Mid-session IV Report August 3, 2022

Mid-session IV Report August 3, 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: OPEN EBAY PZZA LYFT

Popular stocks with increasing volume: ABNB INTC OXY SBUX UBER MRNA

Option IV into quarter results

eBay (EBAY) August weekly call option implied volatility is at 112, August is at 51; compared to its 52-week range of 24 to 55 into the expected release of quarter results today after the bell.

Fastly (FSLY) August weekly call option implied volatility is at 280, August is at 136; compared to its 52-week range of 54 to 119 into the expected release of quarter results today after the bell. Call put ratio 4.2 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 today after the bell.

Lucid Group (LCID) August weekly call option implied volatility is at 160, August is at 98; compared to its 52-week range of 69 to 141 into the expected release of quarter results today.

Monster Beverage (MNST) August weekly call option implied volatility is at 82, August is at 40; compared to its 52-week range of 17 to 46 into the expected release of quarter results today.

Plug Power (PLUG) August weekly call option implied volatility is at 117, August is at 100; compared to its 52-week range of 59 to 111 into the expected release of quarter results today.

Datadog, Inc. (DDOG) August weekly call option implied volatility is at 178, August is at 92; 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 112, August is at 61; 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 142, 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 9.2 calls to 1 put.

Amgen (AMGN) August weekly call option implied volatility is at 55, August is at 27; compared to its 52-week range of 19 to 30 into expected release of quarter results after the bell on August 4.

Carvana ()CVNA August weekly call option implied volatility is at 251, August is at 161; compared to its 52-week range of 37 to 200 into the expected release of quarter results after the bell on August 4.

Live Nation Entertainment (LYV) August call option implied volatility is at 59, September is at 47; compared to its 52-week range of the into the expected release of quarter results after the bell on August 4.

Lyft (LYFT) August weekly call option implied volatility is at 260, August is at 117; compared to its 52-week range of 37 to 104 into the expected release of quarter results after the bell on August 4.

Block (SQ) August weekly call option implied volatility is at 177, August is at 95; compared to its 52-week range of 35 to 109 into the expected release of quarter results after the bell on August 4.

Eli Lilly & Co. (LLY) August weekly call option implied volatility is at 81, August is at 42; compared to its 52-week range of 24 to 38 into the expected release of quarter results before the bell on August 4.

ConocoPhillips (COP) August weekly call option implied volatility is at 66, August is at 44; compared to its 52-week range of the into the expected release of quarter results before the bell on August 4. Call put ratio 3.7 calls to 1 put.

Opendoor (OPEN) August weekly call option implied volatility is at 340, August is at 152; compared to its 52-week range of 29 to 56 into the expected release of quarter results after the bell on August 4.

Papa John’s (PZZA) August call option implied volatility is at 53, September is at 44; compared to its 52-week range of 27 to 99 into the expected release of quarter results before the bell on August 4.

Redfin (RDFN) August weekly call option implied volatility is at , August is at ; compared to its 52-week range of 48 147 into the expected release of quarter results after the bell on August 4.

Rocket (RKT) August weekly call option implied volatility is at 135, August is at 76; compared to its 52-week range of 39 to 98 into the expected release of quarter results after the bell on August 4. Call put ratio 2.7 call to 1 put.

Shake Shack (SHAK) August call option implied volatility is at 77, September is at 62; compared to its 52-week range of 39 to 251 into the expected release of quarter results after the bell on August 4.

Twilio (TWLO) August weekly call option implied volatility is at 230, August is at 105; compared to its 52-week range of 37 to 98 into the expected release of quarter results after the bell on August 4.

XPO Logistics (XPO) August call option implied volatility is at 60, September is at 51; compared to its 52-week range of 31 to 105 into the expected release of quarter results after the bell on August 4. Call put ratio 4.2 call to 1 put.

Virgin Galactic Holdings (SPCE) August weekly call option implied volatility is at 160, August is at 100; compared to its 52-week range of 63 to 126 into the expected release of quarter results after the bell on August 4.

Yelp (YELP) August call option implied volatility is at 70, September is at 55; compared to its 52-week range of 35 to 102 into the expected release of quarter results after the bell on August 4. Call put ratio 1 call to 5 puts.

Zillow (Z) August weekly call option implied volatility is at 217, August is at 99; compared to its 52-week range of 41 to 91 into the expected release of quarter results after the bell on August 4. Call put ratio 1 call to 3.9 puts.

Options with decreasing option implied volatility: ABNB HOOD SOFI AMD
Increasing unusual option volume: CNDT INVZ NLOK ENDP
Increasing unusual call option volume: SEDG NLOK WGO FAZE INVZ TUP AYX UAA ENDP ABR FUBO
Increasing unusual put option volume: EGY CDNS MTCH TAP NTLA
Active options: AMD TSLA F AAPL SOFI PYPL AMZN META NVDA HOOD AMC ABNB INTC FUBO MSFT GOOGL OXY SBUX UBER MRNA