Mid-session IV Report March 12, 2024

Mid-session IV Report March 12, 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: NN MOR GLNG FAZ VTYX S DLTR DKS WSM

Popular stocks with increasing volume: ORCL BA PLTR ARM ONON TSM BAC INTC SOFI

China option IV as share prices move up into Congress to vote on a bill as early as this week that could lead to a nationwide ban of popular app TikTok

JD.com (JD) 30-day option implied volatility is at 45; compared to its 52-week range of 34 to 64. Call put ratio 2.2 calls to 1 put as share price up 5%.

Pinduoduo (PDD) 30-day option implied volatility is at 73; compared to its 52-week range of 30 to 77. Call put ratio 1 call to 1.3 puts as share price up 4.4%.

Alibaba (BABA) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 53.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 51. Call put ratio 7.9 calls to 1 put with focus on May 30 and 33 calls as share price up 4%.

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 67. Call put ratio 7.6 calls to 1 put as share price up 2%.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 35. Call put ratio 8.7 calls to 1 put with focus on March options as share price up 2.2%.

Option IV into quarter results

Dollar Tree (DLTR) March call option implied volatility is at 108, March weekly is at 41; compared to its 52-week range of 20 to 49 into the expected release of quarter results before the bell on March 13.

Williams-Sonoma (WSM) March call option implied volatility is at 105, March weekly is at 47; compared to its 52-week range of 26 to 59 into the expected release of quarter results before the bell on March 13. Call put ratio 1 call to 3 puts.

SentinelOne (S) March call option implied volatility is at 220, March weekly is at 81; compared to its 52-week range of 42 to 116 into the expected release of quarter results after the bell on March 13. Call put ratio 2 calls to 1 put.

Adobe (ADBE) March call option implied volatility is at 104, March weekly is at 43; compared to its 52-week range of 24 to 48 into the expected release of quarter results after the bell on March 14.

Dollar General (DG) March call option implied volatility is at 113, March weekly is at 43; compared to its 52-week range of 18 to 53 into the expected release of quarter results before the bell on March 14.

Ulta Beauty (ULTA) March call option implied volatility is at 106, March weekly is at 39; compared to its 52-week range of 20 to 43 into the expected release of quarter results after the bell on March 14.

Dick’s Sporting Goods (DKS) March call option implied volatility is at 125, March weekly is at 47; compared to its 52-week range of 25 to 53 into the expected release of quarter results before the bell on March 14. Call put ratio 1 call to 2.5 puts.

National Beverage (FIZZ) March call option implied volatility is at 130, April is at 40; compared to its 52-week range of 25 to 42 into the expected release of quarter on March 14.

PagerDuty, Inc. (PD) March call option implied volatility is at 160, March weekly is at 79; compared to its 52-week range of 33 to 106 into the expected release of quarter results after the bell on March 14.

Options with decreasing option implied volatility: CCCC IOT VSCO FL ANF MANU HCP GPS MDB CRWD
Increasing unusual option volume: AVTR MTN OCUL LEG LXRX EH NYCB SOUN ASAN GERN
Increasing unusual call option volume: LXRX GERN OCUL SOUN SMR GLNG ORCL CHKP ASAN MOMO ATOS ADM
Increasing unusual put option volume: LEG AVTR EH GERN ACB NYCB DT ACAD SOUN METC ASAN URA KGC
Active options: TSLA AAPL NVDA ORCL AMD BA PLTR META MARA ARM GOOG GOOGL MSFT AMZN ONON TSM BAC INTC SOFI
Active ETFs: SPY QQQ IWM TQQQ TLT GLD SQQQ SLV FXI SOXL KWEB GDX