Mid-session IV Report August 10, 2022

Market Rebellion

This article was last updated on 08/10/2022.

Mid-session IV Report August 10, 2022

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.

Option IV increases: SOS BBBY AMC DOCU REV FAZE

Popular stocks with increasing volume: COIN RBLX BBBY UBER TWTR CCL

Apple, TSLA, ARKK option IV near low end of four-month range

Apple (AAPL) August weekly call option implied volatility is at 29, August is at 23; compared to its 52-week range of 20 to 44. Call put ratio 1.1 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 57; compared to its 52-week range of 35 to 84 after Elon Musk sold $6.9B in Tesla shares.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 55; compared to its 52-week range of 28 to 91 as shares rally 3.6%.

Option IV into quarter results

Walt Disney (DIS) August weekly call option implied volatility is at 98, August is at 56; compared to its 52-week range of 21 to 58 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put as shares rally 2%.

Fossil (FOSL) August option implied volatility is at 136, September is at 100; compared to its 52-week range of 58 to 138 into the expected release of quarter results today after the bell. Call put ratio 7 calls to 1 put as shares rally 3.8%.

Bumble (BMBL) August option implied volatility is at 130, September is at 82; compared to its 52-week range of 55 to 140 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.7 puts.

Dutch Bros Inc. (BROS) August weekly call option implied volatility is at 265, August is at 155; compared to its 52-week range of 67 to 134 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Canada Goose (GOOS) August weekly call option implied volatility is at 230, August is at 125; compared to its 52-week range of 35 to 93 into the expected release of quarter results before the bell on August 11. Call put ratio 1.2 calls to 1 put as shares rally 2.9%.

Warby Parker (WRBY) August call option implied volatility is at 160, September is at 100; compared to its 52-week range of 49 to 142 into the expected release of quarter results before the bell on August 11. Call put ratio 1 call to 1.1 puts as shares rally 3.5%.

Rivian (RIVN) August weekly call option implied volatility is at 170, August is at 108; compared to its 52-week range of 70 to 106 into the expected release of quarter results after the bell on August 11. Call put ratio 2.3 calls to 1 put as shares rally 2.3%.

Options with decreasing option implied volatility: ACAD LYFT UPST OPEN FSLY BYND CLFT GRPN WE TWLO EXPE Z CROX DDD
Increasing unusual option volume: MRTX COMP CENX SG FAZE
Increasing unusual call option volume: MRTX CENX FAZE VLD SUNW MAPS HLYN
Increasing unusual put option volume: SG ACI CCJ PLBY FAZE
Active options: TSLA AAPL AMZN META AMC AMD NVDA MSFT COIN GOOGL BAC RBLX BBBY TTD UBER TWTR UMC CCL PLUG NFLX

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