Mid-session IV Report August 7, 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: TLT TBT TMF COHR NVCR AUPH SYM TRUP W FVRR ELF HOOD FSLY ZI SDGR
Popular stocks with increasing volume: PLTR PYPL SOFI RIVM DKNG CVNA
Tesla (TSLA) 30-day option implied volatility is at 46; compared to its 52-week range of 42 to 96 after CFO steps down.
Option IV into quarter results
Lucid Group (LCID) August weekly call option implied volatility is at 165, August is at 115; compared to its 52-week range of 66 to 171 into the expected release of quarter results today after the bell.
Paramount Global (PARA) August weekly call option implied volatility is at 120, August is at 86; compared to its 52-week range of 42 to 66 into the expected release of quarter results today after the bell.
Eli Lilly (LLY) August weekly call option implied volatility is at 59, August is at 44; compared to its 52-week range of 21 to 38 into the expected release of quarter results before the bell on August 8.
United Parcel Service (UPS) August weekly call option implied volatility is at 62, August is at 42; compared to its 52-week range of 18 to 47 into the expected release of quarter results before the bell on August 8.
Zoetis (ZTS) August call option implied volatility is at 39, September is at 27; compared to its 52-week range of 19 to 74 into the expected release of quarter results before the bell on August 8.
Li Autio (LI) August weekly call option implied volatility is at 112, August is at 82; compared to its 52-week range of 48 to 104 the expected release of quarter results before the bell on August 8.
Datadog (DDOG) August weekly call option implied volatility is at 111, August is at 76; compared to its 52-week range of 44 to 86 into the expected release of quarter results before the bell on August 8.
Coupang (CPNG) August weekly call option implied volatility is at 104, August is at 69; compared to its 52-week range of 40 to 95 into the expected release of quarter results after the bell on August 8.
Take Two (TTWO) August weekly call option implied volatility is at 80, August is at 55; compared to its 52-week range of 80 to 55 into the expected release of quarter results after the bell on August 8.
Rivian (RIVN) August weekly call option implied volatility is at 163, August is at 113; compared to its 52-week range of 64 to 101 into the expected release of quarter results after the bell on August 8.
Endeavor (EDR) August call option implied volatility is at 60, September is at 37; compared to its 52-week range of 26 to 79 into the expected release of quarter results after the bell on August 8. Call put ratio 1 call to 20 puts with focus on August and September 25 puts.
Akamai (AKAM) August weekly call option implied volatility is at 47, August is at 33; compared to its 52-week range of 20 to 74 into the expected release of quarter results after the bell on August 8.
Wynn Resorts (WYNN) August weekly call option implied volatility is at 60, August is at 45; compared to its 52-week range of 31 to 74 into the expected release of quarter results on August 8. Call put ratio 12.9 calls to 1 put.
Toast (TOST) August weekly call option implied volatility is at 126, August is at 88; compared to its 52-week range of 42 to 121 into the expected release of quarter results after the bell on August 8.
Twilio (TWLO) August weekly call option implied volatility is at 147, August is at 100; compared to its 52-week range of 47 to 97 into the expected release of quarter results after the bell on August 8.
AMC Entertainment (AMC) August weekly call option implied volatility is at 211, August is at 222; compared to its 52-week range of 73 to 594 into the expected release of quarter results after the bell on August 8.
Dutch Bros (BROS) August weekly call option implied volatility is at 138, August is at 93; compared to its 52-week range of 40 to 95 into the expected release of quarter results after the bell on August 8.
Lyft (LYFT) August weekly call option implied volatility is at 200, August is at 135; compared to its 52-week range of 55 to 110 into the expected release of quarter results after the bell on August 8.
Capri (CPRI) August weekly call option implied volatility is at 100, August is at 64; compared to its 52-week range of 34 to 94 into the expected release of quarter results before the bell on August 8. Call put ratio 6 calls to 1 put.
Under Armour Inc (UAA) August weekly call option implied volatility is at 130, August is at 88; compared to its 52-week range of 36 to 82 into the expected release of quarter results before the bell on August 8.
Take Two (TTWO) August weekly call option implied volatility is at 80, August is at 55; compared to its 52-week range of 21 to 54 into the expected release of quarter results after the bell on August 8.
Disney (DIS) August weekly call option implied volatility is at 68, August is at 49; compared to its 52-week range of 22 to 49 into the expected release of quarter results after the bell on August 9.
Options with decreasing option implied volatility: TGTX AUPH APLS SYM TRUP W FVRR ELF HOOD FSLY ZI CFLT NET SEDG
Increasing unusual option volume: CPRI AVTR YELL MAXN TUP RAD SAGE KOS BEAM
Increasing unusual call option volume: EXPR RAD MAXN TUP KOS YELL SAGE RGTI GENI CPRI
Increasing unusual put option volume: WULF TUP WOOF BNTX APLS GOEV FSLY VST RAD TSN
Active options: TSLA AAPL PLTR AMZN NVDA AMD AMC NKLA PYPL NIO META MSFT MARA SOFI LCID GOOGL RIVN SHOP CVNA AI
