Mid-session IV Report May 16, 2024 The following report is a snapshot of noteworthy changes…
Mid-session IV Report January 2, 2024
Mid-session IV Report January 2, 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: APLS BILL WOLF ALGN SNAP SOFI TEAM META PENN APP NFLX TLSY AMZN CLX WHR UPS SBUX QCOM EA VYGR MSTR
Popular stocks with increasing volume: RBLX DISH W MRK BABA RIVN PLTR FSR NVDA CVNA
Movers for 2023 laggards
Pfizer (PFE) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 34 as share price up 3%.
Moderna (MRNA) 30-day option implied volatility is at 59; compared to its 52-week range of 40 to 60 as share price up 11%.
Finance tech option IV movement
Upstart Holdings (UPST) 30-day option implied volatility is at 101; compared to its 52-week range of 73 to 159.
Affirm Holdings (AFRM) 30-day option implied volatility is at 81; compared to its 52-week range of 64 to 131.
Block (SQ) 30-day option implied volatility is at 45; compared to its 52-week range of 37 to 80 as share price down 5.6%.
PayPal (PYPL) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 59.
SoFi Technologies (SOFI) 30-day option implied volatility is at 83; compared to its 52-week range of 47 to 100 as share price down 3.5%.
ARK Innovation ETF (ARKK) 30-day option implied volatility is at 41; compared to its 52-week range of 33 to 61.
Options with decreasing option implied volatility: SIRI MULN CYTK
Increasing unusual option volume: CAMT OUST GSL GOGL ALT CAN
Increasing unusual call option volume: EDV OUST ALT GOGL GSL BITF CF WULF
Increasing unusual put option volume: TNP MPLX CIFR HUBS VNET TM KMB
Active options: T SQ AAPL RBLX TSLA AMD AMZN DISH W MRK MARA BABA HUN COIN RIVN PLTR FSR NVDA CVNA