Mid-session IV Report August 4, 2023

Mid-session IV Report August 4, 2023

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Mid-session IV Report August 4, 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: NVCR VKTX TMF OKTA TBT DG LULU CPB TLT EMB JEPI

Popular stocks with increasing volume: TDS USM MNST IEP SHOP SQ DKNG COIN

“The Magnificent Seven.” option implied volatility

Microsoft (MSFT) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 43.

Alphabet (GOOGL) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 47. Call put ratio 1.6 calls to 1 put.

Meta Platforms (META) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 74.

NVIDIA (NVDA) 30-day option implied volatility is at 62; compared to its 52-week range of 39 to 68.

Amazon (AMZN) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 61 as shares rally 9%.

Apple (AAPL) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 45. Call put ratio 1.6 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 44; compared to its 52-week range of 42 to 96.

Movers

Monster Beverage (MNST) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 69. Call put ratio 4 calls to 1 put with focus on August calls.

Option IV into quarter results

KKR & Co (KKR) August weekly call option implied volatility is at 39, August is at 34; compared to its 52-week range of 25 to 56 into the expected release of quarter results before the bell on August 7.

Tyson (TSN) August weekly call option implied volatility is at 60, August is at 46; compared to its 52-week range of 18 to 68 into the expected release of quarter results before the bell on August 7.

Palantir Technologies (PLTR) August weekly call option implied volatility is at 137, August is at 109; compared to its 52-week range of 48 to 93 into the expected release of quarter results after the bell on August 7.

Skyworks Solutions (SWKS) August weekly call option implied volatility is at 58, August is at 47; compared to its 52-week range of 27 to 56 into the expected release of quarter results after the bell on August 7.

Lucid Group (LCID) August weekly call option implied volatility is at 133, August is at 105; compared to its 52-week range of 66 to 171 into the expected release of quarter results after the bell on August 7.

Paramount Global (PARA) August weekly call option implied volatility is at 96, August is at 81; compared to its 52-week range of 42 to 66 into the expected release of quarter results after the bell on August 7.

Options with decreasing option implied volatility: APLS AUPH QS SOFI TGTX TRUP ELF MELI FSLY FVRR W ETSY
Increasing unusual option volume: MESO TUP YELL BALL CARG RAD AAOI
Increasing unusual call option volume: RAD YELL TUP FLR ALLO CNK
Increasing unusual put option volume: BALL TUP FTNT GSAT DOCN WULF OPEN QS
Active options: AAPL AMZN TSLA NVDA AMD MSFT DKNG TUP COIN FUBO NIO META SHOP FTNT SQ NKLA GOOG UPST GOOGL AMC

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