Mid-session IV Report September 5, 2024

Mid-session IV Report September 5, 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 EW CAG STNE DNA MCK UNIT PAGS PRMW NLY CVI

Popular stocks with increasing volume: SMCI INTC AVGO HPE AAL BABA

Active options: NVDA TSLA AAPL AMZN CHPT META NIO AI AMD APLD ASTS GOOGL SMCI INTC AVGO HPE AAL BABA GOOG DLTR

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. Call put ratio 2.1 calls to 1 put with focus on September 6 weekly 225 and 227.50 calls.

Option IV into quarter results and August employment report

Broadcom (AVGO) September weekly call option implied volatility is at 137, September is at 58; compared to its 52-week range of 25 to 66 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put with focus on September 6 weekly 155 calls.

DocuSign (DOCU) September weekly call option implied volatility is at 211, September is at 69; compared to its 52-week range of 28 to 66 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.3 puts with focus on September 6 weekly 57 puts.

RH (RH) September weekly call option implied volatility is at 105, September is at 96; compared to its 52-week range of 31 to 77 into the expected release of quarter results today. Call put ratio 1.2 calls to 1 put with focus on September 6 weekly options.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 17; compared to its 52-week range of 10 to 29 into August employment report.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 22; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 1 put.

iShares Russell 2000 (RUT) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 38. Call put ratio 1.3 calls to 1 put into August employment report.

United States Oil Fund (USO) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 42. Call put ratio 2.1 calls to 1 put as Crude Oil trades $70.55.

Options with decreasing option implied volatility: NTNX MDB NVDX NVDL GAP ASAN GTLB OKTA PSTG AI DELL LULU AFRM ZS DKS DLTR CRM HPQ AEO
Increasing unusual option volume: ZBH FYBR APLD BMRN UNIT CASY HPP CPRT ZETA AVAV CHPT
Increasing unusual call option volume: UNIT APLD WIX FYBR AVAV STNE
Increasing unusual put option volume: BMRN CHPT ZBH CPRT ODFL CC AI APLD HPE RRC