Mid-session IV Report September 19, 2024

Mid-session IV Report September 19, 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 NFLX PGNY TBT UUP

Popular stocks with increasing volume: INTC SOFI PYPL MSTR BABA AVGO COIN WMT SMCI MU

Active options: NVDA TSLA AAPL AMD AMZN META PLTR INTC GOOGL MSFT SOFI PYPL MSTR BABA AVGO MARA COIN WMT SMCI MU

Option IV decreases after FOMC rate decrease

SPDR S&P 500 ETF Trust (SPY) September call option implied volatility is at 17, October is at 13; compared to its 52-week range of 10 to 29. Call put ratio 1 call to 1.5 puts after FOMC policy meeting.

PowerShares QQQ Trust (QQQ) September call option implied volatility is at 25, October is at 19; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 1.4 puts.

iShares Russell 2000 (RUT) September call option implied volatility is at 31, October is at 23; compared to its 52-week range of 16 to 38. Call put ratio 1 call to 1.7 puts after FOMC policy meeting.

ARK Innovation ETF (ARKK) September call option implied volatility is at 41, October is at 34; compared to its 52-week range of 27 to 53. Call put ratio 1 call to 1 puts after FOMC policy meeting.

iShares 20+ Year Treasury Bond ETF (TLT) September call option implied volatility is at 16, October is at 13; compared to its 52-week range of 11 to 25. Call put ratio 2.4 calls to 1 put. Call put ratio 1 call to 1 put.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 15; compared to its 52-week range of 11 to 26 after FOMC policy meeting. Call put ratio 1 call to 1 put.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 44. Call put ratio 3.8 calls to 1 put.

JPMorgan (JPM) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 32. Call put ratio 2.3 calls to 1 put.

Option IV into quarter results

FedEx (FDX) September call option implied volatility is at 160, October is at 38; compared to its 52-week range of 18 to 41 into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: ACB RH X ASTS DNA EBS ADBE EXAS SIG GIS
Increasing unusual option volume: IFF NOV VLY CSTM LUNR ZK DRI COMM MNSO
Increasing unusual call option volume: VLY IFF COMM LUNR IR DRI IBN ALTO ROIV
Increasing unusual put option volume: LUNR DRI AER SMMT LW OSCR DBX CPRT