Mid-session IV Report August 24, 2022

Market Rebellion

This article was last updated on 08/24/2022.

Mid-session IV Report August 24, 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: TWTR FDX SNOW NVDA CRM ULTA COTY AFRM BURL

Popular stocks with increasing volume: SOFI PTON OXY JWN GME ZM

Option IV into quarter results

Salesforce (CRM) August weekly call option implied volatility is at 127, September is at 53; compared to its 52-week range of 22 to 62 into expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

Snowflake (SNOW) August weekly call option implied volatility is at 188, September is at 85; compared to its 52-week range of 36 to 113 into the expected release of quarter results today after the bell.

NVIDIA (NVDA) August weekly call option implied volatility is at 100, September is at 57; compared to its 52-week range of 31 to 82 into the expected release of quarter results today after the bell.

Box (BOX) September call option implied volatility is at 45, October is at 40; compared to its 52-week range of 31 to 88 into the expected release of quarter results today.

Williams Sonoma (WSM) September call option implied volatility is at 65, October is at 55; compared to its 52-week range of 33 to 94 into the expected release of quarter results today after the bell.

Splunk (SPLK) August weekly call option implied volatility is at 165, September is at 68; compared to its 52-week range of 32 to 85 into the expected release of quarter results today after the bell.

Peloton (PTON) August weekly call option implied volatility is at 358, September is at 152; compared to its 52-week range of 50 to 151 into the expected release of quarter results before the bell on August 25. Call put ratio 1.8 calls to 1 put.

Dollar Tree (DLTR) August weekly call option implied volatility is at 146, September is at 55; compared to its 52-week range of 21 to 65 into the expected release of quarter results before the bell on August 25.

Dollar General (DG) August weekly call option implied volatility is at 87, September is at 36; compared to its 52-week range of 16 to 52 into the expected release of quarter results before the bell on August 25.

Workday (WDAY) August weekly call option implied volatility is at 134, September is at 65; compared to its 52-week range of 27 to 68 into the expected release of quarter results before the bell on August 25. Call put ratio 3.2 calls to 1 put.

Abercrombie (ANF) August weekly call option implied volatility is at 270, September is at 105; compared to its 52-week range of 46 to 97 into the expected release of quarter results after the bell on August 25. Call put ratio 2.4 calls to 1 put.

Marvell (MRVL) August weekly call option implied volatility is at 138, September is at 63; compared to its 52-week range of 29 to 80 into the expected release of quarter results after the bell on August 25. Call put ratio 3.6 calls to 1 put.

Dell (DELL) September call option implied volatility is at 49, October is at 41; compared to its 52-week range of 23 to 92 into the expected release of quarter results after the bell on August 25.

Affirm (AFRM) August weekly call option implied volatility is at 312, September is at 140; compared to its 52-week range of 71 to 214 into the expected release of quarter results after the bell on August 25.

Ulta (ULTA) August weekly call option implied volatility is at 111, September is at 45; compared to its 52-week range of 27 to 61 into the expected release of quarter results after the bell on August 25.

Burlington Stores (BURL) August weekly call option implied volatility is at 154, September is at 65; compared to its 52-week range of 29 to 80 into the expected release of quarter results before the bell on August 25. Call put ratio 9.5 calls to 1 put.

Coty (COTY) August weekly call option implied volatility is at 197, September is at 78; compared to its 52-week range of 41 to 118 into the expected release of quarter results before the bell on August 25. Call put ratio 1 call to 2.2 puts.

Farfetch (FTCH) September call option implied volatility is at 122, October is at 105; compared to its 52-week range of 47 to 164 into the expected release of quarter results on August 25. Call put ratio 13 calls to 1 put as shares rally 25%.

Hain Celestial (HAIN) September call option implied volatility is at 44, October is at 42; compared to its 52-week range of 25 to 44 into the expected release of quarter results before the bell on August 25.

Uranium option IV as names rally on news Japan will turn back to nuclear power

Cameco Corp. (CCJ) 30-day option implied volatility is at 59; compared to its 52-week range of 46 to 81 as shares rally 10%. Call put ratio 28 calls to 1 put.

Uranium Energy Corp. (UEC) 30-day option implied volatility is at 86; compared to its 52-week range of 69 to 142. Call put ratio 14 calls to 1 put as shares rally 12%.

Denison Mines Corp. (DNN) 30-day option implied volatility is at 75; compared to its 52-week range of 42 to 172. Call put ratio 18 calls to 1 put as shares rally 14%.

Energy Fuels Inc. (UUUU) 30-day option implied volatility is at 78; compared to its 52-week range of 69 to 160. Call put ratio 10.9 calls to 1 put as shares rally 15%.

Centrus Energy (LEU) 30-day option implied volatility is at 76; compared to its 52-week range of 56 to 148. Call put ratio 40 calls to 1 put as shares rally 11%.

T-Mobile (TMUS) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 41.

Block (SQ) 30-day option implied volatility is at 72; compared to its 52-week range of 35 to 109. Call put ratio 1 call to 1.9 puts as shares rally 2.7%.

Options with decreasing option implied volatility: EVTL GETY BBBY SAVA ROOT DKS ZM JWN FL PANW CSCO
Increasing unusual option volume: FST TRQ AAP URBN SGFY CAL CNK APLS JWN
Increasing unusual call option volume: FST CAL URBN ITUB GIS JWN PRTY
Increasing unusual put option volume: CNK AAP URBN WEN JWN BBBY XLI WOOF TOL
Active options: BBBY TSLA AAPL AMZN SOFI PTON OXY NVDA JWN AMD BABA TWTR META MSFT GME NIO INTC BBIG ZM GOOGL

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