Mid-session IV Report May 8, 2024

Mid-session IV Report May 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: GME GTLB PBR SRPT IOT LULU CRWD DOCU IP ASO BBWI SWN IP KGC INSP

Popular stocks with increasing volume: PLTR RIVN UBER SHOP LYFT INTC NIO SBUX DIS

Active options: TSLA NVDA PLTR AAPL RIVN UBER SHOP AMD LYFT META INTC AMZN MARA NIO SBUX UPST DIS GOOGL AMC RDDT

Tesla (TSLA) 30-day option implied volatility is at 43; compared to its 52-week range of 40 to 66 as share price down 2.6%.

Option IV into quarter results

Airbnb (ABNB) May weekly call option implied volatility is at 133, May is at 71; compared to its 52-week range of 31 to 56 into the expected release of quarter results today after the bell.

Arm Holdings (ARM) May weekly call option implied volatility is at 215, May is at 116; compared to its 52-week range of 36 to 171 into the expected release of quarter results today after the bell.

Robinhood (HOOD) May weekly call option implied volatility is at 206, May is at 116; compared to its 52-week range of 35 to 80 into the expected release of quarter results today after the bell.

Roblox (RBLX) May weekly call option implied volatility is at 193, May is at 110; compared to its 52-week range of 37 to 87 into the expected release of quarter results before the bell on May 9.

Warner Bros (WBD) May weekly call option implied volatility is at 160, May is at 83; compared to its 52-week range of 37 to 65 into the expected release of quarter results before the bell on May 9.

Hyatt (H) May call option implied volatility is at 43, June is at 29; compared to its 52-week range of 22 to 78 into the expected release of quarter results before the bell on May 9.

Unity Software (U) May weekly call option implied volatility is at 202, May is at 118; compared to its 52-week range of 47 to 87 into the expected release of quarter results after the bell on May 9.

Dropbox (DBX) May weekly call option implied volatility is at 145, May is at 78; compared to its 52-week range of 21 to 45 into the expected release of quarter results after the bell on May 9.

Yeti (YETI) May call option implied volatility is at 106, June is at 57; compared to its 52-week range of 29 to 87 into the expected release of quarter results before the bell on May 9.

JFrog Ltd. (FROG) May call option implied volatility is at 103, June is at 62; compared to its 52-week range of 29 to 90 into the expected release of quarter results after the bell on May 9.

Medical Properties (MPW) May weekly call option implied volatility is at 190, May is at 130; compared to its 52-week range of 44 to 152 into the expected release of quarter results before the bell on May 9.

Dropbox (DBX) May weekly call option implied volatility is at 145, May is at 81; compared to its 52-week range of 21 to 45 into the expected release of quarter results after the bell on May 9.

Yelp (YELP) May weekly call option implied volatility is at 77, May is at 42; compared to its 52-week range of 23 to 82 into the expected release of quarter results after the bell on May 9.

SharkNinja (SN) May call option implied volatility is at 60, June is at 37; compared to its 52-week range of 21 to 56 into the expected release of quarter results before the bell on May 9.

Solventum (SOLV) May call option implied volatility is at 65, June is at 45; compared to its 52-week range of 41 to 45 into the expected release of quarter results before the bell on May 9.

Planet Fitness (PLNT) May weekly call option implied volatility is at 88, May is at 47; compared to its 52-week range of 24 to 88 into the expected release of quarter results before the bell on May 9. Call put ratio 4.2 calls to 1 put.

Options with decreasing option implied volatility: CGC CFLT UPST CAR BILL NET SYM IRBT
Increasing unusual option volume: ZI DV AMRK TRIP ASC INSP HA MTCH INOD ELAN CFLT JANX TEVA
Increasing unusual call option volume: DV TRIP LYV ELAN CFLT SONY ALCC MCK BROS KD ZI
Increasing unusual put option volume: MTCH ZI TRIP NTR ACMR CFLT CMA HCA TOST SHOP RNG MCK