Mid-session IV Report March 6, 2024

Mid-session IV Report March 6, 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: IBRX MSTR SMCI MANU CPRI COST MOR FAST GLD

Popular stocks with increasing volume: CRWD JD SOFI PFE PANW NIO SMCI HPE INTC TGT

Option IV into quarter results

Broadcom (AVGO) March weekly call option implied volatility is at 142, March is at 81; compared to its 52-week range of 23 to 57 into the expected release of quarter results after the bell on March 7. Call put ratio 3 calls to 1 put with focus on March weekly options.

Costco (COST) March weekly call option implied volatility is at 85, March is at 49; compared to its 52-week range of 14 to 31 into the expected release of quarter results after the bell on March 7.

Petro Bras (PBR) March weekly call option implied volatility is at 72, March is at 46; compared to its 52-week range of 24 to 49 into the expected release of quarter results after the bell on March 7.

Marvell Technology (MRVL) March weekly call option implied volatility is at 199, March is at 106; compared to its 52-week range of 32 to 65 into the expected release of quarter results after the bell on March 7. Call put ratio 5 calls to 1 put with a focus on March weekly calls.

MongoDB (MDB) March weekly call option implied volatility is at 233, March is at 131; compared to its 52-week range of 37 to 87 into the expected release of quarter results after the bell on March 7.

Burlington Stores (BURL) March weekly call option implied volatility is at 168, March is at 88; compared to its 52-week range of 29 to 64 into the expected release of quarter results before the bell on March 7.

BJ’s Wholesale (BJ) March call option implied volatility is at 58, April is at 35; compared to its 52-week range of 19 to 77 into the expected release of quarter results before the bell on March 7. Call put ratio 3.8 calls to 1 put.

Ciena (CIEN) March call option implied volatility is at 97, April is at 55; compared to its 52-week range of 20 to 82 into the expected release of quarter results before the bell on March 7. Call put ratio 3 calls to 1 put.

American Eagle (AEO) March weekly call option implied volatility is at 195, March is at 107; compared to its 52-week range of 32 to 65 into the expected release of quarter results before the bell on March 7.

DocuSign (DOCU) March weekly call option implied volatility is at 166, March is at 94; compared to its 52-week range of 30 to 77 into the expected release of quarter results after the bell on March 7.

Oracle (ORCL) March weekly call option implied volatility is at 32, March is at 67; compared to its 52-week range of 18 to 47 into the expected release of quarter results after the bell on March 11.

Mobileye (MBLY) 30-day option implied volatility is at 63; compared to its 52-week range of 33 to 105 as share price up 10%. Call put ratio 2.6 calls to 1 put.

Options with decreasing option implied volatility: BYND SOUN BMEA ESTC SE DUOL AI OKTA PSTG
Increasing unusual option volume: EVA BBAI HPE BOX REAL CIBR SANA EVGO CHKP ROST
Increasing unusual call option volume: HPE BBAI EVA REAL EVGO BOX ROST ANF SOUN BBIO
Increasing unusual put option volume: SOUN BHC THO BMEA FL NRG GRFS ROST
Active options: TSLA PLTR NVDA AMD AAPL CRWD JD SOFI META MARA PFE PANW AMZN NIO MSFT SMCI HPE GOOGL INTC TGT