Mid-session IV Report August 9, 2022

Market Rebellion

This article was last updated on 08/09/2022.

Mid-session IV Report August 9, 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: COIN BROS RIVN SOS BBBY AMC DOCU ALVR DIS PBR STM ACI

Salesforce (CRM) 30-day option implied volatility is at 46; compared to its 52-week range of 22 to 62 into the expected release of quarter results and outlook after the bell on August 24. Call put ratio 1.2 calls to 1 put as shares sell off 4.7%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 49. Call put ratio 1 call to 2.5 puts as shares sell off 4%.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 233; compared to its 52-week range of 58 to 247. Call put ratio 2.5 calls to 1 put as shares sell off 10%.

AMC Entertainment (AMC) 30-day option implied volatility is at 161; compared to its 52-week range of 95 to 199. Call put ratio 2.6 calls to 1 put as shares sell off 6%.

GameStop (GME) 30-day option implied volatility is at 114; compared to its 52-week range of 69 to 157. Call put ratio 3.2 calls to 1 put as shares sell off 8.3%.
SBUX investor day

Option IV into quarter results

Coinbase (COIN) August weekly call option implied volatility is at 244, August is at 167; compared to its 52-week range of 46 to 174 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.3 puts.

Dutch Bros Inc. (BROS) August weekly call option implied volatility is at 208, August is at 138; compared to its 52-week range of 67 to 134 into the expected release of quarter results after the bell on August 10. Call put ratio 1 call to 2.3 puts as shares sell off 4.2%.

Walt Disney (DIS) August weekly call option implied volatility is at 90, August is at 56; compared to its 52-week range of 21 to 58 into the expected release of quarter results on August 10. Call put ratio 1.5 calls to 1 put.

Wendy’s (WEN) August call option implied volatility is at 46, September is at 34; compared to its 52-week range of 21 to 85 into the expected release of quarter results before the bell on August 10. Call put ratio 8.8 calls to 1 put.

Jumia (JMIA) August weekly call option implied volatility is at 215, August is at 153; compared to its 52-week range of 70 to 135 into the expected release of quarter results before the bell on August 10. Call put ratio 1.9 calls to 1 put as shares sell off 3%.

Fossil (FOSL) August option implied volatility is at 146, September is at 85; compared to its 52-week range of 58 to 138 into the expected release of quarter results after the bell on August 10. Call put ratio 1 call to 9.7 puts as shares sell off 12%.

Canada Goose (GOOS) August weekly call option implied volatility is at 188, August is at 209; compared to its 52-week range of 35 to 93 into the expected release of quarter results before the bell on August 11. Call put ratio 4.2 calls to 1 put as shares sell off 5%.

Warby Parker (WRBY) August weekly call option implied volatility is at 144, August is at 100; compared to its 52-week range of 49 to 142 into the expected release of quarter results before the bell on August 11. Call put ratio 1 call to 1 put as shares sell off 4.6%.

Rivian (RIVN) August weekly call option implied volatility is at 149, August is at 101; 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 2.5 calls to 1 put as shares sell off 4%.

Options with decreasing option implied volatility: ALNY SST LYFT SOFI FSLY CFLT OPEN ACAD
Increasing unusual option volume: GDRX NLSN CRMD ALTO PUBM DTC
Increasing unusual call option volume: NLSN GDRX WRBY PERI CRMD ALTO DTC ACI FAZE GRPN
Increasing unusual put option volume: PUBM WRBY MX ENVX AVXL TIGR GDRX DDD REM
Active options: TSLA CHPT AMZN AAPL NVDA UPST BBBY AMC AMD META PLTR MU TLRY GOOGL NVAX F SOFI BABA MSFT NIO

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