Mid-session IV Report August 18, 2022

Market Rebellion

This article was last updated on 08/18/2022.

Mid-session IV Report August 18, 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: APRN CLAR SAVA SST FUBO BIIB ORCL SAVA

Popular stocks with increasing volume: CSCO COIN UBER SQ XOM BABA GME

Volume Movers

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 280; compared to its 52-week range of 58 to 325. Call put ratio 1.4 calls to 1 put.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 38. Call put ratio 6.6 calls to 1 put.

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 40. Call put ratio 1.9 calls to 1 put as shares sell off 4.6%.

Costco (COST) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 51. Call put ratio 2.5 calls to 1 put.

CVS Health (CVS) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 37. Call put ratio 1 call to 3.2 puts.

Mind Medicine (MNMD) 30-day option implied volatility is at 282; compared to its 52-week range of 56 to 212. Call put ratio 7.3 calls to 1 put with focus on August calls.

SmileDirectClub (SDC) 30-day option implied volatility is at 183; compared to its 52-week range of 69 to 203. Call put ratio 2.4 calls to 1 put.

Curis (CRIS) 30-day option implied volatility is at 182; compared to its 52-week range of 20 to 194. Call put ratio 142 calls to 1 put with focus on August 2.5 calls.

Knight Transportation (KNX) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 61. Call put ratio 47 calls to 1 put with focus on August calls.

Cassava Sciences (SAVA) 30-day option implied volatility is at 187; compared to its 52-week range of 118 to 238. Call put ratio 3.7 calls to 1 put as shares rally 9.4%.

Vinco Ventures (BBIG) 30-day option implied volatility is at 289; compared to its 52-week range of 117 to 330. Call put ratio 7.4 calls to 1 put.

Manchester United plc (MANU) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 47. Call put ratio 11.9 calls to 1 put with focus on December calls.

Canadian Solar (CSIQ) 30-day option implied volatility is at 59; compared to its 52-week range of 46 to 83. Call put ratio 4 calls to 1 put as shares rally 16%.

Option IV into quarter results

Deere (DE) August call option implied volatility is at 104, September is at 34; compared to its 52-week range of 24 to 47 into the expected release of quarter results before the bell on August 19.

Foot Locker (FL) August call option implied volatility is at 230, September is at 65; compared to its 52-week range of 34 to 87 into the expected release of quarter results before the bell on August 19. Call put ratio 1 call to 3.2 puts.

Vipshop (VIPS) August call option implied volatility is at 180, September is at 72; compared to its 52-week range of 60 to 87 into the expected release of quarter results before the bell on August 19. Call put ratio 2.4 calls to 1 put.

Options with decreasing option implied volatility: PACB TGT RIVN ILMN LOW CSCO TJX HD WMT ZEN
Increasing unusual option volume: MANU MNMD NEX WOLF BJ KIRK KNX GEO PRTY
Increasing unusual call option volume: MNMD WOLF BJ GEO SAVA NLOK CSIQ
Increasing unusual put option volume: WOLF BBBY SBLK DVAX MNMD SNPS BLUE
Active options: BBBY AAPL TSLA CSCO BBIG AMZN AMD AMC META NVDA MNMD SAVA COIN UBER SQ GOOGL XOM BABA MSFT GME

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