Mid-session IV Report August 5, 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 monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Option IV increases: FRGE ACAD SOS CFVI COTY IPOF VRAR FAZE MQ COIN GBT PBR OLPX FANG RITM

Popular stocks with increasing volume: HOOD AMC NVDA COIN LCID ROKU MARA NFLX SOFI NKLA NIO OXY

Option IV into quarter results

Warner Bros. Discovery (WBD) August weekly call option implied volatility is at 186, August is at 74; compared to its 52-week range of 39 to 113 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put.

Carvana (CVNA) August weekly call option implied volatility is at 330, August is at 171; compared to its 52-week range of 37 to 200 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.4 puts.

Live Nation Entertainment (LYV) August call option implied volatility is at 58, September is at 50; compared to its 52-week range of the into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

Lyft (LYFT) August weekly call option implied volatility is at 240, August is at 120; compared to its 52-week range of 37 to 104 into the expected release of quarter results today after the bell.

Block (SQ) August weekly call option implied volatility is at 230, August is at 96; compared to its 52-week range of 35 to 109 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Opendoor (OPEN) August weekly call option implied volatility is at 466, August is at 180; compared to its 52-week range of 29 to 140 into the expected release of quarter results today after the bell.

Redfin (RDFN) August call option implied volatility is at 140, September is at 111; compared to its 52-week range of 48 147 into the expected release of quarter results today after the bell.

Rocket (RKT) August weekly call option implied volatility is at 189, August is at 74; compared to its 52-week range of 39 to 98 into the expected release of quarter results today after the bell. Call put ratio 1 calls to 1.6 puts.

Twilio (TWLO) August weekly call option implied volatility is at 307, August is at 110; compared to its 52-week range of 37 to 98 into the expected release of quarter results today after the bell. Call put ratio 4 calls to 1 put.

Virgin Galactic Holdings (SPCE) August weekly call option implied volatility is at 221, August is at 106; compared to its 52-week range of 63 to 126 into the expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put.

Zillow (Z) August weekly call option implied volatility is at 277, August is at 133; compared to its 52-week range of 41 to 91 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.5 puts.

DraftKings (DKNG) August weekly call option implied volatility is at 270, August is at 105; compared to its 52-week range of 44 to 111 the into the expected release of quarter results before the bell on August 5. Call put ratio 3.6 calls to 1 put.

Flour (FLR) August weekly call option implied volatility is at 200, August is at 73; compared to its 52-week range of 46 to 67 the into the expected release of quarter results before the bell on August 5. Call put ratio 5 calls to 1 put.

ChemoCentryx (CCXI) August call option implied volatility is at 50, September is at 41; compared to its 52-week range of 64 to 378 after Amgen (AMGN) to acquire ChemoCentryx for $52 per share in cash.

Options with decreasing option implied volatility: BHC SST PINS CFLT CAR FSLY UA RNG UAA PYPL UBER NCR SAVE INTC AMZN CCXI
Increasing unusual option volume: UNIT ITCI COMM CCXI APTV K GBT EVFM
Increasing unusual call option volume: K UNIT COMM ARRY EVFM FAZE GOEV ANY BKKT
Increasing unusual put option volume: SFM MQ QSR RVLV RCII ALL FTNT TNDM NTLA
Active options: AAPL AMZN AMD HOOD AMC NVDA COIN LCID BABA META ROKU MARA NFLX SOFI NKLA NIO GOOGL F OXY