Mid-session IV Report September 24, 2024

Mid-session IV Report September 24, 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: DNA YANG YINN SPOT UPS IBM ASHR K MCHI TMF VIPS MCK MMM V O

Popular stocks with increasing volume: INTC JD SOFI SMCI AVGO GME FCX MU

Active options: TSLA NVDA BABA NIO PLTR AAPL AMZN INTC PDD META JD AMD MSFT DJT SOFI SMCI AVGO GME FCX MU

Option IV amid large 2024 share price movers

Vistra Energy (VST) 30-day option implied volatility is at 51; compared to its 52-week range of 21 to 75. Call put ratio 3.4 calls to 1 put with focus on September 27 114 calls amid sharp rally.

Carvana (CVNA) 30-day option implied volatility is at 56; compared to its 52-week range of 51 to 130 amid large 2024 share price movement.

NVIDIA (NVDA) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 89. Call put ratio 1.9 calls to 1 put with a focus on September 27 weekly options.
Insmed (INSM) 30-day option implied volatility is at 58; compared to its 52-week range of 32 to 308.

Fortress Transportation (FTAI) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 84 as share price down 1.1%.

Tenet Healthcare (THC) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 80 as share price near record high.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 77; compared to its 52-week range of 57 to 165.

Spotify (SPOT) 30-day option implied volatility is at 46; compared to its 52-week range of 29 to 61 as share price near record high.

AppLovin (APP) 30-day option implied volatility is at 46; compared to its 52-week range of 38 to 94. Call put ratio 1.7 calls to 1 put as share price up 2.6%.

Option IV into quarter results

Stich Fix (SFIX) September weekly call option implied volatility is at 270, October is at 112; compared to its 52-week range of 44 to 125 into the expected release of quarter results today after the bell.

Micron (MU) September weekly call option implied volatility is at 130, October is at 63; 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 2.7 calls to 1 put.

Costco (COST) September weekly call option implied volatility is at 56, October is at 29; compared to its 52-week range of 15 to 33 into the expected release of quarter results after the bell on September 26.

Accenture (ACN) September weekly call option implied volatility is at 74, October is at 32; compared to its 52-week range of 16 to 40 into the expected release of quarter results before the bell on September 26. Call put ratio 1 call to 2.7 puts with focus on September 27 weekly 300 puts.

Jabil (JBL) October call option implied volatility is at 50, November is at 38; compared to its 52-week range of 23 to 245 into the expected release of quarter results after the bell on September 26.

BlackBerry (BB) September weekly call option implied volatility is at 137, October is at 74; compared to its 52-week range of 38 to 191 into the expected release of quarter results on September 26. Call put ratio 9.4 calls to 1 put with focus on September 27 weekly 2.5 calls.

CarMax (KMX) October call option implied volatility is at 55, November is at 46; compared to its 52-week range of 26 to 83 into the expected release of quarter results before the bell on September 26. Call put ratio 1 call to 2.6 puts with focus on October 60 puts.

Options with decreasing option implied volatility: FDX SVIX TZA X LEN ETN GIS TBT EA ET VNQ
Increasing unusual option volume: MCHI SMAR MNSO TME CAPR ASHR TIGR
Increasing unusual call option volume: SMAR MCHI TME ASHR TIGR BBIO POET ROIV CAPR
Increasing unusual put option volume: XP AR URNM ALTM VIPS LUNR PVH MANU APD VTLE