Mid-session IV Report July 10, 2023

Mid-session IV Report July 10, 2023

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Mid-session IV Report July 10, 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: LYFT BBIO SAVE RIVN DWAC TAL RBLX APPS TTD CELH HOOD MELI PENN TWLO BROS UAA PYPL UAA PYPL TSN UBER SAVE HMST SPHR NVAX

Popular stocks increasing volume: RIVN NIO BAC PLTR RIOT PYPL

Option Movers info CPI report on Friday

Carvana Co. (CVNA) 30-day option implied volatility is at 162; compared to its 52-week range of 112 to 266 as shares rally 14%.

Rivian Automotive (RIVN) 30-day option implied volatility is at 106; compared to its 52-week range of 64 to 101 as shares rally 5%.

Icahn Enterprises L.P. (IEP) 30-day option implied volatility is at 66; compared to its 52-week range of 8 to 157 as shares rally 17%.

Amazon (AMZN) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 61 into Prime Day 2023 from July 11. Call put ratio 2.7 calls to 1 put.

Target (TGT) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 52 into Target Circle Week, July 9-15.

Walmart (WMT) 30-day option implied volatility is at 15; compared to its 52-week range of 12 to 32.

Option IV into quarter results

Pepsico (PEP) July weekly call option implied volatility is at 26, July is at 19; compared to its 52-week range of 16 to 27 into the expected release of quarter results before the bell on July 13.

Cintas (CTAS) July call option volatility is at 28, August is at 22; compared to its 52-week range of 18 to 70 into the expected release of quarter results before the bell on July 13. Call put ratio 1 call to 7.5 puts.

Fastenal (FAST) July call option implied volatility is at 32, August is at 23; compared to its 52-week range of 19 to 72 into the expected release of quarter results before the bell on July 13.

Delta Air Lines (DAL) July weekly call option implied volatility is at 51, July is at 39; compared to its 52-week range of 28 to 61 into the expected release of quarter results before the bell on July 13. Call put ratio 3.3 calls to 1 put.

ConAgra (CAG) July weekly call option implied volatility is at 48, July is at 32; compared to its 52-week range of 14 to 31 into the expected release of quarter results before the bell on July 13.

UnitedHealth (UNH) July weekly call option implied volatility is at 43, July is at 31; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on July 14.

Options with decreasing option implied volatility: UBS LEVI ISEE
Increasing unusual option volume: TMC MAT SAVE SPHR BBIG AMKR KO
Increasing unusual call option volume: MAT TMC SAVE CLNE BBIG KODK IVR XPO OPRA HELE NNDM PSNY ALTO RIVN
Increasing unusual put option volume: BBIG CARR BALL SAVE IGV GSAT BIG RSP TAN SG RIVN
Active options: TSLA AAPL AMZN RIVN META NVDA MSFT BABA AMD GOOGL AMC CVNA MARA NIO BAC PLTR RIOT PYPL GOOG NKLA

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