Mid-session IV Report May 3, 2024 The following report is a snapshot of noteworthy changes…
Mid-session IV Report March 25, 2024
Mid-session IV Report March 25, 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: DWAC CGC TSLY SNAP MANU ALGN META SPOT CMG QS META CVNA ROKU TDOC ARM INTC
Popular stocks with increasing volume: MU INTC BA ARM CCL DIS TLRY COIN
Fin-tech option IV into February personal income and spending data release on Friday
Affirm Holdings (AFRM) 30-day option implied volatility is at 79; compared to its 52-week range of 64 to 132.
Upstart Holdings (UPST) 30-day option implied volatility is at 77; compared to its 52-week range of 73 to 156.
PayPal (PYPL) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 57. Call put ratio 3 calls to 1 put.
Block (SQ) 30-day option implied volatility is at 45; compared to its 52-week range of 37 to 80.
SoFi Technologies (SOFI) 30-day option implied volatility is at 50; compared to its 52-week range of 47 to 99. Call put ratio 3.5 calls to 1 put.
Robinhood (HOOD) 30-day option implied volatility is at 60; compared to its 52-week range of 35 to 77. Call put ratio 7.4 calls to 1 put.
Charles Schwab (SCHW) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 71 into May investor day.
BRC Inc (BRCC) 30-day option implied volatility is at 64; compared to its 52-week range of 47 to 118. Call put ratio 4.3 calls to 1 put.
Options with decreasing option implied volatility: PDD CHWY STNE LULU MU ASO NKE FDX TME CAN GIS
Increasing unusual option volume: XFOR AVTR APH TH DOCS GRWG REKR K CGC
Increasing unusual call option volume: APH XFOR GRWG K XME CGC OCGN STX CENX
Increasing unusual put option volume: GEO DOCS SOUN CGC SHW IP AKBA LYV
Active options: TSLA AAPL AMD NVDA MU INTC BA ARM LCID META MSFT AMZN GOOGL CGC CCL DIS TLRY COIN RIVN MARA