Mid-session IV Report June 3, 2024 – Beragampengetahuan

Mid-session IV Report June 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: BITI GME HIMS HPE DNUT XP CPRI MNST FDX NKE ABR EMB GIS FAST TMUS HYG GME AMC INDI BYND BYON BITO COHR IEP SMG GSK ITUB ACI

Popular stocks with increasing volume: AMC GME HOOD CRM ARM PARA PLTR NIO AAL SOFI GSK

Active options: TSLA NVDA AMC GME AAPL AMD AMZN HOOD MARA CRM FFIE META ARM PARA PLTR NIO AAL MSFT SOFI PATH

Option IV

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 68 after CEO Jensen Huang announced the company’s next-generation artificial intelligence chips, called Rubin.

AMD (AMD) 30-day option implied volatility is at 43; compared to its 52-week range of 34 to 59 after CEO Lisa Su on Monday announced new AI chips.

Broadcom (AVGO) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 59 into expected release of quarter results on June 12.

Apple (AAPL) 30-day option implied volatility is at 21; 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 3 calls to 1 put.

Option IV into quarter results

CrowdStrike (CRWD) June weekly call option implied volatility is at 123, June is at 74; compared to its 52-week range of 29 to 70 into the expected release of quarter results after the bell on June 4.

Hewlett Packard Enterprise (HPE) June weekly call option implied volatility is at 156, June is at 81; compared to its 52-week range of 20 to 82 into the expected release of quarter results after the bell on June 4.

Bath & Body Works (BBWI) June weekly call option implied volatility is at 100, June is at 57; compared to its 52-week range of 30 to 57 into the expected release of quarter results before the bell on June 4.

Lululemon (LULU) June weekly call option implied volatility is at 120, June is at 65; compared to its 52-week range of 22 to 53 into the expected release of quarter results after the bell on June 5.

Stericycle (SRCL) 30-day option implied volatility is at 16; compared to its 52-week range of 17 to 46 after WM (WM) acquiring Stericycle for $62 per share in cash.

WM (WM) 30-day option implied volatility is at 15; compared to its 52-week range of 11 to 23 after acquiring Stericycle (SRCL) for $62 per share in cash.

Options with decreasing option implied volatility: KEY FL CHWY ANF AAP PATH OKTA AI ASAN S GPS MDB ZS PSTG DKS NTNX DG BURL
Increasing unusual option volume: AVTR FFIE INDI MGNX SMMT SMG BNED
Increasing unusual call option volume: INDI FFIE SMMT CRDO KBH NXE SPWR ASTS
Increasing unusual put option volume: AVTR SMG ACI MAXN INDA GME ASTS LU GSK CEIX HPE TAN