Mid-session IV Report February 14, 2024

Mid-session IV Report February 14, 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: ARM PLCE IREN CLSK MARA GRPN GTLB MSTR ASAN DG PATH STNE S BITO DKS ULTA PSEC ORCL ADBE

Popular stocks with increasing volume: HOOD LYFT ARM PLTR UBER SMCI ABNB UPST COIN

Arm Holdings (ARM) 30-day option implied volatility as share price up 6.8%

Arm Holdings (ARM) 30-day option implied volatility is at 134; compared to its 52-week range of 34 to 170. Call put ratio 1.8 calls to 1 put as share price up 9.5%.

NVIDIA (NVDA) 30-day option implied volatility is at 63; compared to its 52-week range of 32 to 68. Call put ratio 2.5 calls to 1 put as share price above $739.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 36 as share price up 2%.

Option IV into quarter results

Cisco (CSCO) February call option implied volatility is at 87, March is at 28; compared to its 52-week range of 14 to 33 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

Occidental (OXY) February call option implied volatility is at 46, March is at 27; compared to its 52-week range of 22 to 47 into the expected release of quarter results today after the bell.

Twilio (TWLO) February call option implied volatility is at 197, March is at 64; compared to its 52-week range of 33 to 89 into the expected release of quarter results today after the bell.

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 today after the bell. Call put ratio 2.8 calls to 1 put.

DraftKings (DKNG) option implied volatility is at 230, March is at 90; compared to its 52-week range of 38 to 79 into the expected release of quarter results before the bell on February 15. Call put ratio 4 calls to 1 put.

Deere (DE) February call option implied volatility is at 76, March is at 30; compared to its 52-week range of 19 to 36 into the expected release of quarter results before the bell on February 15. Call put ratio 2.5 calls to 1 put.

Applied Materials (AMAT) February call option implied volatility is at 90, March is at 43; compared to its 52-week range of 26 to 45 into the expected release of quarter results after the bell on February 15.

Stellantis (STLA) February call option implied volatility is at 88, March is at 36; compared to its 52-week range of 23 to 423 into the expected release of quarter results before the bell on February 15.

DoorDash (DASH) February call option implied volatility is at 149, March is at 53; compared to its 52-week range of 32 to 80 into the expected release of quarter results after the bell on February 15.

Roku (ROKU) February call option implied volatility is at 265, March is at 90; compared to its 52-week range of 44 to 95 into the expected release of quarter results after the bell on February 15.

Toast (TOST) February call option implied volatility is at 233, March is at 77; compared to its 52-week range of 40 to 80 into the expected release of quarter results after the bell on February 15.

Dropbox (DBX) February call option implied volatility is at 118, March is at 41; compared to its 52-week range of 21 to 39 into the expected release of quarter results after the bell on February 15. Call put ratio 1 call to 2.9 puts.

Shake Shack (SHAK) February call option implied volatility is at 125, March is at 51; compared to its 52-week range of 29 to 56 into the expected release of quarter results after the bell on February 15.

Coinbase (COIN) February call option implied volatility is at 186, March is at 96; compared to its 52-week range of 59 to 131 into the expected release of quarter results.

Altimmune (ALT) 30-day option implied volatility is at 152; compared to its 52-week range of 62 to 413. Call put ratio 7 calls to 1 put as share price up 7%.

Options with decreasing option implied volatility: PAYC CFLT BILL UPST DOCS PINS AFRM ZI DDOG NET HAS UAA LYFT SHOP MNDY EXPE GNRC EDU PYPL
Increasing unusual option volume: ASPN GPN KOPN QDEL EVA KTOS
Increasing unusual call option volume: KOPN KTOS WCC LYFT PGR ZTO
Increasing unusual put option volume: WM RSP GPN CART SSRM CMI LYFT AKAM ARM
Active options: NVDA HOOD TSLA LYFT MARA AMD ARM PLTR AAPL META UBER SMCI ABNB AMZN MSFT UPST COIN NFLX RIOT CLSK