Mid-session IV Report February 5, 2024

Mid-session IV Report February 5, 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: MANU NYCB MANU ABR SE HTZ ANF ZION TGT TSLY ZION TGT CPRI X KR ANF SE MDB MRVL NVDA LLY COST

Popular stocks with increasing volume: ORCL PLTR RCL NET MS BA NIO QCOM TJX BABA

Eli Lilly (LLY) option IV bid as share price up 5.9% into quarter results     

Option IV into release quarter results

Eli Lilly (LLY) February weekly call option implied volatility is at 78, February is at 52; compared to its 52-week range of 19 to 39 into the expected release of quarter results before the bell on February 6.

BP (BP) February weekly call option implied volatility is at 50, February is at 36; compared to its 52-week range of 19 to 39 into the expected release of quarter results before the bell on February 6.

KKR (KKR) February weekly call option implied volatility is at 53, February is at 39; compared to its 52-week range of 22 to 56 into the expected release of quarter results before the bell on February 6. Call put ratio 5.2 calls to 1 put.

Chipotle Mexican (CMG) February weekly call option implied volatility is at 80, February is at 42; compared to its 52-week range of 15 to 40 into the expected release of quarter results after the bell on February 6.

Amgen (AMGN) February weekly call option implied volatility is at 47, February is at 34; compared to its 52-week range of 16 to 27 into the expected release of quarter results after the bell on February 6.

Ford (F) February weekly call option implied volatility is at 80, February is at 46; compared to its 52-week range of 27 to 577 into the expected release of quarter results after the bell on February 6.

Spotify (SPOT) February weekly call option implied volatility is at 112, February is at 73; compared to its 52-week range of 29 to 61 into the expected release of quarter results before the bell on February 6.

GE HealthCare (GEHC) February weekly call option implied volatility is at 60, February is at 44; compared to its 52-week range of 18 to 35 into the expected release of quarter results before the bell on February 6.

DuPont (DD) February weekly call option implied volatility is at 50, February is at 36; compared to its 52-week range of 15 to 33 into the expected release of quarter results before the bell on February 6.

Snap (SNAP) February weekly call option implied volatility is at 248, February is at 158; compared to its 52-week range of 41 to 116 into the expected release of quarter results after the bell on February 6.

Check Point Software (CHKP) February call option implied volatility is at 38, March is at 25; compared to its 52-week range of 16 to 50 into the expected release of quarter results before the bell on February 6.

Alibaba (BABA) February weekly call option implied volatility is at 75, February is at 55; compared to its 52-week range of 30 to 54 into the expected release of quarter results before the bell on February 7. Call put ratio 5.2 calls to 1 put with focus on February weekly calls.

Walt Disney (DIS) February weekly call option implied volatility is at 68, February is at 47; compared to its 52-week range of 20 to 39 into the expected release of quarter results after the bell on February 7.

Uber (UBER) February weekly call option implied volatility is at 91, February is at 66; compared to its 52-week range of 30 to 60 into the expected release of quarter results before the bell on February 7.

Movers

Novo Nordisk (NVO) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 67 after acquiring Catalent (CTLT) for $16.5B.

Catalent (CTLT) 30-day option implied volatility is at 11; compared to its 52-week range of 33 to 107 after Novo Nordisk (NVO) acquiring Catalent for $63.50 per share in cash, or $16.5B. Call put ratio 3.2 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 60; compared to its 52-week range of 52 to 144. Call put ratio 1 call to 2.7 puts as share price down 5.3%.

Options with decreasing option implied volatility: GOOG SAVE ALGN WOLF CLS DOCU TEAM MTCH
Increasing unusual option volume: GSM LXRX SKYT CHK NWL HIG ME
Increasing unusual call option volume: LXRX ITUB NWL HIG WPC URNG EDU ME GOTU
Increasing unusual put option volume: NYCB CHK CHGG DWAC VLY BJ APD
Active options: NVDA TSLA NYCB ORCL PLTR AAPL AMZN META AMD RCL GOOGL NET MS BA NIO QCOM TJX BABA GOOG MARA