Mid-session IV Report March 27, 2024

Mid-session IV Report March 27, 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: CGC DJT SNAP MANU XP ALGN PHUN SPOT META TDOC ROKU PINS AMZN IBM INTC CMG GOOGL GOOG GE

Popular stocks with increasing volume: CCL INTC MRVL NIO MARA COIN PLTR DIS BAC MRK ARM

Option IV into quarter results

RH (RH) March weekly call option implied volatility is at 280, April is at 79; compared to its 52-week range of 31 to 69 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

Walgreens Boots Alliance (WBA) March weekly call option implied volatility is at 155, 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. Call put ratio 1 call to 1 put.

Robotics-related companies option IV

Amazon (AMZN) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 49.

Intuitive Surgical (ISRG) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 47.

Procept BioRobotics (PRCT) 30-day option implied volatility is at 52; compared to its 52-week range of 47 to 104.

Rockwell Automation (ROK) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 67.   

Movers

Reddit (RDDT) 30-day option implied volatility is at 129. Call put ratio 1.1 call to 1 put as share price down 12%.

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 334 Call put ratio 1 call to 1 put as share price up 15%.

Moderna (MRNA) 30-day option implied volatility is at 49; compared to its 52-week range of 40 to 66 amid hosting an investor event today. Call put ratio 1.7 calls to 1 put.

Hershey Foods (HSY) 30-day option implied volatility is at 24; compared to its 52-week range of 12 to 28. Call put ratio 1 call to 1.3 puts.

Options with decreasing option implied volatility: TSLY VKTX GME CHWY LULU ASO NKE CCL FDX MU ACN
Increasing unusual option volume: VLD AVTR VLD IMVT NVEI SMTC NWL DXJ VZIO NFE NVCR CTAS VERU MAG OPK RSI
Increasing unusual call option volume: NWL NVEI DXJ SMTC NVCR VERU DB OUST OPK RSI KBR
Increasing unusual put option volume: SWN AVTR UWMC SOUN DJT NVDL TKO AIG EH GME BCS VRT
Active options: TSLA NVDA CCL AMD HOOD AAPL GME INTC AMZN MU MRVL META NIO MARA COIN PLTR DIS BAC MRK ARM