Mid-session IV Report May 10, 2024

Mid-session IV Report May 10, 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: BKKT NVAX TDS IP GTLB IOT DOCU LULU VZIO GME BYND VSCO MITK
Popular stocks with increasing volume: TSM GME NVAX ARM PLTR C BAC DIS BABA

Active options: NVDA TSLA AAPL AMD AMZN TSM SOUN MARA GOOGL GME NVAX ARM MSFT PLTR META C BAC DIS BABA HOOD

Share price near upper end of range

Amazon (AMZN) 30-day option implied volatility is at 23; compared to its 52-week range of 23 to 49. Call put ratio 2.3 call to 1 put as share price near record.

NVIDIA (NVDA) 30-day option implied volatility is at 60; compared to its 52-week range of 32 to 68 as share price up 1%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 40. Call put ratio 4 calls to 1 put with focus on May 36 calls.

Option IV into quarter results

Petrobras (PBR) May call option implied volatility is at 39, June is at 33; compared to its 52-week range of 24 to 60 into the expected release of quarter results after the bell on May 13.

Home Depot (HD) May call option implied volatility is at 40, June is at 23; compared to its 52-week range of 15 to 30 into the expected release of quarter results before the bell on May 14. Call put ratio 3 calls to 1 put.

Alibaba (BABA) May call option implied volatility is at 64, June is at 41; compared to its 52-week range of 28 to 50 into the expected release of quarter results before the bell on May 14. Call put ratio 2.3 calls to 1 put.

Sony (SONY) May call option implied volatility is at 70, June is at 33; compared to its 52-week range of 17 to 37 into the expected release of quarter results before the bell on May 14.

On Holding AG (ONON) May call option implied volatility is at 110, June is at 59; compared to its 52-week range of 37 to 72 into the expected release of quarter results before the bell on May 14. Call put ratio 1 call to 4.8 puts.

DLocal Limited (DLO) May call option implied volatility is at 154, June is at 71; compared to its 52-week range of 33 to 129 into the expected release of quarter results after the bell on May 14. January 25 calls active.

Boot Barn (BOOT) May call option implied volatility is at 100, June is at 51; compared to its 52-week range of 31 to 93 into the expected release of quarter results after the bell on May 14. Call put ratio 1 call to 7 puts.

Cisco Systems (CSCO) May call option implied volatility is at 52, June is at 27; compared to its 52-week range of 14 to 30 into the expected release of quarter results after the bell on May 15. Call put ratio 2 calls to 1 put.

Options with decreasing option implied volatility: CGC HIMS CFLT UPST GRPN PLTR LYFT SYM TOST DUOL ALAB YETI FOUR SEDG BMBL RBLX APP CDLX RUN CELH TTD TWLO OSCR FVRR U SHOP IRBT FROG RDFN DDOG CROX DOCN PLNT REDT BROS FMC KTOS HOOD NN DBX UWMC IONQ
Increasing unusual option volume: OKLO SKIN NEXT NWL NVAX SPHR SG MGNX YELP ADMA ABUS
Increasing unusual call option volume: NWL SKIN OKLO SPHR PZZA KD SG COPX OUST
Increasing unusual put option volume: FROG NVAX OSCR SG AKAM PODD GTLB AAOI TPX