Mid-session IV Report May 3, 2024 – Beragampengetahuan

Mid-session IV Report May 3, 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 OKTA ASAN FL ANF IEP GPS DLTR DT DKS ULTA DG HRL NTAP LULU HES GE

Popular stocks with increasing volume: COIN PLTR SOFI SQ DKNG BABA SMCI GME RIVN INTC AMC

Active options: AAPL TSLA NVDA AMD AMZN COIN PLTR META SOFI MSFT SQ MARA DKNG GOOGL BABA SMCI GME RIVN INTC AMC

Apple (AAPL) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 31 into Apple holding an event on May 7 and hosting its annual Worldwide Developers Conference (WWDC) from June 10 through 14, 2024. Call put ratio 2 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 45; compared to its 52-week range of 40 to 66 as share price up 1.4%.

NVIDIA (NVDA) 30-day option implied volatility is at 62; compared to its 52-week range of 32 to 68 as share price up 2.9%.

Option IV into quarter results

Vertex (VRTX) May weekly call option implied volatility is at 37, May is at 32; compared to its 52-week range of 18 to 34 into the expected release of quarter results after the bell on May 6.

Microchip Technologies (MCHP) May call option implied volatility is at 49, June is at 37; compared to its 52-week range of 26 to 78 into the expected release of quarter results after the bell on May 6. Call put ratio 1 call to 2.5 puts.

Palantir (PLTR) May weekly call option implied volatility is at 133, May is at 99; compared to its 52-week range of 45 to 93 into the expected release of quarter results after the bell on May 6. Call put ratio 3.3 calls to 1 put.

Simon Property (SPG) May call option implied volatility is at 36, June is at 27; compared to its 52-week range of 18 to 72 into the expected release of quarter results after the bell on May 6.

Tyson (TSN) May weekly call option implied volatility is at 50, May is at 38; compared to its 52-week range of 18 to 40 into the expected release of quarter results before the bell on May 6.

Coty (COTY) May weekly call option implied volatility is at 88, May is at 62; compared to its 52-week range of 24 to 55 into the expected release of quarter results after the bell on May 6.

Lucid (LCID) May weekly call option implied volatility is at 145, May is at 133; compared to its 52-week range of 52 to 141 into the expected release of quarter results after the bell on May 6.

Hims & Hers Health (HIMS) May weekly call option implied volatility is at 175, May is at 122; compared to its 52-week range of 39 to 106 into the expected release of quarter results after the bell on May 6.

Walt Disney (DIS) May weekly call option implied volatility is at 58, May is at 45; compared to its 52-week range of 20 to 38 into the expected release of quarter results before the bell on May 7.

Options with decreasing option implied volatility: CGC ANVS BKKT WOLF FSLY GL TGTX RILY CAR BILL SOFI PINS LMND ENVX BITI CVNA FTNT MSOS
Increasing unusual option volume: AVTR MCHI IR WSC MGA FLR DM AY ALCC SIMO
Increasing unusual call option volume: FLR MCHI IR SIMO DM ICLN GPRE IBN MLCO ALCC
Increasing unusual put option volume: JCI MCHI AVTR NANOS BURL TDW ILMN PTEN TD CBRL XRX