Mid-session IV Report June 4, 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: DNUT UWMC MNST AX JBLU INDA ERJ NANOS ET EPD HYG
Popular stocks with increasing volume: GM AMC DELL INTC PFE CRM CCL SBUX XOM BA WMT HOOD
Active options: TSLA NVDA AAPL GM AMD AMC AMZN DELL INTC PFE CRM CCL MARA SBUX XOM PLTR BA META WMT HOOD
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 2.4 calls to 1 put.
Tesla (TSLA) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 66. Call put ratio 1.3 calls to 1 put.
Intel (INTC) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 49. Call put ratio 2.3 calls to 1 put.
GameStop (GME) 30-day option implied volatility is at 231; compared to its 52-week range of 52 to 348 amid wide price movement.
Option IV into quarter results
CrowdStrike (CRWD) June weekly call option implied volatility is at 159, June is at 75; compared to its 52-week range of 29 to 70 into the expected release of quarter results today after the bell.
Hewlett Packard Enterprise (HPE) June weekly call option implied volatility is at 160, June is at 76; compared to its 52-week range of 20 to 82 into expected release of quarter results today after the bell.
Lululemon (LULU) June weekly call option implied volatility is at 138, June is at 67; compared to its 52-week range of 22 to 53 into the expected release of quarter results after the bell on June 5.
Dollar Tree (DLTR) June weekly call option implied volatility is at 134, June is at 64; compared to its 52-week range of 20 to 52 into the expected release of quarter results before the bell on June 5.
Campbell Soup (CPB) June weekly call option implied volatility is at 69, June is at 35; compared to its 52-week range of 14 to 29 into the expected release of quarter results before the bell on June 5.
Ollie’s Bargain Outlet (OLLI) June call option implied volatility is at 53, July is at 40; compared to its 52-week range of 27 to 82 into the expected release of quarter results before the bell on June 5.
Five Below (FIVE) June call option implied volatility is at 67, July is at 50; compared to its 52-week range of 24 to 98 into the expected release of quarter results after the bell on June 5.
SunPower (SPWR) June weekly call option implied volatility is at 200, June is at 175; compared to its 52-week range of 53 to 354 into the expected release of quarter results on June 5.
United Natural Foods (UNFI) June call option implied volatility is at 95, July is at 70; compared to its 52-week range of 32 to 119 into the expected release of quarter results before the bell on June 5. Call put ratio 1 call to 4.5 puts with focus on June 14 puts.
ChargePoint (CHPT) June weekly call option implied volatility is at 240, June is at 150; compared to its 52-week range of 57 to 148 into the expected release of quarter results after the bell on June 5. Call put ratio 2 calls to 1 put.
Children’s Palace (PLCE) June weekly call option implied volatility is at 190, June is at 159; compared to its 52-week range of 45 to 196 into the expected release of quarter results on June 5.
The Lovesac (LOVE) June call option implied volatility is at 90, July is at 65; compared to its 52-week range of 46 to 103 into the expected release of quarter results on June 5.
DocuSign (DOCU) June weekly call option implied volatility is at 130, June is at 64; compared to its 52-week range of 30 to 77 into the expected release of quarter results after the bell on June 6.
NIO (NIO) June weekly call option implied volatility is at 160, June is at 101; compared to its 52-week range of 56 to 102 into the expected release of quarter results before the bell on June 6.
India stocks option IV amid elections
Ishares Msci India Etf (INDA) 30-day option implied volatility is at 24; compared to its 52-week range of 12 to 29. Call put ratio 1.9 calls to 1 put as share price down 6.4% amid elections.
Wipro (WIT) 30-day option implied volatility is at 38; compared to its 52-week range of 20 to 67 as share price down 1.3%.
MakeMyTrip Limited (MMYT) 30-day option implied volatility is at 50; compared to its 52-week range of 26 to 91. Call put ratio 1 call to 2.1 puts as share price down 3.7%.
HDFC Bank Ltd (HDB) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 76 as share price down 9.4%.
Dr. Reddys Labs (RDY) 30-day option implied volatility is at 32; compared to its 52-week range of 17 to 33.
Icici Bank Limited (IBN) 30-day option implied volatility is at 26; compared to its 52-week range of 12 to 70. Call put ratio 1 call to 1.3 puts as share price down 10.4%.
Infosys Limited (INFY) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 77. Call put ratio 2.5 calls to 1 put as share price down 1%.
Options with decreasing option implied volatility: CHWY FL ASAN S AI GTLB OKTA AAP PATH ANF GPS PSTG NTNX ZS
Increasing unusual option volume: EWW FFIE HROW BAX ZETA BBWI AX GLBE AX DBI
Increasing unusual call option volume: BBWI FFIE GLBE ZETA TIGR INDA MNST ANNX
Increasing unusual put option volume: EWW BAX LSCC CORZ CVE CHK BBWI GTLB
