Mid-session IV Report March 1, 2024

Mid-session IV Report March 1, 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: MSTR BITX BITI BITO DB VLY XEL AVGO NYCB MLCO

Popular stocks with increasing volume: BA SPR PLTR DELL SNOW SMCI SHOP INTC AI

Large cap option IV

Boeing (BA) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 41. Call put ratio 2 calls to 1 put amid Boeing in talks to acquire Spirit AeroSystems (SPR), WSJ reports.

Apple (AAPL) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 31.

Amazon (AMZN) 30-day option implied volatility is at 24; compared to its 52-week range of 23 to 49. Call put ratio 2.2 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 39.

Meta (META) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 54. Call put ratio 2.1 calls to 1 put as share price up 1.5%.

Alibaba (BABA) 30-day option implied volatility is at 36; compared to its 52-week range of 30 to 53.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of 10 to 24.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 29.

iShares Russell 2000 (RUT) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 30.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 38; compared to its 52-week range of 33 to 61. Call put ratio 1 call to 2 puts.

Options with decreasing option implied volatility: LMND AAP IRBT ARRY HIMS DUOL OKTA MQ
Increasing unusual option volume: IVZ SOUN DELL NVTS AVTR XEL
Increasing unusual call option volume: NVTS DELL SOUN REAL MCHI BBAI NTAP HPE SG
Increasing unusual put option volume: AVTR SOUN NYCB DELL VLY FI IRWD
Active options: AMD NVDA TSLA AAPL SOUN PLTR DELL META NYCB AMZN SNOW SMCI MARA SHOP MSFT PLUG INTC ZS FSR AI