Mid-session IV Report August 15, 2022

Market Rebellion

This article was last updated on 08/15/2022.

Mid-session IV Report August 15, 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: GILD UUP ICLN NVTA CFVI GSK GETY UVIX POWW FCEL CFVI ADBE SBUX

Popular stocks with increasing volume: AMC AMD TLRY DIS WMT XOM PLTR BABA

Movers amid events

Walt Disney (DIS) August call option implied volatility is at 36, September is at 30; compared to its 52-week range of 21 to 58 after Third Point’s Dan Loeb Back in Walt Disney, sends letter to CEO – CNBC. Call put ratio 3.2 calls to 1 put as shares rally 2.4%.

Walmart (WMT) August call option implied volatility is at 54, September is at 27; compared t its 52-week range of 14 to 34 into the expected release of quarter results before the bell on August 16. Call put ratio 1 call to 1.1 puts.

Kroger (KR) 30-day option implied volatility is at 37; compared to its 52-week range of 23 to 51 into Walmart (WMT) quarter results.

Costco (COST) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 51 into Walmart (WMT) quarter results.

Home Depot (HD) August call option implied volatility is at 54, September is at 30; compared to its 52-week range of 18 to 46 into the expected release of quarter results before the bell on August 16. Call put ratio 1 call to 1.8 puts.

Lowe’s (LOW) August call option implied volatility is at 68, September is at 35; compared to its 52-week range of 19 to 41 into the expected release of quarter results before the bell on August 17.

Target (TGT) August call option implied volatility is at 104, September is at 48; compared to its 52-week range of 18 to 51 into the expected release of quarter results before the bell on August 17. Call put ratio 1 calls to 1 put.

Kohl’s (KSS) August call option implied volatility is at 135, September is at 71; compared to its 52-week range of 40 to 122 into the expected release of quarter results before the bell on August 18. Call put ratio 4.1 calls to 1 put.

Energy stocks option IV as crude oil futures decline over 5%

Exxon Mobil (XOM) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 47 as shares sell off 3.9%.

Chevron (CVX) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 46 as shares sell off 3%.

Occidental Petroleum (OXY) 30-day option implied volatility is at 47; compared to its 52-week range of 44 to 88 as shares sell off 3.5%.

Devon Energy (DVN) 30-day option implied volatility is at 51; compared to its 52-week range of 46 to 70 as shares sell off 4.5%.

ConocoPhillips (COP) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 56 as shares sell off 3%.

Pioneer Natural Resources (PXD) 30-day option implied volatility is at 40; compared to its 52-week range of 33 to 54 as shares sell off 2.7%.

Valero Energy (VLO) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 60 as shares sell off 4.5%.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 49 as shares sell off 2.9%.

Gap, Inc. (GPS) 30-day option implied volatility is at 78; compared to its 52-week range of 40 to 101. Call put ratio 25 calls to 1 put as shares rally 1.4%

Clarus (CLAR) 30-day option implied volatility is at 80; compared to its 52-week range of 34 to 129. Call put ratio 1 calls to 14 puts.

InVitae (NVTA) 30-day option implied volatility is at 184; compared to its 52-week range of 51 to 334.

Ginkgo Bioworks (DNA) 30-day option implied volatility is at 141; compared to its 52-week range of 52 to 162. Call put ratio 4.7 calls to 1 put.

Options with decreasing option implied volatility: ROOT UPST BHC GRPN NRGV APPS U BROS BMBL
Increasing unusual option volume: PTEN SHLS TRQ GLNG IS WEBR
Increasing unusual call option volume: SHLS POSH WEBR GLNG IS SRG NVTA
Increasing unusual put option volume: ICLN MTTR WOLF NVTA CFVI
Active options: TSLA BBBY AAPL NVDA AMZN AMC AMD TLRY DIS SNAP GOOGL F NIO META WMT XOM MSFT PLTR PLUG BABA

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