Mid-session IV Report March 8, 2024

Mid-session IV Report March 8, 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: TSM NVDA HPE VST ET MOR SMH IMMR NVDL COIN

Popular stocks with increasing volume: MRVL RIVN PLTR PBR TSM COST DOCU CVNA AVGO INTC COIN SOFI SMCI

Option IV into quarter results

Oracle (ORCL) March call option implied volatility is at 76, March weekly is at 57; compared to its 52-week range of 18 to 47 into the expected release of quarter results after the bell on March 11.

Vail Resorts (MTN) March call option implied volatility is at 57, April is at 34; compared to its 52-week range of 18 to 77 into the expected release of quarter results after the bell on March 11.

On Holdings (ONON) March call option implied volatility is at 128, March weekly is at 65; compared to its 52-week range of 39 to 111 into the expected release of quarter results before the bell on March 12. Call put ratio 4.5 calls to 1 put.

Kohl’s (KSS) March call option implied volatility is at 119, March weekly is at 70; compared to its 52-week range of 38 to 80 into the expected release of quarter results before the bell on March 12.

Option IV as Bitcoin trades above $68K

Coinbase (COIN) 30-day option implied volatility is at 110; compared to its 52-week range of 59 to 126. Call put ratio 1.6 calls to 1 put as share price up 7.6%.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 146; compared to its 52-week range of 89 to 196. Call put ratio 2.3 calls to 1 put as share price up 9%.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 154; compared to its 52-week range of 55 to 164 as share price up 6%.

Riot Platforms (RIOT) 30-day option implied volatility is at 116; compared to its 52-week range of 84 to 144. Call put ratio 3 calls to 1 put as share price up 5.3%.

Robinhood (HOOD) 30-day option implied volatility is at 66; compared to its 52-week range of 34 to 77. Call put ratio 5.9 calls to 1 put as share price up 6.4%.

Bit Digital (BTBT) 30-day option implied volatility is at 134; compared to its 52-week range of 89 to 174. Call put ratio 56 calls to 1 put as share price up 8.3%.

ProShares Bitcoin Strategy ET (BITO) 30-day option implied volatility is at 88; compared to its 52-week range of 32 to 87 as share price up 1%. Call put ratio 3.3 calls to 1 put on 71K contracts.

Bitfarms (BITF) 30-day option implied volatility is at 150; compared to its 52-week range of 94 to 183. Call put ratio 11 calls to 1 put as share price up 8.3%.

TeraWulf (WULF) 30-day option implied volatility is at 185; compared to its 52-week range of 20 to 240. Call put ratio 4 calls to 1 put as share price up 11.6%.

CleanSpark (CLSK) 30-day option implied volatility is at 172; compared to its 52-week range of 88 to 168 as share price up 10%. Call put ratio 4.5 calls to 1 put on volume of 70K contracts.

Core Scientific (CORZ) 30-day option implied volatility is at 149; compared to its 52-week range of 80 to 162 as share price up 1%. Call put ratio 338 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 40 as gold near upper end of range. Call put ratio 4.9 calls to 1 put with focus on March calls.

Options with decreasing option implied volatility: BMEA PGY GTLB SOUN SE HCP FL ANF IOT AVXL VSCO JWN BURL CRWD GPS MDB AEO SPR MRVL
Increasing unusual option volume: BBAI AMLX SOUN PRCH MNMD VAL SWBI METC DOMO
Increasing unusual call option volume: AMLX SOUN PRCH MNMD SWBI TTWO REAL GES CFG EXAS
Increasing unusual put option volume: SBSW METC BMRN SOUN AMLX VST VSCO HOG SBLK NRG SBLK NRG
Active options: NVDA TSLA AMD AAPL MRVL RIVN PLTR META PBR TSM COST MARA DOCU CVNA AVGO INTC COIN AMZN SOFI SMCI