Mid-session IV Report April 10, 2024

Mid-session IV Report April 10, 2024

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By this often over looked information.

Options with increasing option implied volatility: TSLY BYND GRPN HIMS IRBT UPST AAP TTD RIVN CELH PARA U TOST BMBL COHR UAA CPNG TRIP TRP TSN AKAM DIS EA BUD PAA ENB

Popular stocks with increasing volume: C DAL MU BABA INTC PLTR SOFI BAC TSM AMC COIN

Active options: TSLA NVDA AAPL AMD AMZN C META DAL MU MARA BABA INTC GOOGL MSFT PLTR SOFI BAC TSM AMC COIN

Apple (AAPL) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 31 into June World Wide Developers conference.

Chip stocks option implied volatility

NVIDIA (NVDA) April weekly call option implied volatility is at 47, April is at 43; compared to its 52-week range of 32 to 68. Call put ratio 1.3 calls to 1 put as share price up 1%.

Broadcom (AVGO) April weekly call option implied volatility is at 44, April is at 36; compared to its 52-week range of 23 to 59. Call put ratio 1 call to 1.1 puts.

Arm Holdings (ARM) 30-day option implied volatility is at 73; compared to its 52-week range of 34 to 170. Call put ratio 2.2 calls to 1 put as share price down 1%.

Super Micro Computer (SMCI) 30-day option implied volatility is at 93; compared to its 52-week range of 34 to 118.

AMD (AMD) 30-day option implied volatility is at 53; compared to its 52-week range of 34 to 58.

Qualcomm (QCOM) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 43. Call put ratio 1.8 calls to 1 put.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 36. Call put ratio 5.4 calls to 1 put.

Taiwan Semi (TSM) 30-day option implied volatility is at 46; compared to its 52-week range of 22 to 48.

Intel (INTC) 30-day option implied volatility is at 45; compared to its 52-week range of 28 to 49. Call put ratio 2.8 calls to 1 put as October calls and puts.

Micron Technology (MU) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 58. Call put ratio 2.4 calls to 1 put.

Option IV into quarter results

CarMax (KMX) April weekly call option implied volatility is at 135, April is at 74; compared to its 52-week range of 30 to 65 into the expected release of quarter results before the bell on April 11.

JPMorgan (JPM) April weekly call option implied volatility is at 57, April is at 35; compared to its 52-week range of 15 to 30 into the expected release of quarter results before the bell on April 12.

Wells Fargo (WFC) April weekly call option implied volatility is at 69, April is at 43; compared to its 52-week range of 20 to 40 into the expected release of quarter results before the bell on April 12.

BlackRock (BLK) April weekly call option implied volatility is at 52, April is at 32; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell on April 12. Call put ratio 2.1 calls to 1 put.

Citigroup (C) April weekly call option implied volatility is at 70, April is at 42; compared to its 52-week range of 21 to 35 into the expected release of quarter results before the bell on April 12.

Weight Loss companies option IV

Novo Nordisk (NVO) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 44.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 39. Call put ratio 2.2 calls to 1 put.

Viking Therapeutics (VKTX) 30-day option implied volatility is at 86; compared to its 52-week range of 44 to 234 as share price down 5%.

Options with decreasing option implied volatility: HE CAG ACI
Increasing unusual option volume: IAC AVTR HEAR GSM KTOS OPK FUSN INFN DM BALL SNV MAXN GRRR IBN GGAL VLD SGH SMTC
Increasing unusual call option volume: GSM HEAR KTOS OPK GGAL SMTC KBH PAA ATOS DRV
Increasing unusual put option volume: BALL AVTR MAXN NANOS CSIQ UWMC TSN IYR SLG ACB VST CDE
Active ETFs: SPY QQQ IWM TQQQ EWZ TLT SOXL GLD SLV SQQQ HYG KRE GDX XLF XBI IYR