Mid-session IV Report September 23, 2024

Mid-session IV Report September 23, 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: SNAP SPOT K SMMT SNAP LABD DBI WB ACB SPOT DXCM LOVE MNSO VITL NOW WGO VRT UPS BEKE PCH IBM

Popular stocks with increasing volume: RIVN MU SOFI GM NIO AVGO

Active options: NVDA TSLA AAPL INTC PLTR META AMZN SMCI AMD BABA RIVN MU SOFI GME MSFT DJT NIO AVGO GOOGL MARA

Intel (INTC) 30-day option implied volatility is at 59; compared to its 52-week range of 28 to 61. Call put ratio 3 calls to 1 put.

Qualcomm (QCOM) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 53 after a WSJ report of takeover approach on Intel (INTC). Call put ratio 1.5 calls to 1 put.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 13; compared to its 52-week range of 10 to 29. Call put ratio 1 call to 1.4 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 1.1 puts.

iShares Russell 2000 (RUT) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 38. Call put ratio 1 call to 1 put.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 53. Call put ratio 1.1 calls to 1 put.

Option IV into quarter results

AutoZone (AZO) September weekly call option implied volatility is at , October is at ; compared to its 52-week range of17 to 29 into the expected release of quarter results before the bell on September 24.

KBHome (KBH) September weekly call option implied volatility is at , October is at ; compared to its 52-week range of 27 to 89 into the expected release of quarter results after the bell on September 24. Call put ratio 1 call to 6 puts with focus on October 80 puts.

Stich Fix (SFIX) September weekly call option implied volatility is at , October is at ; compared to its 52-week range of 44 to 125 into the expected release of quarter results after the bell on September 24.

Micron (MU) September weekly call option implied volatility is at , October is at ; compared to its 52-week range of 27 to 73 into the expected release of quarter results after the bell on September 25. Call put ratio 2 calls to 1 put.

Option IV into quarter results

AutoZone (AZO) October call option implied volatility is at 30, November is at 28; compared to its 52-week range of17 to 29 into the expected release of quarter results before the bell on September 24.

KBHome (KBH) October call option implied volatility is at 45, November is at 42; compared to its 52-week range of 27 to 89 into the expected release of quarter results after the bell on September 24. Call put ratio 1 call to 6 puts with focus on October 80 puts.

Stich Fix (SFIX) September weekly call option implied volatility is at 208, October is at 117; compared to its 52-week range of 44 to 125 into the expected release of quarter results after the bell on September 24.

Micron (MU) September weekly call option implied volatility is at 116, October is at 62; compared to its 52-week range of 27 to 73 into the expected release of quarter results after the bell on September 25. Call put ratio 2 calls to 1 put.
Movers

Ishares Msci India Etf (INDA) 30-day option implied volatility is at 14; compared to its 52-week range of 9 to 46. Call put ratio 2.7 calls to 1 put.

Boeing (BA) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 45.

Options with decreasing option implied volatility: FDX LEN SYM BNTX EW GIS EA EWJ ET
Increasing unusual option volume: MNSO FTI CIM ASHR BHVN NXE LUNR SMMT DBI
Increasing unusual call option volume: ASHR DBI SMMT INOD NXE CHK PEG BHVN APLD
Increasing unusual put option volume: LUNR NXE BEN SMMT CAN WGO WY ICLN CART