Mid-session IV Report August 22, 2022

Market Rebellion

This article was last updated on 08/22/2022.

Mid-session IV Report August 22, 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: ROOT APRN CLAR SST BIIB EWG CRHC ENVX IMGN ESPR

Popular stocks with increasing volume: BBBY OXY COIN BABA SNAP GME CCL BAC

Volume Movers

Bed Bath & Beyond (BBBY) August weekly call option implied volatility is at 350, September is at 280; compared to its 52-week range of 58 to 325. Call put ratio 1 call to 1 put.

Option IV for interest rate products as rates trend higher

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 54. Call put ratio 5.9 calls to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 20; compared to its 52-week range of 12 to 27. Call put ratio 1 call to 3 puts.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 14; compared to its 52-week range of 5 to 21. Call put ratio 1 call to 29 puts.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 15; compared to its 52-week range of 5 to 23. Call put ratio 1 call to 18 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 13; compared to its 52-week range of 6 to 16. Call put ratio 1 call to 42 puts.

Salesforce (CRM) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 62 into expected release of quarter results after the bell on August 24 and Dreamforce 2022 in San Francisco on September 20-22.

Option IV into quarter results

Zoom (ZM) August weekly call option implied volatility is at 167, September is at 90; compared to its 52-week range of 34 to 114 into the expected release of quarter results today after the bell.

Palo Alto Networks (PANW) August weekly call option implied volatility is at 103, September is at 54; compared to its 52-week range of 25 to 67 into the expected release of quarter results today after the bell.

Dicks Sporting Goods (DKS) August weekly call option implied volatility is at 128, September is at 67; compared to its 52-week range of 34 to 86 into the expected release of quarter results before the bell on August 23. Call put ratio 1 call to 4.3 puts.

Macy’s (M) August weekly call option implied volatility is at 144, 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 110, September is at 76; compared to its 52-week range of 64 to 128 into the expected release of quarter results before the bell on August 23. Call put ratio 2 calls to 1 put.

Nordstrom (JWN) August weekly call option implied volatility is at 168, September is at 89; compared to its 52-week range of 46 to 109 into the expected release of quarter results after the bell on August 23.

JD.com (JD) August weekly call option implied volatility is at 83, 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. Call put ratio 2.4 calls to 1 put as shares rally 1.9%.

Toll Brothers (TOL) August weekly call option implied volatility is at 86, September is at 50; 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 144, September is at 89; compared to its 52-week range of 19 to 42 into the expected release of quarter results after the bell on August 23. Call put ratio 1 call to 4.8 puts.

Options with decreasing option implied volatility: AXSM PACB FAZE BILL TGT FL ONON
Increasing unusual option volume: SGFY PRTY TH MND BBD ESPR
Increasing unusual call option volume: PRTY ESPR IPOD MNMD WEBR
Increasing unusual put option volume: MQ NKLA AES MLCO BBBY OTLY
Active options: AAPL AMZN TSLA BBBY NKLA AMD F NVDA META OXY MSFT GOOGL COIN BABA SNAP GME CCL NIO BAC MARA

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