Mid-session IV Report April 9, 2024

Mid-session IV Report April 9, 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 BYND GRPN HIMS PARA TTD TSLY APP BMBL CELH TOST CPRI PAA TPR TSN EA ET BUD

Popular stocks with increasing volume: ARM SOFI MRNA PFE PANW COIN NIO

Movers into CPI

NVIDIA (NVDA) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 68 as share price down 3.7%.

Arm Holdings (ARM) 30-day option implied volatility is at 73; compared to its 52-week range of 35 to 171. Call put ratio 3.1 calls to 1 put as share price down 2.9%.

Moderna (MRNA) April weekly option implied volatility is at is at 65, April is at 56; compared to its 52-week range of 40 to 66. Call put ratio 1.1 calls to 1 put as share price up 8.3%.

Amazon (AMZN) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 49. Call put ratio 1.9 calls to 1 put as share price near upper end of range.

Freeport-McMoran (FCX) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 45. Call put ratio 6.1 calls to 1 put with focus on June 60 calls.

Roku (ROKU) 30-day option implied volatility is at 78; compared to its 52-week range of 44 to 89. Call put ratio 3.1 calls to 1 put with focus on April weekly (12) 63 calls as share price up 2.5%.

Option IV into quarter results into CPI

Delta (DAL) April weekly call option implied volatility is at 77, April is at 52; compared to its 52-week range of 25 to 42 into the expected release of quarter results before the bell on April 10. Call put ratio 2 calls to 1 put.

Infosys Limited (INFY) April call option implied volatility is at 51, May is at 31; compared to its 52-week range of 15 to 69 into the expected release of quarter results on April 11. Call put ratio 1 call to 3.8 puts.

Fastenal (FAST) April call option implied volatility is at 41, May is at 27; compared to its 52-week range of into the expected release of quarter results before the bell on April 11.

CarMax (KMX) April weekly call option implied volatility is at 113, April is at 71; compared to its 52-week range of 30 to 65 into the expected release of quarter results before the bell on April 11.

Lovesac (LOVE) April call option implied volatility is at 143, May is at 85; compared to its 52-week range of 95 to 103 into the expected release of quarter results before the bell on April 11. Call put ratio 161 calls to 1 put with focus on April 25 calls.

Conn’s (CONN) April call option implied volatility is at 140, May is at 93; compared to its 52-week range of 55 to 111 into the expected release of quarter results before the bell on April 11.

Options with decreasing option implied volatility: CAG RITM HYG HE
Increasing unusual option volume: EWY MAXN GOGO XFOR PBI ZTO COPX PAA KBH
Increasing unusual call option volume: XFOR EWY PBI COPX PAA FIGS CLNE SIL PAAS
Increasing unusual put option volume: KBH MAXN AG TLRY LUNR CDE EWY YPF ACB
Popular stocks with increasing volume: VZ T MU INTC SOFI TSM DJT COIN PLTR PARA
Active options: TSLA NVDA AAPL AMD VZ AMZN META T MU INTC MARA SOFI GOOGL TSM DJT COIN PLTR MSFT TLRY PARA