Mid-session IV Report August 8, 2023

Mid-session IV Report August 8, 2023

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Mid-session IV Report August 8, 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: COHR GTLB ZS AEO DOCU KR NANOS SATS FAS USB BAC TFC MS KRE C PRU MET JPM GS

Popular stocks with increasing volume: LCID BYND DDOG PARA

Movers

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 81 as share priced down 3.5%.

Ishares S&P Software Index Fund (IGV) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 81. Call put ratio 1 call to 4.2 puts as share price down 2.2%.

Novo Nordisk (NVO) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 82. Call put ratio 4.2 calls to 1 put as shares rally 15.6% after reports SELECT trial of semaglutide achieved primary objective.

Option IV into quarter results

Coupang (CPNG) August weekly call option implied volatility is at 108, August is at 70; compared to its 52-week range of 40 to 95 into the expected release of quarter results today after the bell.

Take Two (TTWO) August weekly call option implied volatility is at 91, August is at 58; compared to its 52-week range of 80 to 55 into the expected release of quarter results today after the bell.

Rivian (RIVN) August weekly call option implied volatility is at 185, August is at 118; compared to its 52-week range of 64 to 101 into the expected release of quarter results today after the bell.

Endeavor (EDR) August call option implied volatility is at 58, September is at 40; compared to its 52-week range of 26 to 79 into the expected release of quarter results today after the bell.

Wynn Resorts (WYNN) August weekly call option implied volatility is at 72, August is at 51; compared to its 52-week range of 31 to 74 into the expected release of quarter results.

Toast (TOST) August weekly call option implied volatility is at 143, August is at 92; compared to its 52-week range of 42 to 121 into the expected release of quarter results today after the bell.

Twilio (TWLO) August weekly call option implied volatility is at 174, August is at 111; compared to its 52-week range of 47 to 97 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Dutch Bros (BROS) August weekly call option implied volatility is at 160, August is at 100; compared to its 52-week range of 40 to 95 into the expected release of quarter results today after the bell.

Lyft (LYFT) August weekly call option implied volatility is at 230, August is at 146; compared to its 52-week range of 55 to 110 into the expected release of quarter results today after the bell.

Disney (DIS) August weekly call option implied volatility is at 80, August is at 53; compared to its 52-week range of 22 to 49 into the expected release of quarter results after the bell on August 9.

Illumina (ILMN) August weekly call option implied volatility is at 99, August is at 72; compared to its 52-week range of 34 to 77 into the expected release of quarter results after the bell on August 9.

Roblox (RBLX) August weekly call option implied volatility is at 176, August is at 113; compared to its 52-week range of 46 to 110 into the expected release of quarter results before the bell on August 9. Call put ratio 4.3 calls to 1 put with focus on August weekly calls.

Plug Power (PLUG) August weekly call option implied volatility is at 150, August is at 130; compared to its 52-week range of 64 to 102 into the expected release of quarter results after the bell on August 9.

Applovin (APP) August call option implied volatility is at 112, September is at 73; compared to its 52-week range 50 to 124 into the expected release of quarter results after the bell on August 9. Call put ratio 13 calls to 1 put as share price down 3%.

U-Haul (UHAL) August call option implied volatility is at 60, September is at 36; compared to its 52-week range of 24 to 39 into the expected release of quarter results after the bell on August 9.

Alibaba (BABA) August weekly call option implied volatility is at 83, August is at 59; compared to its 52-week range of 38 to 77 into the expected release of quarter results before the bell on August 10. Call put ratio 2.6 calls to 1 put.

Ralph Lauren (RL) August weekly call option implied volatility is at 58, August is at 36; compared to its 52-week range of 24 to 88 into the expected release of quarter results before the bell on August 10. Call put ratio 5 calls to 1 put.

Capri (CPRI) August weekly call option implied volatility is at 100, August is at 62; compared to its 52-week range of 34 to 94 into the expected release of quarter results on August 10.

DISH Network (DISH) 30-day option implied volatility is at 91; compared to its 52-week range of 48 to 156 into combining with EchoStar (SATS) in all-stock merger.

EchoStar Corp. (SATS) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 60 into combining with DISH Network (DISH) in all-stock merger.

IV movers

Options with decreasing option implied volatility: CHGG AUPH TRUP APLS BYND VRT W ELF PLTR TGTX FVRR
Increasing unusual option volume: ICLN CDE UA TUR KD CHGG YELL SBGI ARRY
Increasing unusual call option volume: AYX CDE UA KD ARRY NCR CHGG MNKD TUP SLI HIMS
Increasing unusual put option volume: AYX CHGG TUP APLS IFF WULF HIMS SILJ CIFR TME JCI
Active options: PLTR TSLA AAPL AMZN AMC NVDA AMD NIO BAC LCID MSFT BYND BABA META DDOG PARA NFLX MARA MPW GOOGL

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