Mid-session IV Report February 15, 2024

Mid-session IV Report February 15, 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: PLCE MANU IREN SMCI GRPN MSTR GTLB ASAN ULTA NNOX SOUN PLCE

Popular stocks with increasing volume: CSCO PLTR LYFT COIN TWLO ARM OXY HOOD

NVIDIA (NVDA) option IV into next week results and outlook

NVIDIA (NVDA) 30-day option implied volatility is at 65; compared to its 52-week range of 32 to 68. Call put ratio 2.2 calls to 1 put into expected release of quarter results after the bell on February 21.

Arm Holdings (ARM) February call option implied volatility is at 155, March is at 134; compared to its 52-week range of 34 to 170. Call put ratio 1.8 calls to 1 put.

Option IV into quarter results

DraftKings (DKNG) option implied volatility is at 282, March is at 73; compared to its 52-week range of 38 to 79 into the expected release of quarter results today after the bell. Call put ratio 5.4 calls to 1 put.

Applied Materials (AMAT) February call option implied volatility is at 116, March is at 43; compared to its 52-week range of 26 to 45 into the expected release of quarter results today after the bell.

DoorDash (DASH) February call option implied volatility is at 210, March is at 56; compared to its 52-week range of 32 to 80 into the expected release of quarter results today after the bell.

Roku (ROKU) February call option implied volatility is at 355, March is at 98; compared to its 52-week range of 44 to 95 into the expected release of quarter results today after the bell.

Toast (TOST) February call option implied volatility is at 300, March is at 78; compared to its 52-week range of 40 to 80 into the expected release of quarter results today after the bell.

Dropbox (DBX) February call option implied volatility is at 155, March is at 41; compared to its 52-week range of 21 to 39 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.3 puts.

Coinbase (COIN) February call option implied volatility is at 245, March is at 101; compared to its 52-week range of 59 to 131 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

Movers

Children’s Place (PLCE) 30-day option implied volatility is at 178; compared to its 52-week range of 45 to 252 as share price up 80%.

Stellantis (STLA) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 422. Call put ratio 6.9 calls to 1 put as share price as record high.

Options with decreasing option implied volatility: AFRM PINS UPST BILL DOCS NET LYFT UPWK MNDY APP TWLO SHOP HAS ZI
Increasing unusual option volume: PTEN FROG NNOX SOUN YETI DWAC SPWR HE RILY
Increasing unusual call option volume: NNOX FROG SOUN DWAC ICLN RXRX
Increasing unusual put option volume: PTEN SOUN YETI FSLY ALNY AUPH
Active options: TSLA NVDA AAPL AMD SMCI GOOGL META CSCO MARA PLTR NFLX SOUN LYFT COIN TWLO ARM OXY AMZN HOOD GOOG