Mid-session IV Report August 3, 2023

Mid-session IV Report August 3, 2023

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Mid-session IV Report August 3, 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: MPW OKTA MDB BBY DG LULU TLT TBT COOK

Popular stocks increasing volume: WBD EA CLX HAS H BUD MGM QCOM

Option IV into July employment report

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 30 into July employment report. Call put ratio 1 call to 1.1 puts as share price down 2%.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 60 into July employment report. Call put ratio 4 calls to 1 put as share price up 4.5%.

Option IV into earnings for quarter

Amazon (AMZN) August weekly call option implied volatility is at 155, August is at 53; compared to its 52-week range of 26 to 61 into the expected release of quarter results today after the bell.

Apple (AAPL) August weekly call option implied volatility is at 79, August is at 31; compared to its 52-week range of 17 to 45 into the expected release of quarter results today after the bell.

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 today after the bell.

Booking Holdings (BKNG) August weekly call option implied volatility is at 101, August is at 40; compared to its 52-week range of 23 to 54 into the expected release of quarter results after today the bell.

Airbnb (ABNB) August weekly call option implied volatility is at 175, August is at 64; compared to its 52-week range of 36 to 72 into the expected release of quarter results today after the bell.

Block (SQ) August weekly call option implied volatility is at 171, August is at 65; compared to its 52-week range of 44 to 92 into the expected release of quarter results today after the bell.

Cloudflare (NET) August weekly call option implied volatility is at 277, August is at 98; compared to its 52-week range of 53 to 103 into the expected release of quarter results today after the bell. Call put ratio 1 call to 3.3 puts.

Coinbase (COIN) August weekly call option implied volatility is at 216, August is at 103; compared to its 52-week range of 42 to 96 into the expected release of quarter results today after the bell.

Berkshire Hathaway (BRK/B) August weekly option implied volatility is at 22, August is at 17; compared to its 52-week range of 11 to 31 into the expected release of quarter results on August 4. Call put ratio 3.4 calls to 1 put.

Fisker (FSR) August weekly option implied volatility is at 267, August is at 115; compared to its 52-week range of 73 to 136 into the expected release of quarter results before the bell on August 4.

Frontier Communications (FYBR) August option implied volatility is at 95, September is at 85; compared to its 52-week range of 27 to 108 into the expected release of quarter results before the bell on August 4.

fuboTV Inc. (FUBO) August weekly option implied volatility is at 430, August is at 180; compared to its 52-week range of 93 to 180 into the expected release of quarter results before the bell on August 4. Call put ratio 4.8 calls to 1 put.

Cboe Global Markets (CBOE) August weekly option implied volatility is at 63, August is at 25; compared to its 52-week range of 16 to 32 into the expected release of quarter results before the bell on August 4.

Options with decreasing option implied volatility: ELF APLS ENPH PINS SOFI SKX ROKU SEDG ETSY WBD ZI DXCM INTC DASH UBER ANET LYV PYPL F
Increasing unusual option volume: CYH UPWK KVUE YELL DXC TUP EVGO CLX WIX
Increasing unusual call option volume: EVGO UPWK YELL TUP WIX CLX BHC AUR PLNT
Increasing unusual put option volume: WULF TUP GSAT QS RAD AMTX HAS DDD NTR
Active options: TSLA AAPL NVDA AMZN GOOGL MSFT

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