Mid-session IV Report August 5, 2022

Market Rebellion

This article was last updated on 08/05/2022.

Mid-session IV Report August 5, 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: BBBY SOS CFVI FRGE WEBR

Popular stocks with increasing volume: BBBY F DKNG WBD CVNA SQ BYND NIO LYFT COIN

Oil option IV as WTI trades $90

Exxon Mobil (XOM) 30-day option implied volatility is at 35; compared to its 52-week range 23 to 47 as WTI trades $90.

Chevron (CVX) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 46.

iRobot (IRBT) 30-day option implied volatility is at 15; compared to its 52-week range of 40 to 87 after acquired by Amazon (AMZN) for $61/share in deal valued at $1.7B.

Option IV into quarter results

Palantir (PLTR) August weekly call option implied volatility is at 122, August is at 98; compared to its 52-week range of 42 to 102into the expected release of quarter results before the bell on August 8. Call put ratio 3.3 calls to 1 put with focus on August weekly (12) 11.5 & 12 calls.

Tyson (TSN) August call option implied volatility is at 36, September is at 29; compared to its 52-week range of 19 to 71 into the expected release of quarter results before the bell on August 8. Call put ratio 1 call to 2.8 puts.

Barrick Gold (GOLD) August weekly call option implied volatility is at 100, August is at 50; compared to its 52-week range of 28 to 50 into the expected release of quarter results before the bell on August 8.

Blue Apron (APRN) August call option implied volatility is at 190, September is at 164; compared to its 52-week range of 82 to 214 into the expected release of quarter results before the bell on August 8. Call put ratio 3 calls to 1 put.

Lemonade (LMND) August weekly call option implied volatility is at 140, August is at 120; compared to its 52-week range of 55 to 135 into the expected release of quarter results before the bell on August 8. Call put ratio 11 calls to 1 put as shares rally 7%.

Upstart (UPST) August weekly call option implied volatility is at 240, August is at 189; compared to its 52-week range of 68 to 166 into the expected release of quarter results after the bell on August 8.

Goodrx (GDRX) August call option implied volatility is at 140, September is at 105; compared to its 52-week range of 48 to 133 into the expected release of quarter results after the bell on August 8. Call put ratio 4.8 calls to 1 put as shares rally 1.7%.

Bausch Health (BHC) August weekly call option implied volatility is at 170, August is at 160; compared to its 52-week range of 31 to 244 into the expected release of quarter results before the bell on August 9.

Norwegian Cruise Line (NCLH) August weekly call option implied volatility is at 90, August is at 81; compared to its 52-week range of 46 to 100 into the expected release of quarter results before the bell on August 9.

Ralph Lauren (RL) August call option implied volatility is at 56, September is at 43; compared to its 52-week range of 33 to 95 into the expected release of quarter results before the bell on August 9. Call put ratio 1 call to 5 puts.

Capri Holdings (CPRI) August weekly call option implied volatility is at 85, August is at 71; compared to its 52-week range of 41 to 83 into the expected release of quarter results before the bell on August 9.

Spirit Airlines (SAVE) August weekly call option implied volatility is at 51, August is at 32; compared to its 52-week range of 46 to 174 into the expected release of quarter results before the bell on August 9. Call put ratio 2.8 calls to 1 put.

Walt Disney (DIS) August weekly call option implied volatility is at 55, August is at 44; compared to its 52-week range of 21 to 58 into the expected release of quarter results on August 10. Call put ratio 2.5 calls to 1 put.

Options with decreasing option implied volatility: PINS CFLT FSLY RNG CAR UA LYFT UAA DASH DISH PYPL SST
Increasing unusual option volume: EVFM WB YELP SHLS AMTX
Increasing unusual call option volume: EVFM WB IRBT AES RKLY ARRY KOD FSLR
Increasing unusual put option volume: DINO GRWG ELY BGS DOCS MNST
Active options: TSLA AAPL AMZN AMD AMC BBBY F DKNG WBD META NVDA CVNA SQ BABA BYND NIO GOOGL MSFT LYFT COIN

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