Mid-session IV Report March 26, 2024

Mid-session IV Report March 26, 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: SNAP CGC ALGN XP SPOT META TDOC MANU CMG INTC GOOG GOOGL EBAY WM V RDDT ALAB DNUT NVEI CEG

Popular stocks with increasing volume: MU C NIO AVTR COIN GME BA CCL BAC ARM SMCI

Honda, Toyota, Stellantis share price near record high on steady option IV into release of February personal income and spending data on Friday

Honda Motor (HMC) 30-day option implied volatility is at 16; compared to its 52-week range of 13 to 72 as share price near 11-year high.

Toyota Motor (TM) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 65 as share price near record high.

Stellantis (STLA) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 422 as share price near upper end of range.

Ford Motor (F) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 43.

General Motors (GM) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 43 as share price near two-year high.

Apple (AAPL) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 31 into June World Wide Developers conference.

Option IV into quarter results

GameStop (GME) March weekly call option implied volatility is at 360, April is at 151; compared to its 52-week range of 52 to 144 into the expected release of quarter results today after the bell.

Cintas (CTAS) April call option implied volatility is at 27, May is at 22; compared to its 52-week range of 14 to 45 into the expected release of quarter results before the bell on March 27.

Paychex (PAYX) April call option implied volatility is at 32, May is at 25; compared to its 52-week range of 15 to 71 into the expected release of quarter results before the bell on March 27.

Carnival Corp. (CCL) March weekly call option implied volatility is at 150, April is at 62; compared to its 52-week range of 41 to 70 into the expected release of quarter results before the bell on March 27. Call put ratio 2.7 calls to 1 put.

Walgreens Boots Alliance (WBA) March weekly call option implied volatility is at 121, April is at 55; compared to its 52-week range of 21 to 55 into the expected release of quarter results before the bell on March 28.

Options with decreasing option implied volatility: VKTX CHWY PDD LULU ASO NKE FDX GIS
Increasing unusual option volume: MKC AVTR CDLX SMTC GDS SB DADA
Increasing unusual call option volume: SMTC MKC GDS NVEI CDLX SB CEG
Increasing unusual put option volume: MT AVTR VKTX MKC SBLK CSX NTR SOUN AKBA CEIX GOEV FI
Active options: TSLA AAPL MU NVDA AMD AMZN META MARA C NIO AVTR COIN GME BA MSFT CCL HOOD BAC ARM SMCI