophole favored by Chinese retailers to send cheap packages into the U.S.

Pinduoduo (PDD) 30-day option implied volatility is at 38; compared to its 52-week range of 30 to 77. Call put ratio 1.2 calls to 1 put as share price down 2.9% after the Biden administration announced steps to crack down on a trade loophole favored by Chinese retailers to send cheap packages into the U.S.

JD.com (JD) 30-day option implied volatility is at 35; compared to its 52-week range of 34 to 64. Call put ratio 1.8 calls to 1 put with focus on January 30 calls.

Alibaba (BABA) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 47. Call put ratio 4.2 calls to 1 put with focus on September 13 weekly 85 calls.

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 19; compared to its 52-week range of 19 to 60.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 33.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 26; compared to its 52-week range of 25 to 42.

Db X-trackers Harvest CSI 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 25.

Etsy (ETSY) 30-day option implied volatility is at 42; compared to its 52-week range of 33 to 73. Call put ratio 2 calls to 1 put as share price up 8.3% after the Biden administration announced steps to crack down on a trade loophole favored by Chinese retailers to send cheap packages into the U.S.

Wayfair (W) 30-day option implied volatility is at 61; compared to its 52-week range of 53 to 99. Call put ratio 3 calls to 1 put as share price up 9%.

iShares Russell 2000 (RUT) put ratio 1 call to 1.4 puts with focus on 450 contracts of June 2250 and December 2000 puts trading between the bid ask spread into FOMC meeting next week.

Options with decreasing option implied volatility: GME PLAY RH ASO SIG ORCL KR ADBE WEAT PLTR
Increasing unusual option volume: VSAT SLQT SMMT IBKR ZION MU FRWD ORCL NGD
Increasing unusual call option volume: SLQT IBKR SMMT ZION XME MU FRWD ORCL RH NGD
Increasing unusual put option volume: VSAT ZI SMMT UWMC ORCL FL ADBE ZION RH AGI