Mid-session IV Report September 3, 2024

Mid-session IV Report September 3, 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: GME DNA CPRI EW DYN SOC AAOI TSLL HUMA SHLS DPST TNA SKYT

Popular stocks with increasing volume: INTC GME BA SMCI PLTR SOFI COIN AVGO DIS

Active options: NVDA TSLA AAPL INTC AMD AMZN GME META BA SMCI GOOGL PLTR SOFI COIN AVGO NIO MSFT DIS AFRM LUMN

Option IV into quarter results

Zscaler (ZS) September weekly call option implied volatility is at 126, September is at 64; compared to its 52-week range of 32 to 70 into the expected release of quarter results today after the bell.

GitLab Inc (GTLB) September weekly call option implied volatility is at 125, September is at 94; compared to its 52-week range of 39 to 104 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put with focus on September 6 weekly calls.

Asana (ASAN) September weekly call option implied volatility is at 220, September is at 104; compared to its 52-week range of 41 to 96 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.5 puts.

PagerDuty (PD) September call option implied volatility is at 67, October is at 54; compared to its 52-week range of 32 to 94 into the expected release of quarter results today after the bell. Call put ratio 10 calls to 1 put with focus on September 22.50 calls.

Hewlett Packard (HPE) September weekly call option implied volatility is at 127, September is at 65; compared to its 52-week range of 20 to 82 into the expected release of quarter results after the bell on September 4.

Dollar Tree (DLTR) September weekly call option implied volatility is at 158, September is at 76; compared to its 52-week range of 20 to 65 into the expected release of quarter results after the bell on September 4.

Dick’s Sporting Goods (DKS) September weekly call option implied volatility is at 134, September is at 69; compared to its 52-week range of 25 to 61 into the expected release of quarter results before the bell on September 4.

Hormel (HRL) September weekly call option implied volatility is at 77, September is at 38; compared to its 52-week range of 15 to 32 into the expected release of quarter results before the bell on September 4.

Options with decreasing option implied volatility: NVDL NVDX MDB NTNX FL GAP S SMTC KSS OKTA CHWY ANF PSTG JWN DELL AFRM LULU BBWI NVDA AEO BURL HA CRWD BBY MRVL
Increasing unusual option volume: ROIV NEXT FYBR BKR VUZI URBN NGD NCNO DG SBLK
Increasing unusual call option volume: ROIV NEXT URBN DG SBLK NCNO GPRE CAMT VUZI
Increasing unusual put option volume: SNY BKR TER LUNR HRL AZUL SILV ASAN MT PSNY CPRT HL