Mid-session IV Report August 19, 2022

Market Rebellion

This article was last updated on 08/19/2022.

Mid-session IV Report August 19, 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: GETY EVTL APRN CLAR SST BIIB GETY

Popular stocks with increasing volume: BBBY AMC GME COIN F MSFT RIOT SQ PLTR SNAP AMAT

Movers

Bed Bath & Beyond (BBBY) August weekly call option implied volatility is at 500, September is at 257; compared to its 52-week range of 58 to 325. Call put ratio 1 call to 1 put as shares sell off 40%.

Option IV into quarter results

Zoom (ZM) August weekly call option implied volatility is at 130, September is at 87; compared to its 52-week range of 34 to 114 into the expected release of quarter results after the bell on August 22.

Palo Alto Networks (PANW) August weekly call option implied volatility is at 77, September is at 51; compared to its 52-week range of 25 to 67 into the expected release of quarter results on August 22.

Dicks Sporting Goods (DKS) August weekly call option implied volatility is at 111, September is at 71; compared to its 52-week range of 34 to 86 into the expected release of quarter results before the bell on August 23.

Macy’s (M) August weekly call option implied volatility is at 112, September is at 79; compared to its 52-week range of 49 to 99 into the expected release of quarter results before the bell on August 23.

XPeng (XPEV) August weekly call option implied volatility is at 88, September is at 72; compared to its 52-week range of 64 to 128 into the expected release of quarter results before the bell on August 23.

Nordstrom (JWN) August weekly call option implied volatility is at 133, September is at 86; compared to its 52-week range of 46 to 109 into the expected release of quarter results after the bell on August 23.

Advanced Auto Parts (AAP) August weekly call option implied volatility is at 130, September is at 72; compared to its 52-week range of 23 to 90 into the expected release of quarter results before the bell on August 23.

JD.com (JD) August weekly call option implied volatility is at 65, September is at 54; compared to its 52-week range of 40 to 95 into the expected release of quarter results before the bell on August 23.

Toll Brothers (TOL) August weekly call option implied volatility is at 62, September is at 43; compared to its 52-week range of 29 to 63 into the expected release of quarter results before the bell on August 23.

Urban Outfitter (URBN) August weekly call option implied volatility is at 128, September is at 73; compared to its 52-week range of 19 to 42 into the expected release of quarter results after the bell on August 23.

Medtronic (MDT) August weekly call option implied volatility is at 36, September is at 27; compared to its 52-week range of 16 to 34 into the expected release of quarter results before the bell on August 23.

J.M. Smucker (SJM) September call option implied volatility is at 24, October is at 22; compared to its 52-week range of 17 to 74 into the expected release of quarter results before the bell on August 23. Call put ratio 3.6 calls to 1 put.

Options with decreasing option implied volatility: AXSM ROOT BILL TGT FL KSS TPR ROST LOW TJX WMT
Increasing unusual option volume: MNMD WEBR FL BBD WOLF BBY MANU FST
Increasing unusual call option volume: WEBR MNMD WOLF BBD EUO BBBY FL
Increasing unusual put option volume: MNKD FL BBBY MNMD VGK IP STNE WOLF
Active options: BBBY TSLA AAPL AMC AMZN NVDA AMD GME META GOOGL COIN F MSFT RIOT SQ PLTR SNAP BBIG MARA AMAT

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