Mid-session IV Report September 18, 2024

Mid-session IV Report September 18, 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: CPRI WBA NFLX ISRG LUNR EDR

Popular stocks with increasing volume: INTC ORCL SOFI PFE CCL

Active options: NVDA TSLA AAPL LUNR INTC SMCI PLTR AMD AMZN META MSFT NIO ORCL SOFI PFE GOOGL CCL TTD FSLR MPW

Option IV increases into FOMC

SPDR S&P 500 ETF Trust (SPY) September call option implied volatility is at 25, 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 33, October is at 21; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 1.1 puts.

iShares Russell 2000 (RUT) September call option implied volatility is at 54, October is at 26; compared to its 52-week range of 16 to 38. Call put ratio 1.8 calls to 1 put into FOMC policy meeting.

ARK Innovation ETF (ARKK) September call option implied volatility is at 60, October is at 37; compared to its 52-week range of 27 to 53. Call put ratio 1.5 calls to 1 puts.

iShares 20+ Year Treasury Bond ETF (TLT) September call option implied volatility is at 26, October is at 15; compared to its 52-week range of 11 to 25. Call put ratio 2.4 calls to 1 put into FOMC policy meeting. Call put ratio 1.6 calls to 1 put.

Option IV into quarter results

FedEx (FDX) September call option implied volatility is at 120, October is at 40; compared to its 52-week range of 18 to 41 into the expected release of quarter results after the bell on September 19.

Darden (DRI) September call option implied volatility is at 75, October is at 28; compared to its 52-week range of 15 to 59 into the expected release of quarter results before the bell on September 19.

Lennar (LEN) September call option implied volatility is at 100, October is at 41; compared to its 52-week range of 25 to 42 into the expected release of quarter results after the bell on September 19. Call put ratio 1.6 calls to 1 put.

Cracker Barrel (CBRL) September call option implied volatility is at 160, October is at 73; compared to its 52-week range of 32 to 97 into the expected release of quarter results before the bell on September 19. Call put ratio 1 call to 2.3 puts with a focus on September 40 puts.

Options with decreasing option implied volatility: RH SIG X ACB ADBE KR EXAS WEAT GIS
Increasing unusual option volume: WSC LUNR OMEX NTR MULN DGEN BMRN PLCE ARRY SVM
Increasing unusual call option volume: OMEX LUNR DFEN MULN ARRY BHC
Increasing unusual put option volume: LUNR NTR BMRN PLCE GIS SMMT