Mid-session IV Report April 4, 2024

Mid-session IV Report April 4, 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: TSLY ACB TGTX CVNA FSLY SOFI GRPN PARA LMND W SQ EXPE EL BHC TEAM RBLX FTNT

Popular stocks with increasing volume: MU TSM C SMCI DELL SOFI COIN

Micron Technology (MU) April weekly option implied volatility is at is at 56, April is at 43; compared to its 52-week range of 27 to 58. Call put ratio 2.9 calls to 1 put.

“The Magnificent Seven” option implied volatility

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 68.

Microsoft (MSFT) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 33.

Alphabet (GOOGL) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 39.

Meta Platforms (META) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 74.

Amazon (AMZN) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 49.

Apple (AAPL) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 31. Call put ratio 2.9 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 53; compared to its 52-week range of 40 to 66.

Movers

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 55. Call put ratio 1 call to 2.7 puts.

Goldman Sachs (GS) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 32 as share price near upper end of historic range.

Options with decreasing option implied volatility: MANU DJT RUM RH XP EDR EXAS WBA CAG
Increasing unusual option volume: PTEN DAY LEVI UWMC ACB SNDL ARWR DO USFD MQ CELH
Increasing unusual call option volume: LEVI FTAI ARWR UWMC SNDL ACB CTRA DAY
Increasing unusual put option volume: UWMC ACB CDE SNDL LW CG DELL ROIV PLAY TKO MQ
Popular stocks with increasing volume: F C SOFI SMCI DELL MARA COIN PBR
Active options: TSLA NVDA META PLTR AAPL AMZN AMD MU TLRY GOOGL F PBR MSFT TSM C GOOG NFLX SOFI SMCI DELL MARA TSM ACB COIN