Daily IV Report
Mid-session IV Report September 6, 2024
Mid-session IV Report September 6, 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: DNA IEP MCK EFA […]
Mid-session IV Report September 6, 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: DNA IEP MCK EFA MBLY
Popular stocks with increasing volume: INTC AFRM DOCU BAC COIN GME
Active options: TSLA NVDA AVGO AAPL NIO META SMCI AMZN PLTR INTC AMD MARA AFRM MSFT PATH DOCU BAC INVH COIN GME
Apple (AAPL) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 37 into Apples Glowtime event on September 9, 2024. Call put ratio 1.3 calls to 1 put with focus on September 255 calls.
Option IV into quarter results
Oracle (ORCL) September 13 weekly call option implied volatility is at 75, September is at 55; compared to its 52-week range of 19 to 46 into the expected release of quarter results after the bell on September 9.
Option IV amid Bitcoin price movement
Coinbase (COIN) 30-day option implied volatility is at 71; compared to 52-week range of 59 to 103. Call put ratio 3.5 calls to 1 put with focus on September weekly calls.
Marathon Digital (MARA) 30-day option implied volatility at 91; compared to 52-week range of 80 to 195. Call put ratio 2.8 calls to 1 put amid Bitcoin trades below $55K.
MicroStrategy (MSTR) 30-day option implied volatility is at 85; compared to 52-week range of 55 to 165. Call put ratio 1.3 calls to 1 put.
Riot Platforms (RIOT) 30-day option implied volatility is at 87; compared to 52-week range of 76 to 144. Call put ratio 5 calls to 1 put with focus on October 13 calls.
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: SATS PL TLN BRZE SMAR DOCU MANU APA
Increasing unusual call option volume: SMAR SATS PL DOCU APLD BRZE X LUNR DHT IOT
Increasing unusual put option volume: APA APLD DOCU MBLY CRDO OHI YANG FL VIPS RSP