Mid-session IV Report February 20, 2024

Mid-session IV Report February 20, 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 RXRX VOD PDD FDX LULU NKE CAN CLSK PDD CHWY GME LULU ABR ONON NKE FDX

Popular stocks with increasing volume: WMT PLTR INTC COIN ROKU BABA

Option IV into quarter results

Palo Alto Networks (PANW) February weekly call option implied volatility is at 137, March is at 61; compared to its 52-week range of 25 to 55 into the expected release of quarter results today after the bell.

Caesars Entertainment (CZR) February weekly call option implied volatility is at 90, March is at 52; compared to its 52-week range of 36 to 61 into the expected release of quarter results today after the bell.

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 today after the bell.

NVIDIA (NVDA) February weekly call option implied volatility is at 155, March is at 71; compared to its 52-week range of 32 to 68 into the expected release of quarter results after the bell on February 21. Call put ratio 1.4 calls to 1 put.

Analog Devices (ADI) February weekly call option implied volatility is at 69, March is at 35; compared to its 52-week range of 20 to 34 into the expected release of quarter results before the bell on February 21.

Synopsys (SNPS) March call option implied volatility is at 46, April is at 38; compared to its 52-week range of 20 to 67 into the expected release of quarter results after the bell on February 21.

Suncor (SU) February weekly call option implied volatility is at 51, March is at 31; compared to its 52-week range of 21 to 45 into the expected release of quarter results after the bell on February 21.

Rivian (RIVN) February weekly call option implied volatility is at 199, March is at 98; compared to its 52-week range of 57 to 101 into the expected release of quarter results after the bell on February 21.

Marathon Oil (MRO) February weekly call option implied volatility is at 71, March is at 42; compared to its 52-week range of 27 to 54 into the expected release of quarter results after the bell on February 21.

Etsy (ETSY) February weekly call option implied volatility is at 146, March is at 71; compared to its 52-week range of 38 to 73 into the expected release of quarter results after the bell on February 21.

Wingstop (WING) March call option implied volatility is at 57, April is at 44; compared to its 52-week range of 26 to 93 into the expected release of quarter results before the bell on February 21.

Joby Aviation (JOBY) February weekly call option implied volatility is at 158, March is at 91; compared to its 52-week range of 45 to 122 into the expected release of quarter results after the bell on February 21.

Lucid (LCID) February weekly call option implied volatility is at 260, March is at 150; compared to its 52-week range of 52 to 141 into the expected release of quarter results after the bell on February 21.

Movers

Capital One Financial (COF) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 54 after acquiring Discover (DFS) in all-stock transaction valued at $35.3B.

Discover Financial Services (DFS) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 49 after Capital One (COF) acquiring in all-stock transaction valued at $35.3B.

MasterCard (MA) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 30.

Visa (V) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 27.

Arm Holdings (ARM) February weekly call option implied volatility is at 161, March is at 128; compared to its 52-week range of 34 to 170 as share price down 7%.

Super Micro Computer (SMCI) February weekly call option implied volatility is at 208, March is at 112; compared to its 52-week range of 34 to 170 as share price down 10%. Call put ratio 1 call to 1.3 puts.

Options with decreasing option implied volatility: CART MANU UPST ARM ABR ZI ANET UPWK APP VFS FSLY HAS TTD HAS LYFT SHOP DDOG TOST DKNG
Increasing unusual option volume: OWL SOUN IVZ BTAI BZUN NNOX CAMT OCGN
Increasing unusual call option volume: CAMT SOUN NNOX AUR AMBC BCS APLT SOUN
Increasing unusual put option volume: AZN SOUN MDRX IOVA BCS NYCB MLCO
Active options: TSLA NVDA AAPL AMD WMT AMZN PLTR META SMCI MARA INTC COIN AMR GOOGL MSFT HOOD NIO ROKU SOUN BABA