Mid-session IV Report September 17, 2024

Mid-session IV Report September 17, 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: ACI NFLX GCI PARA EMB

Popular stocks with increasing volume: ORCL SOFI NIO WMT JD DIS AVGO F BABA

Active options: NVDA TSLA INTC AAPL MSFT PLTR META AMZN AMD GOOGL ORCL SOFI NIO WMT JD DIS AVGO F SMCI BABA

Option IV into FOMC policy decision

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 17; compared to its 52-week range of 11 to 26 into FOMC policy meeting. Call put ratio 1 call to 4.6 puts with focus on October 17 and December 45 puts.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 44. Call put ratio 1 call to 1.1 puts with a focus on September 57 calls, October 49 and October 53 puts.

JPMorgan (JPM) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 32. Call put ratio 2.1 calls to 1 put.

T-Mobile (TMUS) September call option implied volatility is at 46, October is at 27; compared to its 52-week range of 11 to 29 into hosting their 2024 Capital Markets Day on September 18. Call put ratio 1 call to 1.8 puts.

Salesforce (CRM) September call option implied volatility is at 38, October is at 27; compared to its 52-week range of 20 to 52 into Dreamforce. Call put ratio 1.3 calls to 1.put.

Option IV into quarter results

General Mills (GIS) September call option implied volatility is at 54, October is at 24; compared to its 52-week range into 15 to 27 into the of the expected release of quarter results before the bell on September 18. Call put ratio 1 call to 1 put.

Steelcase (SCS) September call option implied volatility is at 120, October is at 55; compared to its 52-week range of 21 to 97 into the expected release of quarter results after the bell on September 18. Call put ratio 1 call to 4 puts with focus on September 12.50 puts.

FedEx (FDX) September call option implied volatility is at 97, October is at 41; compared to its 52-week range of 18 to 41 into the expected release of quarter results after the bell on September 19.

Options with decreasing option implied volatility: PLAY ACB RH GME SIG X ADBE KR HA WB PCG
Increasing unusual option volume: XP SMMT MULN CRDO DFEN PNR LILM OMEX
Increasing unusual call option volume: OMEX XP MULN DFEN EMB LILM SLQT SMMT GLBE
Increasing unusual put option volume: CRDO SMMT CHK YPF VSAT BHC SBSW MGNI VTLE