Mid-session IV Report August 2, 2022

Market Rebellion

This article was last updated on 08/02/2022.

Mid-session IV Report August 2, 2022

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Option IV increases: CFLY LFLY ABR

Popular stocks with increasing volume: SNAP ROKU F LYFT BP BA NIO

Option IV into quarter results

Advanced Micro Devices (AMD) August weekly call option implied volatility is at 111, August is at 63; compared to its 52-week range of 35 to 73 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put.

PayPay (PYPL) August weekly call option implied volatility is at 138, August is at 76; compared to its 52-week range of 24 to 84 into the expected release of quarter results today after the bell.

SoFi Technologies (SOFI) August weekly call option implied volatility is at 203, August is at 110; compared to its 52-week range of 59 to 122 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put as shares rally 1.5%.

Starbucks (SBUX) August weekly call option implied volatility is at 77, August is at 44; compared to its 52-week range of 18 to 41 into the expected release of quarter results today after the bell.

Gilead Sciences (GILD) August weekly call option implied volatility is at 50, August is at 29; compared to its 52-week range of 19 to 40 into the expected release of quarter results today after the bell.

SolarEdge Technologies (SEDG) August call option implied volatility is at 82, September is at 71; compared to its 52-week range of 42 to 119 into the expected release of quarter results today after the bell.

Electronic Arts (EA) August weekly call option implied volatility is at 76, August is at 41; compared to its 52-week range of 22 to 45 into the expected release of quarter results today after the bell.

Match Group (MTCH) August weekly call option implied volatility is at 130, August is at 75; compared to its 52-week range of 37 to 72 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put as shares rally 2%.

eBay (EBAY) August weekly call option implied volatility is at 96, August is at 51; compared to its 52-week range of 24 to 55 into the expected release of quarter results after the bell on August 3. Call put ratio 1 call to 3.4 puts.

Fastly (FSLY) August weekly call option implied volatility is at 230, August is at 176; compared to its 52-week range of 54 to 119 into the expected release of quarter results after the bell on August 3. Call put ratio 4 calls to 1 put.

Fisker (FSR) August weekly call option implied volatility is at 149, August is at 98; compared to its 52-week range of 65 to 119 into the expected release of quarter results after the bell on August 3. Call put ratio 11.5 calls to 1 put.

Lucid Group (LCID) August weekly call option implied volatility is at 155, August is at 100; compared to its 52-week range of 69 to 141 into the expected release of quarter results on August 3.

Monster Beverage (MNST) August weekly call option implied volatility is at 71, August is at 39; compared to its 52-week range of 17 to 46 into the expected release of quarter results on August 3.

Plug Power (PLUG) August weekly call option implied volatility is at 116, August is at 94; compared to its 52-week range of 59 to 111 into the expected release of quarter results on August 3.

Robin Hood (HOOD) August weekly call option implied volatility is at 156, August is at 98; compared to its 52-week range of 51 to 227 into the expected release of quarter results after the bell on August 3.

Under Armour (UAA) August weekly call option implied volatility is at 180, August is at 90; compared to its 52-week range of 36 to 74 into the expected release of quarter results after the bell on August 3.

Moderna (MRNA) August weekly call option implied volatility is at 104, August is at 70; compared to its 52-week range of 58 to 97 into the expected release of quarter results after the bell on August 3.

Datadog, Inc. (DDOG) August weekly call option implied volatility is at 168, August is at 98; compared to its 52-week range of 37 to 99 into the expected release of quarter results after the bell on August 4.

Paramount Global (PARA) August weekly call option implied volatility is at 100, August is at 62; compared to its 52-week range of 32 to 63 into the expected release of quarter results after the bell on August 4.

Warner Bros. Discovery (WBD) August weekly call option implied volatility is at 122, August is at 69; compared to its 52-week range of 39 to 113 into the expected release of quarter results after the bell on August 4. Call put ratio 16 calls to 1 put with focus on August (5) and August weekly (12) 16 calls.

Options with decreasing option implied volatility: TDOC PINS ETSY NCR CAR ROKU OSTK SAVE AMZN DB PINS UBER
Increasing unusual option volume: LFLY GETY FAZE REV ARCT AKBA DHT TAP
Increasing unusual call option volume: GETY REV EWG ARCT HSY IGT FRO NMM ANET
Increasing unusual put option volume: PINS CMI TAP APO
Active options: TSLA AAPL UBER AMZN PINS AMD NVDA AMC SNAP META BABA ROKU F MARA MSFT GOOGL LYFT BP BA NIO

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