Mid-session IV Report March 22, 2024

Mid-session IV Report March 22, 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: HE DWAC CGC

Popular stocks with increasing volume: NKE FDX LULU MU BABA COIN BA RIVN BIDU

Apple (AAPL) March weekly (28) call option implied volatility is at 24, April is at 22; compared to its 52-week range of 16 to 31 after Justice Department made antitrust announcement. Call put ratio 1 call to 1 put.

Charles Schwab (SCHW) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 71 into May investor day.

Digital World Acquisition Corp (DWAC) 30-day option implied volatility is at 224; compared to its 52-week range of 43 to 231. Call put ratio 1.6 calls to 1 put as share price down 4.8%.

Annovis Bio Inc. (ANVS) 30-day option implied volatility is at 218; compared to its 52-week range of 21 to 333 into topline efficacy data for phase II/III study of buntanetap in patients with mild to moderate Alzheimer’s disease is expected in April. Call put ratio 6 calls to 1 put.

Global X Artificial Intelligence & Technology ETF (AIQ) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 71. Call put ratio 18.7 calls to 1 put.

iShares Nasdaq Biotechnology (IBB) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 24. Call put ratio 1 call to 28 puts with a focus on March weekly (28) 135.50 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 36; compared to its 52-week range of 33 to 56. Call put ratio 1 call to 1.6 puts.

Snowflake (SNOW) 30-day option implied volatility is at 39; compared to its 52-week range of 33 to 67. Call put ratio 2.8 calls to 1 put.

Samsara Inc (IOT) 30-day option implied volatility is at 46; compared to its 52-week range of 45 to 107. Call put ratio 5 calls to 1 put with a focus on May 40 calls.

Options with decreasing option implied volatility: FOUR DUK MDGL TME OSCR EXAS VLY AES NRG XRX
Increasing unusual option volume: LU VLD ERJ SOUN GSM GDS AMTX LULU OGI NFE LFMD TME CGC
Increasing unusual call option volume: AMTX ERJ AES OGI VNQ IIPR TME LULU
Increasing unusual put option volume: VST SOUN LULU NKE GOEV FDX DHT
Active options: TSLA AAPL NVDA NKE AMD FDX GOOGL LULU MU GOOG AMZN BABA MARA MSFT COIN BA SOUN META RIVN BIDU