Mid-session IV Report April 3, 2024

Mid-session IV Report April 3, 2024

The following report is a snap2shot 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: WOLF TGTX SOFI BHC W FSLY EXPE EL LMND SQ TEAM GNRC FTNT NET RBLX VNDA

Popular stocks with increasing volume: C MU XOM FCX BAC WMT COIN RIVN

Enterprise information technology company option IV as share price near upper end of range

Oracle (ORCL) 30-day option implied volatility is at 21; compared to its 52-week range of 18 to 47. Call put ratio 3.9 calls to 1 put as shares up 1.1%.

Salesforce (CRM) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 51.

ServiceNow (NOW) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 46. Call put ratio 3.8 calls to 1 put.

IBM (IBM) 30-day option implied volatility is at 32; compared to its 52-week range of 13 to 31. Call put ratio 4.7 calls to 1 put.

Option IV into quarter results

Levi Strauss (LEVI) April option implied volatility is at is at 67, May is at 46; compared to its 52-week range of 25 to 91 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.2 puts.

BlackBerry (BB) April weekly option implied volatility is at is at 230, April is at 140; compared to its 52-week range of 41 to 92 into the expected release of quarter results today after the bell on April 3. Call put ratio 3.5 calls to 1 put.

Lamb Weston (LW) April option implied volatility is at is at 50, May is at 34; compared to its 52-week range of 17 to 73 into the expected release of quarter results before the bell on April 4.

ConAgra (CAG) April weekly option implied volatility is at is at 63, April is at 27; compared to its 52-week range of 14 to 31 into the expected release of quarter results before the bell on April 4. Call put ratio 3.2 calls to 1 put.

Options with decreasing option implied volatility: DJT VKTX GME ALAB RDDT RILY RH CCL MANU XP EXAS WBA
Increasing unusual option volume: DJT GME RDDT ALBAM MANU XP RH CCL WBA EDR SIG ULTA COTY EL LW LEVI HLF PAA NVEI
Increasing unusual call option volume: ES PLAY VNDA ACB LEVI NVEI CALM HUYA
Increasing unusual put option volume: PLAY ACB UWMC ROIV NTR HLF MTUM AZN COT Y CWEB
Popular stocks with increasing volume: C MU XOM FCX BAC WMT COIN AMC RIVN
Active options: TSLA NVDA AAPL AMD PLTR NKLA META AMZN GOOGL C MU MSFT MARA XOM FCX BAC WMT COIN AMC RIVN