Mid-session IV Report August 1, 2022

Market Rebellion

This article was last updated on 08/01/2022.

Mid-session IV Report August 1, 2022

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.

Option IV increases: SOS KRTX SMR CPG CHGG RCL BBY CPB AVGO EFA

Popular stocks with increasing volume: BA NIO INTC TSM ROKU XOM MU OXY BAC

Option IV into quarter results

Avis Budget (CAR) August weekly call option implied volatility is at 175, August is at 100; compared to its 52-week range of 52 to 186 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put as shares rally 1%.

Activision Blizzard (ATVI) August weekly call option implied volatility is at 28, August is at 22; compared to its 52-week range of 9 to 47 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Advanced Micro Devices (AMD) August weekly call option implied volatility is at 95, August is at 61; compared to its 52-week range of 35 to 73 into the expected release of quarter results after the bell on August 2. Call put ratio 3 calls to 1 put as shares rally 3%.

Caterpillar (CAT) August weekly call option implied volatility is at 65, August is at 44; compared to its 52-week range of 23 to 44 into the expected release of quarter results before the bell on August 2. Call put ratio 2.5 calls to 1 put as shares sell off 1.4%.

Electronic Arts (EA) August weekly call option implied volatility is at 69, August is at 41; compared to its 52-week range of 22 to 45 into the expected release of quarter results after the bell on August 2. Call put ratio 2.4 calls to 1 put as shares sell off 1%.

Match Group (MTCH) August weekly call option implied volatility is at 112, August is at 71; compared to its 52-week range of 37 to 72 into the expected release of quarter results after the bell on August 2. Call put ratio 1 call to 3 puts as shares sell off 1.1%.

PayPay (PYPL) August weekly call option implied volatility is at 123, August is at 74; compared to its 52-week range of 24 to 84 into the expected release of quarter results after the bell on August 2.

SoFi Technologies (SOFI) August weekly call option implied volatility is at 160, August is at 100; compared to its 52-week range of 59 to 122 into the expected release of quarter results after the bell on August 2.

Starbucks (SBUX) August weekly call option implied volatility is at 65, August is at 39; compared to its 52-week range of 18 to 41 into the expected release of quarter results after the bell on August 2 and hosting its 2022 Investor Day in Seattle on Tuesday, September 13, 2022.

Uber (UBER) August weekly call option implied volatility is at 144, August is at 84; compared to its 52-week range of 37 to 78 into the expected release of quarter results before the bell on August 2.

BP plc (BP) August weekly call option implied volatility is at 60, August is at 44; compared to its 52-week range of 26 to 53 into the expected release of quarter results before the bell on August 2. Call put ratio 2.3 calls to 1 put as shares sell off 1.9%.

Marriott (MAR) August weekly call option implied volatility is at 53, August is at 43; compared to its 52-week range of 28 to 48 into the expected release of quarter results before the bell on August 2.

Occidental Petroleum (OXY) August weekly call option implied volatility is at 79, August is at 59; compared to its 52-week range of 46 to 88 into the expected release of quarter results on August 2.

Moderna (MRNA) August weekly call option implied volatility is at 96, August is at 70; compared to its 52-week range of 58 to 97 into the expected release of quarter results after the bell on August 3.

Datadog, Inc. (DDOG) August weekly call option implied volatility is at 148, August is at 93; compared to its 52-week range of 37 to 99 into the expected release of quarter results after the bell on August 4.

Twitter (TWTR) August weekly call option implied volatility is at 37, August is at 36; compared to its 52-week range of 21 to 88 amid reports Greenlight Capital has taken a position. Call put ratio 1.3 calls to 1 put as shares sell off 1.6%.

Options with decreasing option implied volatility: NCR TDOC ALGN ETSY META ROKU OSTK SPOT SAVE UPS INTC HOG
Increasing unusual option volume: TIP PTEN IYT PTEN ELAN KOD GETY FTI FAZE RMO
Increasing unusual call option volume: BZ ALT SMR RMO NLOK CNX KOD FTI GETY RMO
Increasing unusual put option volume: TIP CLVS TEN TSM MXEA DM SRNE
Active options: TSLA AMZN AMD META BABA F NVDA BA NIO INTC TSM GOOGL MSFT AMC ROKU XOM MU OXY BAC

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