Mid-session IV Report September 9, 2024

Mid-session IV Report September 9, 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: IEP AEHR HE WBA TSLA CAR LW STNE DNUT AAP COHR DPZ ADI PRU LNC JPM GOOG GS CCNC AIG CAG MS RIO

Popular stocks with increasing volume: AVGO NIO AMC SNAP GME COIN SOFI INTC SIRI ORCL

Active options: NVDA TSLA PLTR AAPL AMZN AMD AVGO NIO GOOGL AMC SNAP GME META MARA COIN SOFI INTC SIRI ORCL MSFT C

Apple (AAPL) September 13 weekly call option implied volatility is at 40, September is at 33; compared to its 52-week range of 16 to 37. Call put ratio 1 calls to 1 put with focus on September weekly options into iPhone launch event begins at 1 p.m. ET Monday.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 44; compared to 52-week range of 29 to 74. Call put ratio 1 call to 1 put into the cybersecurity firm’s investor day set for September 18.

Citigroup (C) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 40. Call put ratio 1.3 calls to 1 put with focus on September 13 weekly 64 calls.

Coinbase (COIN) 30-day option implied volatility is at 75; compared to 52-week range of 59 to 103. Call put ratio 3.1 calls to 1 put with focus on September weekly calls as Bitcoin trades $55K.

Option IV into quarter results

Oracle (ORCL) September 13 weekly call option implied volatility is at 91, September is at 59; compared to its 52-week range of 19 to 46. Call put ratio 1 call to 1.5 puts with focus on September 13 weekly 138 puts into the expected release of quarter results today after the bell.

Rubrik (RBRK) September call option implied volatility is at 128, October is at 85; compared to its 52-week range of 20 to 116 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

GameStop (GME) September 13 weekly call option implied volatility is at 183, September is at 137; compared to its 52-week range of 52 to 347 into the expected release of quarter results after the bell on September 10. Call put ratio 3.4 calls to 1 put with a focus on with a focus on October 125 calls.

Academy Sports (ASO) September 13 weekly call option implied volatility is at 120, September is at 82; compared to its 52-week range of 28 to 60 into the expected release of quarter results before the bell on September 10. Call put ratio 1 call to 1.5 puts.

Petco Health and Wellness (WOOF) September 13 weekly call option implied volatility is at 180, September is at 130; compared to its 52-week range of 46 to 173 into the expected release of quarter results after the bell on September 10. Call put ratio 2.8 calls to 1 put with a focus on September 3 and 3.5 calls.

Icahn Enterprises L.P. (IEP) 30-day option implied volatility is at 84; compared to 52-week range of 28 to 83. Call put ratio 3.1 calls to 1 put.

Options with decreasing option implied volatility: PATH IOT GTLB AI ASAN DLTR DOCU DKS HPE ZS
Increasing unusual option volume: TERN SMMT AR SAP BRZE IR METC BMRN PACB APLD
Increasing unusual call option volume: SMMT TERN SATS BNTX BRZE FRPT FLUT APLD TECS BMRN
Increasing unusual put option volume: AR SMMT BMRN LUNR OZK CDNS TEM LOGI APLD RBRK FL