Mid-session IV Report February 8, 2024

Mid-session IV Report February 8, 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: ARM ABR SGML ANF EDU MDB CRWD MRVL TGT BXMT ARM VALE

Popular stocks with increasing volume: PYPL DIS ARM SNAP UBER COIN F CCJ

Arm Holdings (ARM) 30-day option implied volatility increases as share prcice up 50%

Arm Holdings (ARM) 30-day option implied volatility is at 127; compared to its 52-week range of 34 to 77 after reporting better than expected quarter results and guidance. Call put ratio 1.4 calls to 1 put as share price up 54%.

NVIDIA (NVDA) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 68 as share price above $700.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 36 as share price up 1.3%

Communication Movers

Comcast (CMCSA) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 33 as share price down 3%.

Charter Communications (CHTR) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 42 as share price near five-year low.

Verizon Communications (VZ) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 33 as share price down 1.7%.

T-Mobile (TMUS) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 39 as share price down 1.3%.

AT&T (T) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 38 as share price down 2%.

Option IV into release quarter results

Take-Two (TTWO) February weekly call option implied volatility is at 117, February is at 52; compared to its 52-week range of 21 to 47 into the expected release of quarter results today after the bell.

Cloudflare (NET) February weekly call option implied volatility is at 266, February is at 121; compared to its 52-week range of 40 to 89 into the expected release of quarter results today after the bell. Call put ratio 4 calls to 1 put.

Illumina (ILMN) February weekly call option implied volatility is at 185, February is at 86; compared to its 52-week range of 31 to 69 into the expected release of quarter results today after the bell.

VeriSign (VRSN) February call option implied volatility is at 55, March is at 26; compared to its 52-week range of 15 to 65 into the expected release of quarter results today after the bell.

Pinterest (PINS) February weekly call option implied volatility is at 299, February is at 121; compared to its 52-week range of 29 to 65 into the expected release of quarter results today after the bell.

Affirm Holdings (AFRM) February weekly call option implied volatility is at 380, February is at 170; compared to its 52-week range of 64 to 137 into the expected release of quarter results today after the bell.

PepsiCo (PEP) February weekly call option implied volatility is at 55, February is at 27; compared to its 52-week range of 12 to 26 into the expected release of quarter results before the bell on February 9.

Upstart Holdings (UPST) February weekly call option implied volatility is at 118, February is at 180; compared to its 52-week range of 73 to 158 into the expected release of Affirm Holdings (AFRM) quarter results today after the bell. Call put ratio 3.1 calls to 1 put.

Increasing unusual option volume: NXE GPRO TPX BAX NYCB INDA FROG
Increasing unusual call option volume: TPX NXE INDA FROG GPRO CYBR MAT LITE ZBH
Increasing unusual put option volume: BAX APPS ARM AZN VLY HOG CHGG NYCB
Active options: TSLA PYPL NVDA PLTR DIS ARM MARA AMD BABA AAPL GOOGL SNAP AMZN META UBER COIN TSM MSFT F CCJ