Mid-session IV Report March 11, 2024

Mid-session IV Report March 11, 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: NVDA KMX MOR NANOS HOOD GNL C EWJ JPM SPLK XSP

Popular stocks with increasing volume: PLTR NIO BABA C COIN BA TSM SBUX SOFI ARM PFE MRNA

Option IV into February’s consumer price index on Tuesday and producer price index on Thursday

Boeing (BA) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 41 as share price down 3%.

Moderna (MRNA) 30-day option implied volatility is at 54; compared to its 52-week range of 40 to 65 as share price up 7.6%.

Option IV as Bitcoin trades above $71K

Coinbase (COIN) 30-day option implied volatility is at 112; compared to its 52-week range of 59 to 126. Call put ratio 1.9 calls to 1 put as share price up 4.7%.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 143; compared to its 52-week range of 89 to 196. Call put ratio 2.7 calls to 1 put as share price down 5%.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 163; compared to its 52-week range of 55 to 164 as share price up 11%.

Riot Platforms (RIOT) 30-day option implied volatility is at 115; compared to its 52-week range of 84 to 144. Call put ratio 4.3 calls to 1 put as share price down 2.2%.

Robinhood (HOOD) 30-day option implied volatility is at 69; compared to its 52-week range of 34 to 77. Call put ratio 10.9 calls to 1 put as share price up 1.6%.

Bit Digital (BTBT) 30-day option implied volatility is at 138; compared to its 52-week range of 89 to 174. Call put ratio 6.7 calls to 1 put as share price down 1.4%.

ProShares Bitcoin Strategy ET (BITO) 30-day option implied volatility is at 94; compared to its 52-week range of 32 to 87 as share price up 4.9%. Call put ratio 3.4 calls to 1 put on 84K contracts.

Bitfarms (BITF) 30-day option implied volatility is at 159; compared to its 52-week range of 94 to 183. Call put ratio 10.9 calls to 1 put as share price down 10.4%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 40 as gold near upper end of range. Call put ratio 2 calls to 1 put as share price up 1.4%.

Option IV into quarter results and February’s consumer price index on Tuesday and producer price index on Thursday

Oracle (ORCL) March call option implied volatility is at 106, March weekly is at 42; compared to its 52-week range of 18 to 47 into the expected release of quarter results today after the bell.

Vail Resorts (MTN) March call option implied volatility is at 70, April is at 35; compared to its 52-week range of 18 to 77 into the expected release of quarter results today after the bell.

On Holdings (ONON) March call option implied volatility is at 128, March weekly is at 65; compared to its 52-week range of 39 to 111 into the expected release of quarter results before the bell on March 12. Call put ratio 4.5 calls to 1 put.

Kohl’s (KSS) March call option implied volatility is at 164, March weekly is at 70; compared to its 52-week range of 38 to 80 into the expected release of quarter results before the bell on March 12. Call put ratio 1 call to 2 puts.

Lennar (LEN) March call option implied volatility is at 70, March weekly is at 38; compared to its 52-week range of 22 to 42 into the expected release of quarter results after the bell on March 13. Call put ratio 1 call to 3.7 puts.

Options with decreasing option implied volatility: GTLB BMEA HCP IOT VSCO FL CCCC PGY GPS NIO MANU MDB JWN AEO ANF
Increasing unusual option volume: VLD HUYA ETRN REAL INFN AMPY LXRX BBAI SMR
Increasing unusual call option volume: REAL HUYA ETRN SMR LXRX ERX BBAI PPC INFN
Increasing unusual put option volume: BITI SOUN NYCB GERN JBL ETRN EH VST LEN PARA
Active options: AAPL NVDA TSLA META AMZN PLTR MARA NIO BABA C COIN BA TSM SBUXX GOOGL GOOG SOFI ARM PFE