Mid-session IV Report February 16, 2024

Mid-session IV Report February 16, 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 SMCI RXRX GRPN ARM GTLB CRSP IEP DG NVS ADBE VOD TSLY ULTA RXRX

Popular stocks with increasing volume: COIN DKNG HOOD SMCI AMAT ROKU TTD PLTR ARM SOFI

Option IV into quarter results

Walmart (WMT) February weekly call option implied volatility is at 40, March is at 25; compared to its 52-week range of 12 to 27 into the expected release of quarter results before the bell on February 20.

Home Depot (HD) February weekly call option implied volatility is at 39, March is at 26; compared to its 52-week range of 15 to 32 into the expected release of quarter results before the bell on February 20.

Palo Alto Networks (PANW) February weekly call option implied volatility is at 93, March is at 56; compared to its 52-week range of 25 to 55 into the expected release of quarter results after the bell on February 20.

Medtronic (MDT) February weekly call option implied volatility is at 33, March is at 34; compared to its 52-week range of 15 to 29 into the expected release of quarter results before the bell on February 20.

Diamondback Energy (FANG) February weekly call option implied volatility is at 35, March is at 29; compared to its 52-week range of 21 to 79 into the expected release of quarter results after the bell on February 20.

Toll Brothers (TOL) February weekly call option implied volatility is at 54, March is at 41; compared to its 52-week range of 24 to 41 into the expected release of quarter results after the bell on February 20.

Caesars Entertainment (CZR) February weekly call option implied volatility is at 63, March is at 52; compared to its 52-week range of 36 to 61 into the expected release of quarter results after the bell on February 20.

SolarEdge Technologies (SEDG) February weekly call option implied volatility is at 169, March is at 106; compared to its 52-week range of 41 to 103 into the expected release of quarter results after the bell on February 20.

NVIDIA (NVDA) February weekly call option implied volatility is at 104, March is at 64; compared to its 52-week range of 32 to 68 into the expected release of quarter results after the bell on February 21.

META and AMZN option IV near lower end of range as share price near upper end of range

Meta Platforms (META) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 54 as share price near record high.

Amazon (AMZN) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 48.

U.S. Steel (X) 30-day option implied volatility is at 20; compared to its 52-week range of 10 to 61.

Options with decreasing option implied volatility: UPST MANU VRM CART APP UPWK MNDY TTD LYFT DDOG ANET FSLY SHOP ABR HAS ROKU TOST TWLO HOOD
Increasing unusual option volume: RGTI AVTR NNOX SSTK SOUN PTEN
Increasing unusual call option volume: RGTI NNOX SOUN MDRX FROG RXRX TTD VOD
Increasing unusual put option volume: AVTR PTEN NKLA MBLY DBX SOUN TRUP OZK
Active options: TSLA NVDA AAPL COIN AMZN AMD DKNG HOOD META SMCI MARA AMAT ROKU TTD PLTR MSFT BABA ARM SOFI NFLX