Mid-session IV Report May 17, 2024 – Beragampengetahuan

Mid-session IV Report May 17, 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 SMR EXEL MNMD JMIA FSM BCS DBRG HBI AVDL VLY PSTG YANG HTZ AES RDDT PR MNST DOCN HOOD ARCC MBLY CDI ACI BE CDE EGO NXE

Popular stocks with increasing volume: BABA SMCI AMAT INTC NIO COIN

Active options: AMD GME TSLA NVDA FFIE AAPL AMC BABA AMZN HOOD META MARA PDD SMCI AMAT ASTS INTC NIO COIN

NVDA & AAPL IV into events

NVIDIA (NVDA) 30-day option implied volatility is at 57; compared to its 52-week range of 32 to 68 into expected release of quarter results after the bell on May 22.

Apple (AAPL) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 31 into hosting its annual Worldwide Developers Conference (WWDC) from June 10 through 14, 2024. Call put ratio 1.3 calls to 1 put.

Weight Loss companies option IV

Novo Nordisk (NVO) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 44.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 39.

Viking Therapeutics (VKTX) 30-day option implied volatility is at 95; compared to its 52-week range of 44 to 234.

Option IV into quarter results

Palo Alto (PANW) May weekly call option implied volatility is at 92, June is at 50; compared to its 52-week range of 25 to 56 into the expected release of quarter results after the bell on May 20.

Trip.com (TCOM) June call option implied volatility is at 39, July is at 38; compared to its 52-week range of 29 to 86 into the expected release of quarter results after the bell on May 20. Call put ratio 8 calls to 1 put.

Li Auto (LI) May weekly call option implied volatility is at 91, June is at 66; compared to its 52-week range of 46 to 71 into the expected release of quarter results before the bell on May 20.

Zoom Video (ZM) May weekly call option implied volatility is at 81, June is at 46; compared to its 52-week range of 27 to 65 into the expected release of quarter results after the bell on May 20.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 40 as gold at $2405.

Options with decreasing option implied volatility: SE ONON NXT STNE CSCO TTWO
Increasing unusual option volume: PTEN FFIE ASTS SAGE DOCS OPK OUST
Increasing unusual call option volume: OPK BEKE CFG GME NAT GDRX FFIE ASTS
Increasing unusual put option volume: PTEN AVTR GGAL GME ASTS FND FFIE DOCS GME AMC