Mid-session IV Report August 8, 2022

Market Rebellion

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

Mid-session IV Report August 8, 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 AMC FRGE BLUR CFVI IPOF REV AMC GME BYND GDRX BIG BB

Popular stocks with increasing volume: NVDA BBBY PLTR BB GME SOFI BYND

Option IV into quarter results

Upstart (UPST) August weekly call option implied volatility is at 330, August is at 224; compared to its 52-week range of 68 to 166 into the expected release of quarter results today after the bell.

Goodrx (GDRX) August call option implied volatility is at 194, September is at 125; 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 7.5 calls to 1 put as shares rally 14%.

Coinbase (COIN) August weekly call option implied volatility is at 238, August is at 174; compared to its 52-week range of 46 to 174 into the expected release of quarter results after the bell on August 9.

Lemonade (LMND) August weekly call option implied volatility is at 190, August is at 138; compared to its 52-week range of 55 to 135 into the expected release of quarter results before the bell on August 9. Call put ratio 4.4 calls to 1 put as shares rally 7.6%.

Bausch Health (BHC) August weekly call option implied volatility is at 245, August is at 195; 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 103, 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. Call put ratio 2 calls to 1 put as shares rally 5%.

Ralph Lauren (RL) August call option implied volatility is at 57, 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 1.5 puts.

Capri Holdings (CPRI) August weekly call option implied volatility is at 99, 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. Call put ratio 4.4 calls to 1 put as shares rally 3.9%.

Spirit Airlines (SAVE) August weekly call option implied volatility is at 41, August is at 42; 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 calls to 1 put.

AIG (AIG) August weekly call option implied volatility is at 58, August is at 43; compared to its 52-week range of 25 to 47 into the expected release of quarter results before the bell on August 9. Call put ratio 3 calls to 1 put as shares rally 1.5%.

Dutch Bros Inc. (BROS) August weekly call option implied volatility is at 193, August is at 130; compared to its 52-week range of 67 to 134 into the expected release of quarter results after the bell on August 10.

Walt Disney (DIS) August weekly call option implied volatility is at 73, August is at 51; compared to its 52-week range of 21 to 58 into the expected release of quarter results on August 10. Call put ratio 1.6 calls to 1 put.

Rivian (RIVN) August weekly call option implied volatility is at 143, August is at 100; compared to its 52-week range of 70 to 106 into the expected release of quarter results after the bell on August 11. Call put ratio 3.1 calls to 1 put as shares rally 8%.

Option IV movers

Solar stocks option IV amid Washington headlines

First Solar (FSLR) 30-day option implied volatility is at 51; compared to its 52-week range of 33 to 65. Call put ratio 3 calls to 1 put as shares rally 7%.

Sunrun (RUN) 30-day option implied volatility is at 88; compared to its 52-week range of 57 to 139 as shares rally 6%.

Enphase Energy, Inc. (ENPH) 30-day option implied volatility is at 63; compared to its 52-week range of 49 to 97 as shares sell off 2.7%.

SunPower (SPWR) 30-day option implied volatility is at 71; compared to its 52-week range of 58 to 94 as shares sell off 1%.

Options with decreasing option implied volatility: PINS LYFT FSLY CFLT SST RNG UAA PBR DASH UA DISH CAR
Increasing unusual option volume: WOW VRM SONO WRBY GBT PRTY ALTO KRTX QSR GRPN KOD TCOM
Increasing unusual call option volume: WOW VRM WGO WEBR PRTY QSR GRPN ALTO PRTY GBT KOD
Increasing unusual put option volume: ENVX VRM BAX SONO BKR WOOF PINS TCOM NKLA DVAX ENVX TSN BBBY QSR CPNG GOEV RL
Active options: TSLA NVDA BBBY AAPL AMZN PLTR AMC F TLRY AMD META BB GME GOOGL MSFT SOFI BYND BABA UPST MARA

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