Mid-session IV Report April 24, 2024

Mid-session IV Report April 24, 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: EDR PANW ROST ELF DLO EQX GFL MANU NVDA TGT PBR DJT INTC SNAP CAT META GOOG NOW IBM MSFT GOOGL

Popular stocks with increasing volume: C ARM PLTR BABA T INTC V SMCI

Option IV into quarter results

Meta Platforms (META) April weekly call option implied volatility is at 140, May is at 56; compared to its 52-week range of into the expected release of quarter results today after the bell.

IBM (IBM) April weekly call option implied volatility is at 90, May is at 37; compared to its 52-week range of 13 to 34 into the expected release of quarter results today after the bell.

ServiceNow (NOW) April weekly call option implied volatility is at 92, May is at 43; compared to its 52-week range of 23 to 46 into the expected release of quarter results today after the bell.

Microsoft (MSFT) April weekly call option implied volatility is at 70, May is at 31; compared to its 52-week range of 18 to 33 into the expected release of quarter results today after the bell on April 25.

Alphabet (GOOG) April weekly call option implied volatility is at 90, May is at 39; compared to its 52-week range of 19 to 38 into the expected release of quarter results after the bell on April 25.

Merck (MRK) April weekly call option implied volatility is at 49, May is at 21; compared to its 52-week range of 16 to 26 into the expected release of quarter results before the bell on April 25.

T-Mobile (TMUS) April weekly call option implied volatility is at 43, May is at 19; compared to its 52-week range of 14 to 29 into the expected release of quarter results before the bell on April 25.

Caterpillar (CAT) April weekly call option implied volatility is at 77, May is at 35; compared to its 52-week range of 21 to 38 into the expected release of quarter results before the bell on April 25.

Comcast (CMCSA) April weekly call option implied volatility is at 74, May is at 31; compared to its 52-week range of 17 to 31 into the expected release of quarter results before the bell on April 25.

Intel (INTC) April weekly call option implied volatility is at 112, May is at 47; compared to its 52-week range of 28 to 49 into the expected release of quarter results after the bell on April 25.

Union Pacific (UNP) April weekly call option implied volatility is at 58, May is at 25; compared to its 52-week range of 15 to 27 into the expected release of quarter results before the bell on April 25.

Honeywell (HON) April weekly call option implied volatility is at 59, May is at 23; compared to its 52-week range of 14 to 26 into the expected release of quarter results before the bell on April 25.

Bristol Meyers (BMY) April weekly call option implied volatility is at 58, May is at 28; compared to its 52-week range of 16 to 30 into the expected release of quarter results before the bell on April 25.

Gilead (GILD) April weekly call option implied volatility is at 60, May is at 27; compared to its 52-week range of 17 to 29 into the expected release of quarter results after the bell on April 25.

Altria (MO) April weekly call option implied volatility is at 42, May is at 21; compared to its 52-week range of 13 to 28 into the expected release of quarter results before the bell on April 25.

Northrop Grumman (NOC) April weekly call option implied volatility is at 53, May is at 24; compared to its 52-week range of 16 to 30 into the expected release of quarter results before the bell on April 25.

Valero (VLO) April weekly call option implied volatility is at 53, May is at 36; compared to its 52-week range of 27 to 41 into the expected release of quarter results before the bell on April 25.

Capital One (COF) April weekly call option implied volatility is at 71, May is at 35; compared to its 52-week range of 24 to 47 into the expected release of quarter results after the bell on April 25.

Newmont (NEM) April weekly call option implied volatility is at 63, May is at 38; compared to its 52-week range of 24 to 43 into the expected release of quarter results before the bell on April 25.

Royal Caribbean (RCL) April weekly call option implied volatility is at 92, May is at 45; compared to its 52-week range of 30 to 53 into the expected release of quarter results before the bell on April 25.

Rockwell (ROK) May call option implied volatility is at 46, June is at 33; compared to its 52-week range of 20 to 67 into the expected release of quarter results on April 25.

Mobileye (MBLY) May call option implied volatility is at 74, June is at 58; compared to its 52-week range of 33 to 98 into the expected release of quarter results before the bell on April 25.

Western Digital (WDC) April weekly call option implied volatility is at 139, May is at 56; compared to its 52-week range of 28 to 53 into the expected release of quarter results after the bell on April 25.

Snap (SNAP) April weekly call option implied volatility is at 330, May is at 124; compared to its 52-week range of 41 to 116 into the expected release of quarter results after the bell on April 25.

Exxon (XOM) April weekly call option implied volatility is at 36, May is at 24; compared to its 52-week range of 18 to 30 into the expected release of quarter results before the bell on April 26.

Chevron (CVX) April weekly call option implied volatility is at 39, May is at 23; compared to its 52-week range of 17 to 28 into the expected release of quarter results before the bell on April 26.

Options with decreasing option implied volatility: IBRX ENPH SPOT NFLX JBLU HAS HE NEP ISRG TSM STX ALK AXP
Increasing unusual option volume: BKR NSC CYH FTAI SGMO BMRN LDOS
Increasing unusual call option volume: TAN NSC LDOS CYH SGMO FTAI EQX BSX
Increasing unusual put option volume: BMRN BKR JBLU HCP FTAI IP EDU BSX
Active options: TSLA NVDA AMD AAPL BA META C AMZN ARM PLTR BABA T MARA ENPH VRT INTC SOUN RIOT V SMCI