Mid-session IV Report September 25, 2024

Mid-session IV Report September 25, 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: HUMA DNA YINN YANG SNAP SPOT ALGN WB UPS NOW AVTR IBM KWEB MMM V FXI ASHR K ARMK RTO

Popular stocks with increasing volume: KSS BABA INTC NIO RIVN MU UAL PDD FITB

Active options: NVDA TSLA AAPL AMD KSS PLTR BABA F META AMZN INTC NIO RIVN MU UAL DJT DKNG PDD MARA FITB

Movers

General Motors (GM) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 43. Call put ratio 1.3 calls to 1 put with a focus on January 43 calls as share price down 5%.

ServiceNow (NOW) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 45. Call put ratio 1.3 calls to 1 put with a focus on October 830 calls as share price down 2.9%.

Okta, Inc. (OKTA) 30-day option implied volatility is at 29; compared to its 52-week range of 28 to 77. Call put ratio 5.8 calls to 1 put with a focus on October 4 weekly 77 calls as share price down 1.2%.

Option IV into quarter results

Micron (MU) September weekly call option implied volatility is at 155, October is at 64; compared to its 52-week range of 27 to 73 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put.

Costco (COST) September weekly call option implied volatility is at 65, 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. Call put ratio 1.3 calls to 1 put with focus on September 27 weekly 905 calls.

Accenture (ACN) September weekly call option implied volatility is at 90, 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 1.6 calls to 1 put with focus on September 27 weekly calls.

Jabil (JBL) October call option implied volatility is at 55, November is at 40; compared to its 52-week range of 23 to 245 into the expected release of quarter results after the bell on September 26. Call put ratio 2.7 calls to 1 put with focus on October 120 calls.

BlackBerry (BB) September weekly call option implied volatility is at 167, October is at 72; compared to its 52-week range of 38 to 191 into the expected release of quarter results on September 26. Call put ratio 3.4 calls to 1 put with focus on September 27 weekly 2.5 calls.

CarMax (KMX) October call option implied volatility is at 57, November is at 49; 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 puts with focus on October 70 and 75 puts.

Sun Communities (SUI) 30-day option implied volatility is at 29; compared to its 52-week range of 16 to 34. Call put ratio 1 call to 21 puts with a focus on October and March 140 puts as share price down 1.9%.

Options with decreasing option implied volatility: LABD FDX LEN KBH IGV ET NANOS
Increasing unusual option volume: AVTR SFIX FITB CHK CAPR SLQT VTNR ASHR MNSO MP MANU
Increasing unusual call option volume: SLQT FITB ASHR CAPR SFIX KSS MP GPN VITL FLUT TIGR TCOM
Increasing unusual put option volume: AVTR CHK FITB MP MANU GPN CTAS RBRK SNY URNM KSS KBH LUNR LUMN