Mid-session IV Report September 4, 2024

Mid-session IV Report September 4, 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: CPRI GME EW SSO CAG STWD BRKB EH HL

Popular stocks with increasing volume: PLTR SMCI INTC NIO COIN SOFI AVGO

Active options: NVDA TSLA AAPL AMD DLTR AMZN META PLTR SMCI INTC MSFT NIO GOOGL ZIM ASTS MARA COIN SOFI AVGO ZS

Movers

Apple (AAPL) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 37 into Apples Glowtime event on September 9, 2024.

Moderna (MRNA) September weekly call option implied volatility is at 80, September is at 65; compared to its 52-week range of 40 to 66. Call put ratio 2.6 calls to 1 put with focus on September 6 weekly 77 calls.

Option IV into quarter results

Broadcom (AVGO) September weekly call option implied volatility is at 111, September is at 58; compared to its 52-week range of 25 to 66 into the expected release of quarter results after the bell on September 5. Call put ratio 1.8 calls to 1 put with focus on September 6 weekly calls.

C3 AI (AI) September weekly call option implied volatility is at 225, September is at 97; compared to its 52-week range of 45 to 107 into the expected release of quarter results after the bell on September 4. Call put ratio 1.5 calls to 1 put.

DocuSign (DOCU) September weekly call option implied volatility is at 155, September is at 66; compared to its 52-week range of 28 to 66 into the expected release of quarter results after the bell on September 5.

RH (RH) September weekly call option implied volatility is at 84, September is at 93; compared to its 52-week range of 31 to 75 into the expected release of quarter results on September 5. Call put ratio 7.4 calls to 1 put with focus on September 320 calls.

Options with decreasing option implied volatility: MDB FFIE NTNX CHWY FL KSS S GAP NVDL NVDX SMTC OKTA JWN AFRM PSTG
Increasing unusual option volume: EH CNM HRL DLTR CNC TRGP APH TAP DKS
Increasing unusual call option volume: TRGP APH AKBA DLTR FND HRL DG GTLB STWD DKS TAP
Increasing unusual put option volume: HRL EMB PSNY CNC TAP DLTR DKS VTRS BIG ASAN LUNR SBLK