Mid-session IV Report September 30, 2024

Mid-session IV Report September 30, 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: YINN BILI NIO EBS FUTU AUR BEKE JD XPEV KWEB RBLX BABA ASHR TCOM IONQ GLNG LI CVNA PDD WB FXI WFC EL NTES TME GEO PINS SHAK

Popular stocks with increasing volume: BABA PDD CCL JD COIN MU INTC BA

Active options: NVDA AAPL NIO TSLA BABA PDD CCL AMZN JD AMD PLTR COIN MARA META MU INTC GOOG BA MSTR GME

Option IV into quarter results and end of quarter

Nike (NKE) October 4 weekly call option implied volatility is at 85, October is at 45; compared to its 52-week range of 19 to 43 into the expected release of quarter results after the bell on October 1. Call put ratio 1.2 calls to 1 put with focus on October 4 weekly 90 calls.

Paychex (PAYX) October call option implied volatility is at 39, November is at 29; compared to its 52-week range of 14 to 67 into the expected release of quarter results before the bell on October 1. Call put ratio 1 call to 3.2 puts with a focus on December 120 puts.

Lamb Weston (LW) October call option implied volatility is at 74, November is at 54; compared to its 52-week range of 17 to 73 into the expected release of quarter results after the bell on October 1.

United Natural Foods (UNFI) October call option implied volatility is at 92, November is at 70; compared to its 52-week range of 35 to 119 into the expected release of quarter results before the bell on October 1. Call put ratio 1 call to 2.1 puts.

Carriers option IV amid port strike headlines

FedEx (FDX) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 41. Call put ratio 2.3 calls to 1 put as share price up 2.5%.

UPS (UPS) 30-day option implied volatility is at 35; compared to its 52-week range of 18 to 35. Call put ratio 8 calls to 1 put as share price up 1.4%.

CSX Corp. (CSX) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 40. Call put ratio 33 calls to 1 put with focus on December 35 calls.

Norfolk Southern (NSC) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 32. Call put ratio 1 call to 1.3 puts.

Old Dominion Freight Line (ODFL) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 77. Call put ratio 3.2 calls to 1 put.

J.B. Hunt Transport Services (JBHT) 30-day option implied volatility is at 33; compared to its 52-week range of 20 to 75. Call put ratio 4.3 calls to 1 put.

Knight Transportation (KNX) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 76. Call put ratio 2.3 calls to 1 put as share price up 1.2%.

XPO, Inc (XPO) 30-day option implied volatility is at 46; compared to its 52-week range of 31 to 85. Call put ratio 1 call to 1.5 puts with focus on January 75 puts.

C. H. Robinson Worldwide (CHRW) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 69. Call put ratio 3.1 calls to 1 put as share price up 3.1%.

TFI International Inc. (TFII) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 74.

ArcBest (ARCB) 30-day option implied volatility is at 43; compared to its 52-week range of 31 to 81.

Bulk Freight shippers option volume and IV

Star Bulk Carriers (SBLK) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 78. Call put ratio 7 calls to 1 put with a focus on January 27 calls.

Global Ship Lease (GSL) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 76. Call put ratio 3 calls to 1 put as share price up 1%.

Nordic American Tanker (NAT) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 86. Call put ratio 18 calls to 1 put with a focus on November 4 calls.

ZIM Integrated Shipping Services Ltd. (ZIM) 30-day option implied volatility is at 78; compared to its 52-week range of 49 to 113. Call put ratio 2.5 calls to 1 put as share price up 5.4%.

Danaos Corporation (DAC) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 38. Call put ratio 15.8 calls to 1 put as share price up 1%.

Genco Shipping & Trading Limited (GNK) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 52.

Frontline (FRO) 30-day option implied volatility is at 38; compared to its 52-week range of 31 to 273. Call put ratio 3.6 calls to 1 put.

Scorpio Tankers (STNG) 30-day option implied volatility is at 34; compared to its 52-week range of 33 to 65. Call put ratio 1 call to 7.4 puts with focus on January 65 puts.

Options with decreasing option implied volatility: KMX PLCE MU ACN
Increasing unusual option volume: TIGR TT MNSO LU ASHR GEVO GOTU TAL YANG AVTR
Increasing unusual call option volume: TIGR TT ASHR GOTU TAL GEVO YANG CWEB BEKE FUTU VITL ZK IQ MCHI
Increasing unusual put option volume: TT AVTR YANG DQ VIPS ASHR APLD LEVI EWT PSNY DVA BDTX