Mid-session IV Report February 9, 2024

Mid-session IV Report February 9, 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 PLCE ABR ANF MDB DOCU CWD TGT

Popular stocks with increasing volume: ARM PYPL COIN DKNG SOFI RIOT CLSK RIVN DIS

Option Movers

Arm Holdings (ARM) 30-day option implied volatility is at 100; compared to its 52-week range of 34 to 108 after reporting better than expected quarter results and guidance. Call put ratio 1.5 calls to 1 put as share price down 5%.

Moderna (MRNA) 30-day option implied volatility is at 59; compared to its 52-week range of 40 to 66. Call put ratio 1.2 calls to 1 put as share price down 4.9%.

GameStop (GME) 30-day option implied volatility is at 68; compared to its 52-week range of 52 to 144. Call put ratio 4.4 calls to 1 put with focus on February 16 calls as share price up 4%.

DraftKings (DKNG) 30-day option implied volatility is at 64; compared to its 52-week range of 37 to 80. Call put ratio 8.9 calls to 1 put with focus on March and May call spreads.

Option IV as Bitcoin trades above $47,100

Coinbase (COIN) 30-day option implied volatility is at 86; compared to its 52-week range of 59 to 131 as Bitcoin trades above $47,100. Call put ratio 2.5 calls to 1 put as share price up 6.5%.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 133; compared to its 52-week range of 89 to 195. Call put ratio 3.6 calls to 1 put as share price up 6.4%.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 76; compared to its 52-week range of 55 to 104. Call put ratio 2.3 calls to 1 put as share price up 6.4%.

Riot Platforms (RIOT) 30-day option implied volatility is at 106; compared to its 52-week range of 84 to 144. Call put ratio 4 calls to 1 put as share price up 5.9%.

Option IV into quarter results

WM (WM) February call option implied volatility is at 29, March is at 17; compared to its 52-week range of 11 to 23 into the expected release of quarter results after the bell on February 12.

Avis Budget Group (CAR) February call option implied volatility is at 98, March is at 58; compared to its 52-week range of 32 to 94 into the expected release of quarter results after the bell on February 12. Call put ratio 10.3 calls to 1 put.

monday.com Ltd. (MNDY) February call option implied volatility is at 120, March is at 67; compared to its 52-week range of 39 to 112 into the expected release of quarter results before the bell on February 12.

Coca-Cola (KO) February call option implied volatility is at 26, March is at 17; compared to its 52-week range of 11 to 24 into the expected release of quarter results before the bell on February 13.

Shopify (SHOP) February call option implied volatility is at 122, March is at 67; compared to its 52-week range of 36 to 70 into the expected release of quarter results before the bell on February 13. Call put ratio 3.9 calls to 1 put.

Airbnb (ABNB) February call option implied volatility is at 80, March is at 46; compared to its 52-week range of 32 to 59 into the expected release of quarter results after the bell on February 13.

Options with decreasing option implied volatility: SYM MOR SNAP CFLT BILL PAYC HTZ RBLX ENPH PINS AFRM VFC UAA FTNT EL SPOT DOCS PLTR EW
Increasing unusual option volume: DV ATMU NYCB TIP FE NET EXPE TPX PINS UNIT
Increasing unusual call option volume: NET FE TPX LSCC NYCB ATMU EXPE HCP BOWL POWW VLY
Increasing unusual put option volume: EXPE PINS NYCB TTWO LITE ARM NET DOCS MNDY
Active options: TSLA MARA NVDA PLTR AMD AFRM PINS NET ARM PYPL COIN META AAPL AMZN DKNG SOFI RIOT CLSK RIVN DIS