Mid-session IV Report September 20, 2024

Mid-session IV Report September 20, 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: NFLX OKLO SMR SOC CEG CCK EW TBT EDR KDP EWG

Popular stocks with increasing volume: NKE FDX PLTR INTC CRWD BABA

Active options: NVDA TSLA AAPL AMZN NKE META NIO AMD FDX PLTR INTC MARA GOOGL CRWD LUNR OKLO DJT SMCI MSTR BABA

Weight Loss company option IV amid wide price movement

Novo Nordisk (NVO) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 44. Call put ratio 1.7 calls to 1 put with focus on September 27 weekly 136 calls and December 135 puts.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 56. Call put ratio 2.1 calls to 1 put with focus on September 950 calls.

Viking Therapeutics (VKTX) 30-day option implied volatility is at 77; compared to its 52-week range of 51 to 234 as share price up 5.3% to $71.83. Call put ratio 12.1 calls to 1 put with focus on September 70 and 71 calls as share price up 5.5%.

Option implied volatility for Utilities as share prices near upper end of range

Constellation Energy Group, Inc. (CEG) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 75. Call put ratio 2.5 calls to 1 put as share price up 13%.

Duke Energy (DUK) 30-day option implied volatility is at 15; compared to its 52-week range of 11 to 195 with a focus on October 115 calls.

NextEra (NEE) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 41 with a focus on September 27 weekly calls as share price near upper end of range.

Dominion Energy (D) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 67 with a focus on October 55 calls.

PG&E Corp. (PCG) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 32 with a focus on September 18 and 19 calls.

Evergy (EVRG) 30-day option implied volatility is at 16; compared to its 52-week range of 13 to 70 with a focus on October 62.50 calls.

Sempra Energy (SRE) 30-day option implied volatility is at 17; compared to its 52-week range of 12 to 28.

Lindsay (LNN) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 197.

Utilities Sel Sect Spdr Fd (XLU) 30-day option implied volatility is at 15; compared to its 52-week range of 14 to 26

Options with decreasing option implied volatility: BNTX FDX EXAS LEN GIS K
Increasing unusual option volume: TKO XND LUNR ICLN PPC TDS OKLO IGT SMAR FDX
Increasing unusual call option volume: XND LUNR OKLO TDS AVTR DECK TKO ICLN EXC DT FSM
Increasing unusual put option volume: LUNR TKO ICLN ITB TAP FDX SMMT AER LW