Mid-session IV Report April 26, 2024

Mid-session IV Report April 26, 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: MANU ROST ANVS ALCC ZIM

Popular stocks with increasing volume: CVX INTC SNAP XOM F BABA NIO ROKU PLTR SOFI

Active options: TSLA NVDA GOOGL INTC GOOG MSFT SNAP META AMZN AMD AAPL XOM F BABA NIO ROKU PLTR SOFI MARA VRT

Option IV for large cap

Apple (AAPL) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 31 into expected release of quarter results on May 2, Apple holding an event on May 7 and hosting its annual Worldwide Developers Conference (WWDC) from June 10 through 14, 2024. Call put ratio 2.3 calls to 1 put. Call put ratio 2.4 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 47; compared to its 52-week range of 40 to 66 as share price down 1%.

NVIDIA (NVDA) 30-day option implied volatility is at 64; compared to its 52-week range of 32 to 68 as share price up 4.3%.

Super Micro Computer (SMCI) 30-day option implied volatility is at 98; compared to its 52-week range of 54 to 118. Call put ratio 1.6 calls to 1 put as share price up 6.2%.

Option IV into quarter results

NXP Semiconductors (NXPI) May weekly call option implied volatility is at 54, May is at 40; compared to its 52-week range of 25 to 41 into the expected release of quarter results after the bell on April 29. Call put ratio 2.1 calls to 1 put.

ON Semiconductor (ON) May weekly call option implied volatility is at 85, May is at 59; compared to its 52-week range of 33 to 58 into the expected release of quarter results before the bell on April 29.

Domino’s Pizza (DPZ) May weekly call option implied volatility is at 55, May is at 37; compared to its 52-week range of 20 to 40 into the expected release of quarter results before the bell on April 29.

Paramount Global (PARA) May weekly call option implied volatility is at 99, May is at 83; compared to its 52-week range of 40 to 87 into the expected release of quarter results after the bell on April 29.

MicroStrategy (MSTR) May weekly call option implied volatility is at 111, May is at 118; compared to its 52-week range of 55 to 165 into the expected release of quarter results after the bell on April 29.

F5 (FFIV) May call option implied volatility is at 37, June is at 28; compared to its 52-week range of 16 to 61 into the expected release of quarter results after the bell on April 29.

Crown Holdings (CCK) May call option implied volatility is at 42, June is at 31; compared to its 52-week range of 20 to 62 into the expected release of quarter results after the bell on April 29.

SoFi Technologies (SOFI) May weekly call option implied volatility is at 129, May is at 92; compared to its 52-week range of 77 to 100 into the expected release of quarter results before the bell on April 29. Call put ratio 3.4 calls to 1 put.

Options with decreasing option implied volatility: IBRX CPRI STLA CGC SNAP HCP PLD CLS TSLL ENPH ROKU TDOC ALGN
Increasing unusual option volume: ALCC XPO DLR CYH FTI SKX GLYC PCOR
Increasing unusual call option volume: ALCC DLR SKX CFG PCOR HTGC HCP IRDM
Increasing unusual put option volume: GYLC CLS HTZ IBRX OMF DT SKX
Active options: TSLA NVDA GOOGL INTC GOOG MSFT SNAP META AMZN AMD AAPL XOM F BABA NIO ROKU PLTR SOFI MARA VRT