Mid-session IV Report July 10, 2024

Mid-session IV Report July 10, 2024

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Mid-session IV Report July 10, 2024

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: RILY GRPN UPST HE ACB RBLX PLTR U SYM HIMS TRIP TOST ELF FTNT TTD CELH LYFT BMBL WBD DDOG ANET AKAM CVS

Popular stocks with increasing volume: BIDU GME INTC TSM MU RIVN CVNA SMCI NKE CHWY CMG SOFI PFE

Active options: NVDA TSLA BIDU GME INTC TSM MSFT MU META RIVN CVNA SMCI NKE CHWY CMG GOOGL SOFI MARA PFE

Option IV into quarter results

Pepsico (PEP) July 12 weekly call option implied volatility is at 49, July is at 28; compared to its 52-week range of 13 to 26; into the expected release of quarter results before the bell on July 11. Call put ratio 1.8 calls to 1 put with focus on July 12 weekly 167.50 calls.

Progressive Corp (PGR) July call option implied volatility is at 40, August is at 29; compared to its 52-week range of 30 to 68; into the expected release of quarter results on July 11. Call put ratio 3.8 calls to 1 put.

Cintas (CTAS) July call option implied volatility is at 36, August is at 23; compared to its 52-week range of 13 to 46; into the expected release of quarter results on July 11.

Delta Air Lines (DAL) July 12 weekly call option implied volatility is at 100, July is at 60; compared to its 52-week range of 25 to 42; into the expected release of quarter results before the bell on July 11. Call put ratio 1.2 calls to 1 put with focus on July 12 weekly 47 calls.

ConAgra (CAG) July 12 weekly call option implied volatility is at 87, July is at 43; compared to its 52-week range of 24 to 31; into the expected release of quarter results before the bell on July 11. Call put ratio 1 call to 1.2 puts with focus on July 12 weekly 28 and 28.50 puts.

J P Morgan (JPM) July 12 weekly call option implied volatility is at 49, July is at 30; compared to its 52-week range of 15 to 29; into the expected release of quarter results before the bell on July 12. Call put ratio 1.6 calls to 1 put with focus on September 215 calls as share price near record high.

Wells Fargo (WFC) July 12 weekly call option implied volatility is at 67, July is at 38; compared to its 52-week range of 19 to 37; into the expected release of quarter results before the bell on July 12. Call put ratio 3.3 calls to 1 put with focus on June 60 and 65 calls.

Citigroup (C) July 12 weekly call option implied volatility is at 53, July is at 33; compared to its 52-week range of 21 to 35; into the expected release of quarter results before the bell on July 12. Call put ratio 2.1 calls to put with focus on August 70 and 75 calls.

The Bank of New York Mellon (BK) July call option implied volatility is at 33, August is at 21; compared to its 52-week range of 15 to 72; into the expected release of quarter results before the bell on July 12.

Fastenal (FAST) July call option implied volatility is at 52, August is at 32; compared to its 52-week range of 15 to 67; into the expected release of quarter results before the bell on July 12.

Movers

Deckers Brands (DECK) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 55. Call put ratio 1.6 calls to 1 put with focus on July 890, 1000 and 1050 calls as share price down 7%.

Lantheus Holdings (LNTH) 30-day option implied volatility is at 64; compared to its 52-week range of 30 to 113. Call put ratio 1.6 calls to 1 put with focus on July 100 calls and August 95 calls as share price up 29%.

Options with decreasing option implied volatility: ANVS PARA STZ
Increasing unusual option volume: SGH QURE MXEF LZ AEHR VSTS CP HA HELE LZ
Increasing unusual call option volume: LZ AEHR ARQT CMG HE CENX LNTH LZ
Increasing unusual put option volume: CP APTV APLD TECH CMG AEHR LNTH LZ

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