Mid-session IV Report April 19, 2024

Mid-session IV Report April 19, 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: CPRI LW CHK VEEV BHP AGNC WMT AGTI

Popular stocks with increasing volume: BAC MU TSM UAL SMCI COIN ARM PLTR AXP

Active options: TSLA NVDA AAPL NFLX AMD AMZN RDDT BAC META MU TSM UAL SMCI COIN ARM PLTR MSFT DJT MARA AXP

Movers

Tesla (TSLA) 30-day option implied volatility is at 62; compared to its 52-week range of 40 to 66 as share price near new 52-week low.

NVIDIA (NVDA) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 68 as share price down 1%.

Super Micro Computer (SMCI) 30-day option implied volatility is at 96; compared to its 52-week range of 54 to 118. Call put ratio 1.2 calls to 1 put as share price down 14%.

Option IV into quarter results

SAP SE (SAP) May call option implied volatility is at 32, June is at 28; compared to its 52-week range of 18 to 73 into the expected release of quarter results after the bell on April 22.

Verizon (VZ) April weekly call option implied volatility is at 37, May is at 27; compared to its 52-week range of 15 to 38 into the expected release of quarter results before the bell on April 22.

Cadence Design (CDNS) April weekly call option implied volatility is at 39, May is at 35; compared to its 52-week range of 21 to 68 into the expected release of quarter results after the bell on April 22.

Truist Financial (TFC) April weekly call option implied volatility is at 42, May is at 35; compared to its 52-week range of 26 to 92 into the expected release of quarter results before the bell on April 22.

Nucor (NUE) April weekly call option implied volatility is at 48, May is at 33; compared to its 52-week range of 23 to 39 into the expected release of quarter results after the bell on April 22.

Cleveland Cliffs (CLF) April weekly call option implied volatility is at 74, May is at 51; compared to its 52-week range of 34 to 57 into the expected release of quarter results after the bell on April 22.

Zion Bancorporation (ZION) April weekly call option implied volatility is at 60, May is at 50; compared to its 52-week range of 35 to 205 into the expected release of quarter results before the bell on April 22.

Whirlpool (WHR) April weekly call option implied volatility is at 62, May is at 45; compared to its 52-week range of 22 to 44 the expected release of quarter results before the bell on April 22.

Options with decreasing option implied volatility: IEP BHC BK UAL ALLY TSM MS PGR SCHW UNH JPM
Increasing unusual option volume: BAM INSM GL EFX XLI COMP SMMT GRAB LW
Increasing unusual call option volume: GRAB XLI CL VLY WISH MAT IP HUMA WRAP PPL ANVS
Increasing unusual put option volume: INFY LW EWY HA CARR XLI NU SO CHGG LVS PACB XPO IBRX
Active options: TSLA NVDA AMD AAPL AMZN UAL META ARM AMC SNAP TSM DJT MSFT MU GOOG BAC PLTR COIN PFE