Mid-session IV Report March 13, 2024

Mid-session IV Report March 13, 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: HYG EQIX RXRX KMX NN NVDA

Popular stocks with increasing volume: BA PLTR DLTR TSM INTC ARM AMC

Tesla (TSLA) March call option implied volatility is at 57, March weekly is at 52; compared to its 52-week range of 40 to 67 as share price down 2.3%.

Option IV into Congress TikTok vote

Snap (SNAP) March call option implied volatility is at 88, March weekly is at 61; compared to its 52-week range of 41 to 116. Call put ratio 4.2 calls to 1 put into TikTok vote.

Meta Platforms (META) March call option implied volatility is at 46, March weekly is at 34; compared to its 52-week range of 24 to 54 into Congress TikTok vote. Call put ratio 1.6 calls to 1 put.

Netflix (NFLX) March call option implied volatility is at 36, March weekly is at 42; compared to its 52-week range of 24 to 47.

Rumble (RUM) March call option implied volatility is at 168, March weekly is at 122; compared to its 52-week range of 48 to 158. Call put ratio 5.2 calls to 1 put as share price up 6.9% into Congress TikTok vote.

Option IV into quarter results

SentinelOne (S) March call option implied volatility is at 274, March weekly is at 84; compared to its 52-week range of 42 to 116 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put.

Adobe (ADBE) March call option implied volatility is at 119, 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 144, 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 118, 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 150, 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 1.6 puts.

Options with decreasing option implied volatility: CCCC IOT VSCO MANU MDB GPS ASAN AEO BURL TSLY ONON DOCU BILI KSS
Increasing unusual option volume: EVA SKIN NVDL HUYA VST SMMT SOUN EQIX FTI SMR
Increasing unusual call option volume: SMR SKIN NVDL HUYA FTI SOUN REI WSM
Increasing unusual put option volume: SOUN VST DLTR OZK LW GEHC WSM GERN JBL IGT WOOF
Active options: TSLA NVDA AMD AAPL MSFT AMZN GOOGL BA META GOOG BABA PLTR DLTR TSM INTC EVA MARA ARM AMC ZIM