Mid-session IV Report September 16, 2024

Mid-session IV Report September 16, 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: MPW PLCE BNTX TSLL WBA NFLX BMRN AAPL ABT JNJ PG UNH EPD

Popular stocks with increasing volume: BA INTC ORCL AVGO SOFI MU GME WMT UPST

Active options: NVDA AAPL TSLA PLTR INTC ORCL AMD AMZN MPW MSFT GOOGL SMCI AVGO SOFI MU META GME MARA WMT UPST

Option IV into FOMC

SPDR S&P 500 ETF Trust (SPY) September call option implied volatility is at 19, October is at 15; compared to its 52-week range of 10 to 29. Call put ratio 1 call to 1.3 puts into FOMC policy meeting.

PowerShares QQQ Trust (QQQ) September call option implied volatility is at 26, October is at 21; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 1.1 puts with focus on October 440 puts.

iShares Russell 2000 (RUT) September call option implied volatility is at 34, October is at 24; compared to its 52-week range of 16 to 38. Call put ratio 1 call to 1.8 puts into FOMC policy meeting.

ARK Innovation ETF (ARKK) September call option implied volatility is at 47, October is at 37; compared to its 52-week range of 27 to 53. Call put ratio 1 call to 1.1 puts.

iShares 20+ Year Treasury Bond ETF (TLT) September call option implied volatility is at 17, October is at 14; compared to its 52-week range of 11 to 25. Call put ratio 2.4 calls to 1 put into FOMC policy meeting.

Options with decreasing option implied volatility: PLAY GME ACB RH SIG X ASO ADBE ORCL KR ARCC HYG
Increasing unusual option volume: MULN SMMT ESTA BBWI UNIT NNDM AZUL PLCE GTHX
Increasing unusual call option volume: SMMT KKR NAT PLCE AZUL OTLY ORCL TECS PH BTG
Increasing unusual put option volume: SMMT BBWI FOUR AZUL SIL PLCE TRV WM HAS GIS