Mid-session IV Report May 9, 2024

Mid-session IV Report May 9, 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: GTLB PBR IP DOCU LULU SWN ABR

Popular stocks with increasing volume: ARM RBLX WBD PLTR ABNB C PFE SHOP UBER INTC ET

Active options: NVDA TSLA HOOD AMZN AAPL ARM RBLX WBD AMD PLTR AMD META ABNB C PFE SHOP UBER INTC ET MARA

Option IV near low end of range

Tesla (TSLA) 30-day option implied volatility is at 42; compared to its 52-week range of 40 to 66.

Freeport-McMoran (FCX) 30-day option implied volatility is at 32; compared to its 52-week range of 29 to 43. Call put ratio 2.9 calls to 1 put as share price up 2%.

United States Oil Fund (USO) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 42. Call put ratio 2.4 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 40. Call put ratio 1.6 calls to 1 put as share price up 2.5%.

Option IV into quarter results

Unity Software (U) May weekly call option implied volatility is at 270, May is at 125; compared to its 52-week range of 47 to 87 into the expected release of quarter results today after the bell.

Akamai Technologies (AKAM) May weekly call option implied volatility is at 230, May is at 93; compared to its 52-week range of 15 to 59 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2 puts with focus on May weekly (10) puts.

JFrog Ltd. (FROG) May call option implied volatility is at 110, June is at 64; compared to its 52-week range of 29 to 90 into the expected release of quarter results today after the bell.

Dropbox (DBX) May weekly call option implied volatility is at 195, May is at 81; compared to its 52-week range of 21 to 45 into the expected release of quarter results today after the bell.

Yelp (YELP) May call option implied volatility is at 84, June is at 42; compared to its 52-week range of 23 to 82 into the expected release of quarter results today after the bell.

Hawaiian Electric (HE) May weekly call option implied volatility is at 86, May is at 57; compared to its 52-week range of 18 to 232 into the expected release of quarter results after the bell on May 10.

Options with decreasing option implied volatility: CFLT UPST TDS HIMS AFRM BILL DUOL FTNT PLTR SYM TOST ALAB NET APP LYFT SEDG CELH XPO
Increasing unusual option volume: BMBL LFMD LPSN SVM ZI BEN ALCC CDLX
Increasing unusual call option volume: LPSN SVM BEN ALCC DB CDLX PZZA SMMT
Increasing unusual put option volume: ZI BMBL CDLX DUOL INFY HOG RBLX WBD UWMC APP PLNT EXAS DNN