Mid-session IV Report August 1, 2023
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: CNP AMSC MPW OKTA DG HZNP LULU DELL
Popular stocks increasing volume: SOFI UBER NKLA PLTR AMC DIS BA TUP RIVN CAT
Option Movers
Yellow Corporation (YELL) 30-day option implied volatility is at 330; compared to its 52-week range of 62 to 335.
Tupperware Brands (TUP) 30-day option implied volatility is at 319; compared to its 52-week range of 61 to 346. Call put ratio 2.9 calls to 1 put.
GameStop (GME) 30-day option implied volatility is at 61; compared to its 52-week range of 53 to 133. Call put ratio 1.8 calls to 1 put as share price down 2%.
Ishares Msci Mexico Capped Etf (EWW) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 65 as share price near nine-year high.
Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 51. Call put ratio 1.9 calls to 1 put as gold trades $1980.
Option IV into earnings for quarter
Advanced Micro Devices (AMD) August weekly call option implied volatility is at 105, August is at 60; compared to its 52-week range of 40 to 69 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put.
Starbucks (SBUX) August weekly call option implied volatility is at 72, August is at 38; compared to its 52-week range of 18 to 44 into the expected release of quarter results today after the bell.
Devon Energy (DVN) August weekly call option implied volatility is at 60, August is at 39; compared to its 52-week range of 31 to 64 into the expected release of quarter results today after the bell.
Electronic Arts (EA) August weekly call option implied volatility is at 56, August is at 30; compared to its 52-week range of 15 to 39 into the expected release of quarter results today after the bell.
Pinterest (PINS) August weekly call option implied volatility is at 147, August is at 69; compared to its 52-week range of 35 to 107 into the expected release of quarter results today after the bell.
Caesars (CZR) August weekly call option implied volatility is at 79, August is at 51; compared to its 52-week range of 41 to 85 into the expected release of quarter results today after the bell.
MicroStrategy (MSTR) August weekly call option implied volatility is at 84, August is at 72; compared to its 52-week range of 62 to 194 into the expected release of quarter results today after the bell.
Qualcomm (QCOM) August weekly call option implied volatility is at 73, August is at 39; compared to its 52-week range of 28 to 58 into the expected release of quarter results after the bell on August 2.
CVS Health (CVS) August weekly call option implied volatility is at 59, August is at 31; compared to its 52-week range of 19 to 37 into the expected release of quarter results before the bell on August 2.
Shopify (SHOP) August weekly call option implied volatility is at 145, August is at 75; compared to its 52-week range of 44 to 95 into the expected release of quarter results after the bell on August 2.
PayPal (PYPL) August weekly call option implied volatility is at 110, August is at 57; compared to its 52-week range of 31 to 71 into the expected release of quarter results after the bell on August 2.
Ferrari (RACE) August weekly call option implied volatility is at 48, August is at 28; compared to its 52-week range of 17 to 42 into the expected release of quarter results before the bell on August 2.
Occidental Petroleum (OXY) August weekly call option implied volatility is at 53, August is at 32; compared to its 52-week range of 25 to 61 into the expected release of quarter results after the bell on August 2.
Phillips 66 (PSX) August weekly call option implied volatility is at 42, August is at 29; compared to its 52-week range of 25 to 51 into the expected release of quarter results before the bell on August 2.
Kraft Heinz (KHC) August weekly call option implied volatility is at 41, August is at 24; compared to its 52-week range of 14 to 37 into the expected release of quarter results before the bell on August 2.
DoorDash (DASH) August weekly call option implied volatility is at 115, August is at 61; compared to its 52-week range of 39 to 100 into the expected release of quarter results after the bell on August 2.
MGM Resorts (MGM) August weekly call option implied volatility is at 72, August is at 48; compared to its 52-week range of 27 to 62 into the expected release of quarter results after the bell on August 2.
Unity Software (U) August weekly call option implied volatility is at 160, August is at 87; compared to its 52-week range of 57 to 115 into the expected release of quarter results after the bell on August 2.
Marathon Oil (MRO) August weekly call option implied volatility is at 57, August is at 37; compared to its 52-week range of 34 to 65 into the expected release of quarter results after the bell on August 2.
Zillow (Z) August weekly call option implied volatility is at 115, August is at 60; compared to its 52-week range of 36 to 84 into the expected release of quarter results after the bell on August 2.
Etsy (ETSY) August weekly call option implied volatility is at 140, August is at 72; compared to its 52-week range of 44 to 90 into the expected release of quarter results after the bell on August 2.
Robinhood (HOOD) August weekly call option implied volatility is at 140, August is at 76; compared to its 52-week range of 44 to 95 into the expected release of quarter results after the bell on August 2.
Teva (TEVA) August weekly call option implied volatility is at 100, August is at 55; compared to its 52-week range of 29 to 55 into the expected release of quarter results before the bell on August 2. Call put ratio 1 call to 2.8 puts.
Options with decreasing option implied volatility: PACW SNAP DISH SIMO TDOC ALGN ENPH META HTZ WAL MBLY SOFI HOG SKX CROX INTC CMG
Increasing unusual option volume: TUP YELL SIX PII MXL NOVA RGTI TAP REAL
Increasing unusual call option volume: TUP YELL NOVA MXL RGTI ZI DB TAP
Increasing unusual put option volume: TUP WULF TAP RMBS ZI JBLU ANET
Active options: TSLA SOFI UBER NKLA NIO PLTR AMD NVDA AMC AAPL GOOGL DIS F BABA BA TUP AMZN RIVN CAT META
