Mid-session IV Report April 8, 2024

Mid-session IV Report April 8, 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: ACB IRBT TSLY GRPN PARA HIMS BHC CPRI FSLY TOST UAA

Popular stocks with increasing volume: MU TSM COIN SOFI DJT MSFT UBER INTC OXY

“The Magnificent Seven” option implied volatility

Microsoft (MSFT) 30-day option implied volatility is at 27; 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 49; compared to its 52-week range of 24 to 54.

NVIDIA (NVDA) 30-day option implied volatility is at 43; compared to its 52-week range of 31 to 68.

Amazon (AMZN) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 49.

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

Tesla (TSLA) 30-day option implied volatility is at 59; compared to its 52-week range of 40 to 66. Call put ratio 1.4 calls to 1 put as share price up 4.6%

Option IV into quarter results

Tilray (TLRY) April weekly call option implied volatility is at 250, May is at 180; 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 3.4 calls to 1 put with focus on April weekly (12) 3 calls.

Delta (DAL) April weekly call option implied volatility is at 68, May is at 50; compared to its 52-week range of 25 to 42 into the expected release of quarter results before the bell on April 10.

Options with decreasing option implied volatility: EDR EXAS CAG HYG
Increasing unusual option volume: BOOT EH OPK ACB PERI KTOS PERI
Increasing unusual call option volume: OPK PAA KTOS ACB SMTC LW ORGN
Increasing unusual put option volume: PERI EH GEO SYF LW ACB BHC CDE
Popular stocks with increasing volume: MU TSM COIN SOFI DJT MSFT UBER INTC OXY
Active options: TSLA NVDA AMD AAPL AMZN META MU MARA GOOGL TSM COIN SOFI PLTR DJT MSFT UBER INTC AMC OXY