Mid-session IV Report March 21, 2024

Mid-session IV Report March 21, 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: NKE MN GL HE DWAC NFLX

Popular stocks with increasing volume: MU INTC SOFI TSM CHWY PYPL COIN

Apple (AAPL) March weekly call option implied volatility is at 29, April is at 20; compared to its 52-week range of 16 to 31 amid Justice Department to make antitrust announcement. Call put ratio 1.5 calls to 1 put.

Tesla (TSLA) March weekly call option implied volatility is at 50, April is at 53; compared to its 52-week range of 40 to 67.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 40. Call put ratio 7.9 calls to 1 put as gold at $2188.

iShares Silver Trust (SLV) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 34. Call put ratio 1 call to 1.1 puts.

Freeport-McMoran (FCX) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 50. Call put ratio 2.6 calls to 1 put.

Option IV into quarter results

Nike (NKE) March weekly call option implied volatility is at 159, April is at 40; compared to its 52-week range of 19 to 47 into the expected release of quarter results today after the bell.

FedEx (FDX) March weekly call option implied volatility is at 129, April is at 34; compared to its 52-week range of into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts.

Lululemon (LULU) March weekly call option implied volatility is at 199, April is at 51; compared to its 52-week range of 22 to 51 into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: CHWY GRPN PDD VLY AUPH BYND JBL LAC NN CRK TME BITI SGML ETRN NXE OSCR D BE
Increasing unusual option volume: AXL LU HUYA ALIT GES NNOX VNO UNFI
Increasing unusual call option volume: NNOX HUYA VNO ALIT GES XFOR ERIC SMR
Increasing unusual put option volume: GES CRK SOUN GOEV AKBA FIVE SHW EOSE ASO ZTS TBBK
Active options: NVDA MU TSLA AMD AAPL AMZN PLTR INTC MSFT MARA BAC META SOFI TSM CHWY PYPL COIN GOOG PDD GOOGL