Mid-session IV Report March 14, 2024

Mid-session IV Report March 14, 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: LAC BYND SOUN X HA SLJ CRK ARCC SPLK SMR UA UAA PM

Popular stocks with increasing volume: COIN PLTR BA BABA NIO PYPL SOFI

Semiconductor option implied volatility

NVIDIA (NVDA) March call option implied volatility is at 70, March weekly is at 60; compared to its 52-week range of 32 to 68 into NVIDIA hosting its flagship GTC 2024 conference at the San Jose Convention Center from March 18-21.

Broadcom (AVGO) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 59. Call put ratio 1.1 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 50; compared to its 52-week range of 34 to 58.

Qualcomm (QCOM) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 43.

Intel (INTC) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 49.

Taiwan Semi (TSM) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 48.

Arm Holdings (ARM) 30-day option implied volatility is at 79; compared to its 52-week range of 34 to 170.

Super Micro Computer (SMCI) 30-day option implied volatility is at 93; compared to its 52-week range of 54 to 117.

Micron Technology (MU) 30-day option implied volatility is at 51; compared to its 52-week range of 27 to 57. Call put ratio 3 calls to 1 put as share price down 1.6%.

Mobileye (MBLY) 30-day option implied volatility is at 51; compared to its 52-week range of 33 to 105. Call put ratio 6.5 calls to 1 put.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 36. Call put ratio 1 call to 1.9 puts as share price down 1.4%.

Option IV into quarter results

Adobe (ADBE) March call option implied volatility is at 169, March weekly is at 45; compared to its 52-week range of 24 to 48 into the expected release of quarter results today after the bell.

Jabil (JBL) March call option implied volatility is at 177, March weekly is at 42; compared to its 52-week range of 22 to 82 into the expected release of quarter results before the bell on March 15.

Options with decreasing option implied volatility: IOT CCCS MDB MANU GPS PATH ZIM DOCU S ONON ASAN
Increasing unusual option volume: SOUN PTEN BBAI LAC EGY BALL HEAR IQV FGEN DKS
Increasing unusual call option volume: BALL SOUN BBAI EGY DKS LAC FGEN JMIA MOMO VIPS HAS SMR
Increasing unusual put option volume: SOUN PTEN LAC UAA CMI SBSW ACB LQDA S ATMU DKS
Active options: TSLA AAPL NVDA AMD HOOD MSFT SOUN MARA META COIN PATH PLTR GOOGL AMZN BA GOOG BABA NIO PYPL SOFI