Mid-session IV Report February 27, 2024

Mid-session IV Report February 27, 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: HYG SOUN MDRX BEAM GNL PANW

Popular stocks with increasing volume: COIN HOOD ZM PANW PLTR SOFI NCLH UBER

NVIDIA (NVDA) March weekly call option implied volatility is at 48, March is at 43; compared to its 52-week range of 32 to 68 into NVIDIA hosting its flagship GTC 2024 conference at the San Jose Convention Center from March 18-21.

Arm Holdings (ARM) March weekly call option implied volatility is at 106, March is at 118; compared to its 52-week range of 35 to 171 as share price down 4.2%.

Super Micro Computer (SMCI) March weekly call option implied volatility is at 112, March is at 99; compared to its 52-week range of 54 to 116 as share price down 2.8%.

Option IV into quarter results

Salesforce (CRM) March weekly call option implied volatility is at 103, March is at 52; compared to its 52-week range of 20 to 51 into the expected release of quarter results after the bell on February 28.

TJX Companies (TJX) March weekly call option implied volatility is at 55, March is at 29; compared to its 52-week range of 14 to 29 into the expected release of quarter results before the bell on February 28.

Snowflake (SNOW) March weekly call option implied volatility is at 141, March is at 72; compared to its 52-week range of 33 to 69 into the expected release of quarter results after the bell on February 28.

Paramount Global (PARA) March weekly call option implied volatility is at 153, March is at 92; compared to its 52-week range of 40 to 76 into the expected release of quarter results after the bell on February 28.

C3.ai (AI) March weekly call option implied volatility is at 210, March is at 116; compared to its 52-week range of 59 to 223 into the expected release of quarter results after the bell on February 28.

Baidu (BIDU) March weekly call option implied volatility is at 100, March is at 59; compared to its 52-week range of 34 to 59 into the expected release of quarter results before the bell on February 28. Call put ratio 4.1 calls to 1 put.

HP Inc (HPQ) March weekly call option implied volatility is at 96, March is at 47; compared to its 52-week range of 19 to 37 into the expected release of quarter results after the bell on February 28.

Endeavor Group (EDR) March call option implied volatility is at 60, April is at 44; compared to its 52-week range of 24 to 79 into the expected release of quarter results before the bell on February 28.

Okta (OKTA) March weekly call option implied volatility is at 181, March is at 91; compared to its 52-week range of 33 to 76 into the expected release of quarter results after the bell on February 28.

iQIYI (IQ) March weekly call option implied volatility is at 195, March is at 91; compared to its 52-week range of 45 to 91 into the expected release of quarter results after the bell on February 28.

Pure Storage (PSTG) March call option implied volatility is at 78, April is at 53; compared to its 52-week range of 27 to 90 into the expected release of quarter results after the bell on February 28.

Anheauser-Busch (BUD) March weekly call option implied volatility is at 46, March is at 29; compared to its 52-week range of 15 to 36 into the expected release of quarter results before the bell on February 28.

Best Buy (BBY) March weekly call option implied volatility is at 91, March is at 46; compared to its 52-week range of 20 to 44 into the expected release of quarter results before the bell on February 29.

Options with decreasing option implied volatility: TDOC CCCC CVNA AAOI ENVX RNG VRT IOVA TDS SEDG SQ DOCN U ARDX BROS W JOBY LYV
Increasing unusual option volume: WDAY SOUN BBAI HIMS FSK PUBM ITB
Increasing unusual call option volume: BBAI SOUN HIMS LIT MDRX IR WDAY FTI PANW
Increasing unusual put option volume: VKTX SOUN HIMS ITB BMBL WDAY CLMT GOTU
Active options: TSLA NVDA MARA AMD AAPL SOUN COIN HOOD ZM PANW PLTR U GOOGL SOFI META NCLH BABA RIOT UBER AMZN