Mid-session IV Report May 24, 2024 – Beragampengetahuan

Mid-session IV Report May 24, 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: KEY NLY GSL

Popular stocks with increasing volume: PDD PLTR BABA BA EBAY INTC SMCI LI

Active options: NVDA TSLA AAPL AMD AMZN AMC PDD PLTR BABA META BA EBAY INTC GME MARA FFIE MSFT SMCI LI GOOGL

Straddle prices into quarter results

Salesforce (CRM) May weekly call option implied volatility is at 60, June is at 38; compared to its 52-week range of 20 to 51 into the expected release of quarter results after the bell on May 29.

Agilent Technologies (A) June call option implied volatility is at 30, July is at 26; compared to its 52-week range of 20 to 70 into the expected release of quarter results after the bell on May 29. Call put ratio 3.4 calls to 1 put.

HP (HPQ) May weekly call option implied volatility is at 58, June is at 36; compared to its 52-week range of 19 to 38 into the expected release of quarter results after the bell on May 29.

Real-estate holdings option IV

Starwood Property Trust (STWD) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 76. Call put ratio 3.1 calls to 1 put with a focus on June 21 calls.

Blackstone Mortgage Trust (BXMT) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 81. Call put ratio 1 call to 1 put.

AGNC Investment Corp (AGNC) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 41. Call put ratio 2.6 calls to 1 put.

Annaly Capital Management (NLY) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 10.6 puts with a focus on June 18.50 puts.

Options with decreasing option implied volatility: BE EH EXEL ALAB LQDA WSM ARCC BCS FROG HBI SDS INMD GCT GFI SA VLY AES AGI PSTG XPO MBLY NNOX PSTG NXE SLG SATS PR RITM
Increasing unusual option volume: ASPN FFIE DOMO WDAY NFE ROST SVM DQ INTU BNED SKYT
Increasing unusual call option volume: GSM FFIE ASPN DQ ROST WDAY SVM EBAY LSPD PDD PPL INTU
Increasing unusual put option volume: XPO NFE WDAY INTU KEY ROST DECK BE TMF ARRY IQ