Mid-session IV Report March 28, 2024

Mid-session IV Report March 28, 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 QS AVXL MANU SPOT

Popular stocks with increasing volume: PLTR AMC RIVN BAC COIN WBA SNOW F MU CCL C INTC

Tesla (TSLA) 30-day option implied volatility is at 57; compared to its 52-week range of 40 to 66 into quarter delivers report.

Option IV into Friday’s release of the Core PCE report and Jerome Powell’s speech, scheduled for Friday, for more clues on the Fed’s policy outlook

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of 10 to 19 into Friday’s release of the Core PCE report and Jerome Powell’s speech, scheduled for Friday, for more clues on the Fed’s policy outlook.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 24.

Russell 2000 (RUT) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 25.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 35; compared to its 52-week range of 33 to 52.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 24; compared to its 52-week range of 24 to 49.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 12; compared to its 52-week range of 12 to 25.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 6; compared to its 52-week range of 5 to 11.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 6; compared to its 52-week range of 5 to 12.

Ishares Iboxx $ Investment Grade Corporate Bond ETF (LQD) 30-day option implied volatility is at 7; compared to its 52-week range of 7 to 13.

Options with decreasing option implied volatility: GME VKTX LULU NKE FDX CCL RH WBA
Increasing unusual option volume: PAA MTTR AKBA BRZE VZIO
Increasing unusual call option volume: MTTR PA FTI RH NXE CXM MUX OUST
Increasing unusual put option volume: AKBA UWMC XLRE RH SHW CC CMA RUM
Active options: TSLA AAPL NVDA AMD AMZN PLTR AMC META MARA RIVN BAC COIN WBA SNOW F MU CCL C INTC