Mid-session IV Report April 5, 2024

Mid-session IV Report April 5, 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: BMBL QURE LEVI ACB LW CNK SWAV SLS IQV VERI NVDL PAA CAG GLYC QSR NTR WBD ZI NCLH DDOG SBUX

Popular stocks with increasing volume: INTC COIN PLTR ACB TSM BAC DIS NIO

Cruise stocks option IV into Viking Holdings (VIK) IPO.

Carnival Corp. (CCL) 30-day option implied volatility is at 44; compared to its 52-week range of 40 to 70 into Viking Holdings (VIK) IPO. Call put ratio 2.2 calls to 1 put.

Royal Caribbean (RCL) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 53 into Viking Holdings (VIK) IPO. Call put ratio 4.5 calls to 1 put.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 51; compared to its 52-week range of 37 to 64 into Viking Holdings (VIK) IPO. Call put ratio 1 call to 3 puts with focus on April weekly (5) 18.5 puts.

Option IV into quarter results

Tilray (TLRY) April weekly call option implied volatility is at 188, May is at 170; compared to its 52-week range of 71 to 143 into the expected release of quarter results before the bell on April 9. Call put ratio 5 calls to 1 put with focus on April weekly (5) calls.

Delta (DAL) April weekly call option implied volatility is at 58, May is at 47; compared to its 52-week range of 25 to 42 into the expected release of quarter results before the bell on April 10.

Movers

Teladoc (TDOC) 30-day option implied volatility is at 72; compared to its 52-week range of 39 to 85 after departure of its long-time CEO Jason Gorevic, effective immediately. Call put ratio 3.9 calls to 1 put with focus on May 12.50 and January 15 calls.

Ishares Msci Usa Momentum Factor Etf (MTUM) 30-day option implied volatility is at 20; compared to its 52-week range of 11 to 37. Call put ratio 1 calls to 23 puts with focus on April puts.

Options with decreasing option implied volatility: DJT MANU KNOX RUM GH EDR EXAS XP
Increasing unusual option volume: QURE BMBL LEVI LW ACB CNK SLS IQV SWAV
Increasing unusual call option volume: QURE LW ACB SWAV CNK SLS PAA CAG LEVI NVDL VERI
Increasing unusual put option volume: ACB BMBL CNK SA NTR LW RL LUMN NVDL XLRE DELL
Popular stocks with increasing volume: INTC COIN PLTR ACB TSM BAC DIS NIO
Active options: TSLA NVDA AMD AAPL META AMZN INTC COIN PLTR MARA GOOGL ACB GOOG ACB TSM TLRY BAC DIS NIO LUMN AG