Mid-session IV Report December 27, 2024
The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information Options with increasing option implied volatility: RGTI OPTT LODE QUBT ALHC KULR AMED QBTS STEM KC MVST FREY PSQH HMC SENS PHUN INVZ LW HSAI CADL NMRA GALT ATOM PL RUM RCAT ROST PTEN EOSE OMEX QS EWY Popular stocks with increasing volume: PLTR AVGO MSTR GME SOFI INTC Active options: NVDA TSLA AAPL PLTR AMD RGTI AVGO AMZN MSTR GME GOOGL META QBTS SOFI SOUN QS QUBT INTC GOOG NEW [10:40 PM] Options with decreasing option implied volatility: HUMA NMRA WULF MSTY FDX NVO CLSK NKE SOC GENI CCL Increasing unusual option volume: PL DD PTEN VUZI GEVO TSCO RUM RCAT Increasing unusual call option volume: LODE ALHC RGTI QUBT KULR KC MVST QBTS FREY MVIS Increasing unusual put option volume: RGTI QBTS AMED LW NMRA POET BBAI PTLO RUM TAL NDAQ NEW [10:41 PM] Active options: NVDA TSLA AAPL PLTR AMD RGTI AVGO AMZN MSTR GME GOOGL META QBTS SOFI SOUN QS QUBT INTC GOOG Option implied volatility for cybersecurity companies option IV into 2025 CrowdStrike (CRWD) 30-day option implied volatility is at 39; compared to its 52-week range of 31 to 74 as share price down 3.7%. F5 Networks (FFIV) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 61 as share price down 1.2%. Okta, Inc. (OKTA) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 77. Call put ratio 1 call to 2.9 puts with focus on January 50 puts as share price down 3.4%. Fortinet (FTNT) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 62. Call put ratio 2 calls to 1 put as share price down 2.3%. Palo Alto Networks (PANW) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 60. Call put ratio 2 calls to 1 put as share price down 2.7%. Check Point (CHKP) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 33. Call put ratio 8.5 calls to 1 put as share price down 1.7%.