Mid-session IV Report August 2, 2023
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.
Options with increasing option implied volatility: AUPH MDB OKTA MPW DG CRWD HZNP LULU DELL BBY ATVI CPB UPRO SDS MO RSP
Popular stocks increasing volume: YUM CAR ACI MTCH WHR EA
Option IV into earnings and July employment report on Friday
Qualcomm (QCOM) August weekly call option implied volatility is at 84, August is at 42; compared to its 52-week range of 28 to 58 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.
Shopify (SHOP) August weekly call option implied volatility is at 186, August is at 85; compared to its 52-week range of 44 to 95 into the expected release of quarter results today after the bell.
PayPal (PYPL) August weekly call option implied volatility is at 145, August is at 63; compared to its 52-week range of 31 to 71 into the expected release of quarter results today after the bell.
Occidental Petroleum (OXY) August weekly call option implied volatility is at 60, August is at 34; compared to its 52-week range of 25 to 61 into the expected release of quarter results today after the bell.
DoorDash (DASH) August weekly call option implied volatility is at 139, August is at 64; compared to its 52-week range of 39 to 100 into the expected release of quarter results today after the bell.
MGM Resorts (MGM) August weekly call option implied volatility is at 86, August is at 44; compared to its 52-week range of 27 to 62 into the expected release of quarter results today after the bell.
Unity Software (U) August weekly call option implied volatility is at 193, August is at 91; compared to its 52-week range of 57 to 115 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put.
Marathon Oil (MRO) August weekly call option implied volatility is at 66, August is at 40; compared to its 52-week range of 34 to 65 into the expected release of quarter results today after the bell. Call put ratio 3.1 calls to 1 put.
Zillow (Z) August weekly call option implied volatility is at 139, August is at 63; compared to its 52-week range of 36 to 84 into the expected release of quarter results today after the bell. Call put ratio 4.2 calls to 1 put.
Etsy (ETSY) August weekly call option implied volatility is at 163, August is at 75; compared to its 52-week range of 44 to 90 into the expected release of quarter results today after the bell.
Robinhood (HOOD) August weekly call option implied volatility is at 176, August is at 80; compared to its 52-week range of 44 to 95 into the expected release of quarter results today after the bell. Call put ratio 3.2 calls to 1 put.
Amazon (AMZN) August weekly call option implied volatility is at 113, August is at 41; compared to its 52-week range of 26 to 61 into the expected release of quarter results after the bell on August 3.
Apple (AAPL) August weekly call option implied volatility is at 57, August is at 30; compared to its 52-week range of 17 to 45 into the expected release of quarter results after the bell on August 3.
Amgen (AMGN) August weekly call option implied volatility is at 48, August is at 28; compared to its 52-week range of 17 to 29 into the expected release of quarter results after the bell on August 3.
ConocoPhillips (COP) August weekly call option implied volatility is at 48, August is at 31; compared to its 52-week range of 25 to 51 into the expected release of quarter results before the bell on August 3.
Booking Holdings (BKNG) August weekly call option implied volatility is at 81, August is at 41; compared to its 52-week range of 23 to 54 into the expected release of quarter results after the bell on August 3.
Airbnb (ABNB) August weekly call option implied volatility is at 130, August is at 60; compared to its 52-week range of 36 to 72 into the expected release of quarter results after the bell on August 3.
Block (SQ) August weekly call option implied volatility is at 130, August is at 65; compared to its 52-week range of 44 to 92 into the expected release of quarter results after the bell on August 3.
Moderna (MRNA) August weekly call option implied volatility is at 120, August is at 61; compared to its 52-week range of 41 to 79 into the expected release of quarter results before the bell on August 3.
Warner Bros (WBD) August weekly call option implied volatility is at 150, August is at 74; compared to its 52-week range of 42 to 75 into the expected release of quarter results before the bell on August 3.
Cloudflare (NET) August weekly call option implied volatility is at 202, August is at 1100; compared to its 52-week range of 53 to 103 into the expected release of quarter results after the bell on August 3.
Coinbase (COIN) August weekly call option implied volatility is at 167, August is at 104; compared to its 52-week range of 42 to 96 into the expected release of quarter results after the bell on August 3.
Options with decreasing option implied volatility: ENPH ALGN HTZ PINS META ROKU SEDG ELF SKX MBLY HOG STX CROX CMG ANET ETRN UBER CAR NWL
Increasing unusual option volume: SFM JCI CDLX YOU CHD YELL FRSH TUP VRT KVUE RGTI MRTX
Increasing unusual call option volume: ELF AFL TUP YELL VRT MRTX RGTI YOU YUM SPR
Increasing unusual put option volume: SFM CMI SEDG PAYC SNDL CSGP EA ALGM FOUR WULF
Active options: TSLA AMD NVDA AAPL META AMZN MSFT
