Mid-session IV Report July 12, 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: RKLB NVAX RBLX SAVE TTD APPS CELH BROS TSN TTWO DIS SONY UPS RXRX
Popular stocks increasing volume: LCID SOFI NIO COIN DKNG BAC MARA RIVN PLUG PANW
Tech option movers
NVIDIA (NVDA) 30-day option implied volatility is at 40; compared to its 52-week range of 39 to 68. Call put ratio 1.3 calls to 1 put as shares rally 2.6%.
Salesforce (CRM) 30-day option implied volatility is at 26; compared to its 52-week range of 25 to 54. Call put ratio 2 calls to 1 put as shares rally 1.5%
Carvana Co. (CVNA) 30-day option implied volatility is at 163; compared to its 52-week range of 112 to 266. Call put ratio 1.9 calls to 1 put as shares rally 9%.
Rivian Automotive (RIVN) 30-day option implied volatility is at 94; compared to its 52-week range of 64 to 101. Call put ratio 1.7 calls to 1 put on volume of 204K contracts.
Coinbase (COIN) 30-day option implied volatility is at 102; compared to its 52-week range of 78 to 141 as shares rally 1.3%.
Palo Alto Networks (PANW) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 55. Call put ratio 3 calls to 1 put as shares sell off 3.1%.
Zscaler (ZS) 30-day option implied volatility is at 46; compared to its 52-week range of 40 to 82. Call put ratio 2.7 calls to 1 put as shares sell off 3.8%.
Cloudflare (NET) 30-day option implied volatility is at 70; compared to its 52-week range of 53 to 104. Call put ratio 1.1 calls to 1 put as shares sell off 4.4%.
DraftKings (DKNG) 30-day option implied volatility is at 64; compared to its 52-week range of 46 to 108. Call put ratio 3.6 calls to 1 put as shares rally 6.7%.
C3 AI (AI) 30-day option implied volatility is at 93; compared to its 52-week range of 54 to 223 as shares sell off 1.3%.
Walt Disney (DIS) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 49. Call put ratio 3.6 calls to 1 put as shares trade $90.
Domino’s Pizza (DPZ) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 50. Call put ratio 1 call to 1.6 puts as shares rally 10.4%.
Recursion Pharmaceuticals (RXRX) 30-day option implied volatility is at 167; compared to its 52-week range of 67 to 125. call put ratio 1.3 calls to 1 put as shares rally 63%.
Option IV into quarter results
Pepsico (PEP) July weekly call option implied volatility is at 34, July is at 21; compared to its 52-week range of 16 to 27 into the expected release of quarter results before the bell on July 13. Call put ratio 3.8 calls to 1 put with focus on July weekly 185 calls.
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 71, July is at 43; 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 2.6 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 57, July is at 34; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on July 14.
J P Morgan Chase (JPM) July weekly call option implied volatility is at 45, July is at 27; compared to its 52-week range of 18 to 44 into the expected release of quarter results before the bell on July 14. Call put ratio 3.7 calls to 1 put.
Wells Fargo (WFC) July weekly call option implied volatility is at 57, July is at 35; compared to its 52-week range of 22 to 51 into the expected release of quarter results before the bell on July 14.
BlackRock (BLK) July weekly call option implied volatility is at 50, July is at 31; compared to its 52-week range of 20 to 47 into the expected release of quarter results before the bell on July 14. Call put ratio 3.7 calls to 1 put as shares rally 1.7%.
Citigroup (C) July weekly call option implied volatility is at 57, July is at 34; compared to its 52-week range of 23 to 51 into the expected release of quarter results before the bell on July 14.
State Street (STT) July call option implied volatility is at 45, July is at 29; compared to its 52-week range of 26 to 91 into the expected release of quarter results before the bell on July 14.
Options with decreasing option implied volatility: DWAC ATVI HELE LEVI UBS
Increasing unusual option volume: MAT NDAQ NINE RKLB LPSN FNGR
Increasing unusual call option volume: LPSN RKLB NDAQ ING FNGR MAT SDC XRX
Increasing unusual put option volume: CNC DBX NOK AES
Active options: TSLA AAPL NVDA AMZN AMD META MSFT LCID F BABA GOOGL SOFI NIO COIN DKNG BAC MARA RIVN PLUG GOOG
