Mid-session IV Report February 13, 2024

Mid-session IV Report February 13, 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: MANU ARM PLCE CART IREN GRPN GTLB ABR ASAN PATH STNE DG

Popular stocks with increasing volume: ARM SOFI PYPL SHOP KO SNAP TSM

Arm Holdings (ARM) option implied volatility above 150

Arm Holdings (ARM) 30-day option implied volatility is at 152; compared to its 52-week range of 34 to 171 amid sharp price movement. Call put ratio 1.2 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 63; compared to its 52-week range of 32 to 68 into expected release of quarter results after the bell on February 21.

AMD (AMD) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 58.

Option IV into quarter results

Airbnb (ABNB) February call option implied volatility is at 114, March is at 48; compared to its 52-week range of 32 to 59 into the expected release of quarter results today after the bell.

Robinhood (HOOD) February call option implied volatility is at 185, March is at 73; compared to its 52-week range of 35 to 76 into the expected release of quarter results today after the bell.

Zillow Group (Z) February call option implied volatility is at 128, March is at 58; compared to its 52-week range of 34 to 64 into the expected release of quarter results today after the bell.

MGM Resorts (MGM) February call option implied volatility is at 95, March is at 43; compared to its 52-week range of 26 to 46 into the expected release of quarter results today after the bell.

Lyft (LYFT) February call option implied volatility is at 244, March is at 95; compared to its 52-week range of 50 to 99 into the expected release of quarter results today after the bell.

Cisco (CSCO) February call option implied volatility is at 77, March is at 28; compared to its 52-week range of 14 to 33 into the expected release of quarter results after the bell on February 14. Call put ratio 2.6 calls to 1 put.

Upstart Holdings (UPST) February call option implied volatility is at 311, March is at 133; compared to its 52-week range of 73 to 158 into the expected release of quarter results today after the bell.

CME Group (CME) February call option implied volatility is at 40, March is at 22; compared to its 52-week range of 13 to 28 into the expected release of quarter results before the bell on February 14.

Kraft Heinz (KHC) February call option implied volatility is at 55, March is at 24; compared to its 52-week range of 13 to 29 into the expected release of quarter results before the bell on February 14.

Occidental (OXY) February call option implied volatility is at 40, March is at 27; compared to its 52-week range of 22 to 47 into the expected release of quarter results after the bell on February 14.

Twilio (TWLO) February call option implied volatility is at 176, March is at 67; compared to its 52-week range of 33 to 89 into the expected release of quarter results after the bell on February 14.

Generac (GNRC) February call option implied volatility is at 147, March is at 49; compared to its 52-week range of 33 to 67 into the expected release of quarter results before the bell on February 14.

QuantumScape (QS) February call option implied volatility is at 193, March is at 91; compared to its 52-week range of 54 to 134 into the expected release of quarter results after the bell on February 14. Call put ratio 2.3 calls to 1 put.

JFrog Ltd. (FROG) February call option implied volatility is at 144, March is at 65; compared to its 52-week range of 29 to 63 into the expected release of quarter results after the bell on February 14. Call put ratio 19 calls to 1 put with a focus on March 45 calls.

Altimmune (ALT) 30-day option implied volatility is at 148; compared to its 52-week range of 62 to 413. Call put ratio 1.8 calls to 1 put as share price down 16%.

Options with decreasing option implied volatility: CFLT SNAP BILL PAYC RBLX DOCS FTNT PINS AFRM MOR HAS UAA
Increasing unusual option volume: LSCC BTAI WM NYCB ATUS MDRX ZI ALT
Increasing unusual call option volume: TRUP LSCC WM WCC ATUS BHC ANET FROG CAR TRIP QSR
Increasing unusual put option volume: SSRM LSCC NYCB MDRX AIG ARM EQNR SATS
Active options: TSLA NVDA AAPL PLTR AMZN AMD META MSFT HOOD MARA ARM SOFI PYPL GOOG SHOP KO DDOG RIOT SNAP TSM
Active ETFs: IWM SPY QQQ SQQQ TQQQ GDX ARKK TLT