Mid-session IV Report February 26, 2024

Mid-session IV Report February 26, 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: LULU VFS SHLS GME ARM MSTR CARG HLX PANW HYG SPLK

Popular stocks with increasing volume: ARM MU LI RIVN HOOD PFE COIN PLTR NIO WMT SQ

Arm Holdings (ARM) March weekly call option implied volatility is at 127, March is at 134; compared to its 52-week range of 35 to 171 as share price up 10.4%.

Option IV into quarter results

Workday (WDAY) March weekly call option implied volatility is at 114, March is at 63; compared to its 52-week range of 22 to 48 into the expected release of quarter results today after the bell.

Zoom Video (ZM) March weekly call option implied volatility is at 105, March is at 58; compared to its 52-week range of 28 to 77 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Unity Software (U) March weekly call option implied volatility is at 185, March is at 100; compared to its 52-week range of 47 to 90 into the expected release of quarter results today after the bell.

Lowe’s (LOW) March weekly call option implied volatility is at 47, March is at 30; compared to its 52-week range of 17 to 34 into the expected release of quarter results before the bell on February 27.

Monster Beverage (MNST) March call option implied volatility is at 35, April is at 26; compared to its 52-week range of 15 to 69 into the expected release of quarter results on February 27. Call put ratio 5 calls to 1 put.

Coupang (CPNG) March weekly call option implied volatility is at 111, March is at 61; compared to its 52-week range of 27 to 71 into the expected release of quarter results after the bell on February 27. Call put ratio 1 call to 4 puts.

Agilent Technology (A) March call option implied volatility is at 39, April is at 30; compared to its 52-week range of 20 to 80 into the expected release of quarter results after the bell on February 27.

eBay (EBAY) March weekly call option implied volatility is at 81, March is at 41; compared to its 52-week range of 21 to 43 into the expected release of quarter results after the bell on February 27.

Macy’s (M) March weekly call option implied volatility is at 113, March is at 71; compared to its 52-week range of 35 to 71 into the expected release of quarter results before the bell on February 27.

First Solar (FSLR) March weekly call option implied volatility is at 117, March is at 71; compared to its 52-week range of 37 to 66 into the expected release of quarter results after the bell on February 27.

AutoZone (AZO) March weekly call option implied volatility is at 32, March is at 26; compared to its 52-week range of 18 to 28 into the expected release of quarter results before the bell on February 27.

Devon Energy (DVN) March weekly call option implied volatility is at 56, March is at 38; compared to its 52-week range of 26 to 51 into the expected release of quarter results after the bell on February 27.

Salesforce (CRM) March weekly call option implied volatility is at 88, March is at 49; compared to its 52-week range of 20 to 51 into the expected release of quarter results after the bell on February 28.

Option IV amid FTC headlines

Albertsons (ACI) 30-day option implied volatility is at 26; compared to its 52-week range of 12 to 78. Call put ratio 1 call to 3.5 puts.

Kroger (KR) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 33 into expected release of quarter results on March 7.

Options with decreasing option implied volatility: VKTX IOVA PLCE AAOI TDOC RNG TDS SEDG W VRT SQ BROS ENVX DOCN ETSY WBD JOBY PANW
Increasing unusual option volume: SHLS PZZA OCGN ROOT MOMO RBA COMM AMBC AVTR INDI
Increasing unusual call option volume: OCGN SHLS INDI CRDO AMBC DM DPZ VST
Increasing unusual put option volume: AES AVTR VST SOUN NRG ESTC AMLX DPZ NXE
Active options: TSLA NVDA AAPL AMD ARM MU AMZN GOOGL MARA LI RIVN META HOOD PFE COIN PLTR NIO WMT GOOG SQ